Ajay Jasra - RankMe

97 papers B 1Journal 94Unranked 2

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	New Trends in the Stability of Sinkhorn Semigroups. CoRR Pierre Del Moral, Ajay Jasra
2026	J	`jnl`	Unbiased parameter estimation for bayesian inverse problems. Stat. Comput. Neil K. Chada, Ajay Jasra, Mohamed Maama, Raúl Tempone
2025	J	`jnl`	Antithetic Multilevel Methods for Elliptic and Hypoelliptic Diffusions with Applications. SIAM/ASA J. Uncertain. Quantification Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos
2025	J	`jnl`	Asymptotic Variance in the Central Limit Theorem for Multilevel Markovian Stochastic Approximation. CoRR Ajay Jasra, Abylay Zhumekenov
2025	J	`jnl`	Bayesian Deep Learning with Multilevel Trace-Class Neural Networks. SIAM J. Math. Data Sci. Neil K. Chada, Ajay Jasra, Kody J. H. Law, Sumeetpal S. Singh
2025	J	`jnl`	Bayesian Parameter Estimation for Partially Observed McKean-Vlasov Diffusions Using Multilevel Markov chain Monte Carlo. CoRR Ajay Jasra, Amin Wu
2025	J	`jnl`	Bayesian parameter estimation for partially observed McKean-Vlasov diffusions using multilevel Markov chain Monte Carlo. Stat. Comput. Ajay Jasra, Amin Wu
2025	J	`jnl`	Unbiased Parameter Estimation of Partially Observed Diffusions using Diffusion Bridges. CoRR Miguel Alvarez, Ajay Jasra
2024	J	`jnl`	An improved unbiased particle filter. Monte Carlo Methods Appl. Ajay Jasra, Mohamed Maama, Hernando Ombao
2024	J	`jnl`	Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications. CoRR Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos
2024	J	`jnl`	Bayesian parameter inference for partially observed stochastic volterra equations. Stat. Comput. Ajay Jasra, Hamza M. Ruzayqat, Amin Wu
2024	J	`jnl`	Correction: Unbiased and multilevel methods for a class of diffusions partially observed via marked point processes. Stat. Comput. Miguel Alvarez, Ajay Jasra, Hamza M. Ruzayqat
2024	J	`jnl`	Multi-index Sequential Monte Carlo Ratio Estimators for Bayesian Inverse problems. Found. Comput. Math. Ajay Jasra, Kody J. H. Law, Neil Walton, Shangda Yang
2024	J	`jnl`	Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations. CoRR Elsiddig Awadelkarim, Ajay Jasra
2024	J	`jnl`	Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes. SIAM J. Sci. Comput. Ajay Jasra, Kengo Kamatani, Mohamed Maama
2024	J	`jnl`	On Unbiased Estimation for Partially Observed Diffusions. J. Mach. Learn. Res. Jeremy Heng, Jeremie Houssineau, Ajay Jasra
2024	J	`jnl`	Parameter Estimation for Partially Observed McKean-Vlasov Diffusions. CoRR Ajay Jasra, Mohamed Maama, Raúl Tempone
2024	J	`jnl`	Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs. CoRR Elsiddig Awadelkarim, Neil K. Chada, Ajay Jasra
2024	J	`jnl`	Unbiased Parameter Estimation for Partially Observed Diffusions. SIAM J. Control. Optim. Elsiddig Awadelkarim, Ajay Jasra, Hamza M. Ruzayqat
2024	J	`jnl`	Unbiased and multilevel methods for a class of diffusions partially observed via marked point processes. Stat. Comput. Miguel Alvarez, Ajay Jasra, Hamza M. Ruzayqat
2023	J	`jnl`	An Improved Unbiased Particle Filter. CoRR Ajay Jasra, Mohamed Maama, Hernando Ombao
2023	J	`jnl`	Antithetic Multilevel Particle Filters. CoRR Ajay Jasra, Mohamed Maama, Hernando Ombao
2023	J	`jnl`	Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods. CoRR Pierre Del Moral, Shulan Hu, Ajay Jasra, Hamza M. Ruzayqat, Xinyu Wang
2023	J	`jnl`	Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion. Stat. Comput. Mohamed Maama, Ajay Jasra, Hernando C. Ombao
2023	J	`jnl`	On Unbiased Estimation for Discretized Models. SIAM/ASA J. Uncertain. Quantification Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov
2023	J	`jnl`	Unbiased Estimation Using Underdamped Langevin Dynamics. SIAM J. Sci. Comput. Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra
2023	J	`jnl`	Unbiased Parameter Estimation for Partially Observed Diffusions. CoRR Elsiddig Awadelkarim, Ajay Jasra, Hamza M. Ruzayqat
2023	J	`jnl`	Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes. CoRR Miguel Alvarez, Ajay Jasra, Hamza M. Ruzayqat
2023	J	`jnl`	Unbiased estimation using a class of diffusion processes. J. Comput. Phys. Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2022	J	`jnl`	A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Stat. Comput. Daniel Paulin, Ajay Jasra, Alexandros Beskos, Dan Crisan
2022	J	`jnl`	A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA J. Uncertain. Quantification Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2022	J	`jnl`	A multilevel approach for stochastic nonlinear optimal control. Int. J. Control Ajay Jasra, Jeremy Heng, Yaxian Xu, Adrian N. Bishop
2022	J	`jnl`	Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion. CoRR Mohamed Maama, Ajay Jasra, Hernando Ombao
2022	J	`jnl`	Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling. J. Sci. Comput. Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris
2022	J	`jnl`	Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems. CoRR Kody J. H. Law, Neil Walton, Shangda Yang, Ajay Jasra
2022	J	`jnl`	Multilevel Bayesian Deep Neural Networks. CoRR Neil K. Chada, Ajay Jasra, Kody J. H. Law, Sumeetpal S. Singh
2022	J	`jnl`	Multilevel Ensemble Kalman-Bucy Filters. SIAM/ASA J. Uncertain. Quantification Neil K. Chada, Ajay Jasra, Fangyuan Yu
2022	J	`jnl`	Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters. Stat. Comput. Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra
2022	J	`jnl`	Unbiased Estimation of the Vanilla and Deterministic Ensemble Kalman-Bucy Filters. CoRR Miguel Alvarez, Neil K. Chada, Ajay Jasra
2022	J	`jnl`	Unbiased Estimation using a Class of Diffusion Processes. CoRR Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2022	J	`jnl`	Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Stat. Comput. Willem van den Boom, Ajay Jasra, Maria De Iorio, Alexandros Beskos, Johan Gunnar Eriksson
2022	J	`jnl`	Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. Monte Carlo Methods Appl. Marco Ballesio, Ajay Jasra
2021	J	`jnl`	A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models. CoRR Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2021	J	`jnl`	Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling. CoRR Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris
2021	J	`jnl`	Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter. CoRR Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra
2021	J	`jnl`	On Unbiased Estimation for Discretized Models. CoRR Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov
2021	B	`conf`	Randomized Multilevel Monte Carlo for Embarrassingly Parallel Inference. SMC Ajay Jasra, Kody J. H. Law, Alexander Tarakanov, Fangyuan Yu
2021	J	`jnl`	Randomized multilevel Monte Carlo for embarrassingly parallel inference. CoRR Ajay Jasra, Kody J. H. Law, Fangyuan Yu
2021	J	`jnl`	Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM J. Sci. Comput. Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
2021	J	`jnl`	Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models. CoRR Marco Ballesio, Ajay Jasra
2021	J	`jnl`	Unbiased Estimation of the Hessian for Partially Observed Diffusions. CoRR Neil K. Chada, Ajay Jasra, Fangyuan Yu
2021	J	`jnl`	Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions. SIAM/ASA J. Uncertain. Quantification Neil K. Chada, Jordan Franks, Ajay Jasra, Kody J. H. Law, Matti Vihola
2021	J	`jnl`	Unbiased Parameter Inference for a Class of Partially Observed Lévy-Process Models. CoRR Hamza M. Ruzayqat, Ajay Jasra
2021	J	`jnl`	Unbiased estimation of the gradient of the log-likelihood in inverse problems. Stat. Comput. Ajay Jasra, Kody J. H. Law, Lu Deng
2021	J	`jnl`	Uncertainty modelling and computational aspects of data association. Stat. Comput. Jeremie Houssineau, Jiajie Zeng, Ajay Jasra
2020	J	`jnl`	A Wasserstein Coupled Particle Filter for Multilevel Estimation. CoRR Marco Ballesio, Ajay Jasra, Erik von Schwerin, Raúl Tempone
2020	J	`jnl`	Multilevel Ensemble Kalman-Bucy Filters. CoRR Neil K. Chada, Ajay Jasra, Fangyuan Yu
2020	J	`jnl`	Multilevel particle filters for the non-linear filtering problem in continuous time. Stat. Comput. Ajay Jasra, Fangyuan Yu, Jeremy Heng
2020	J	`jnl`	Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. CoRR Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
2020	J	`jnl`	Unbiased Estimation of the Solution to Zakai's Equation. CoRR Hamza M. Ruzayqat, Ajay Jasra
2020	J	`jnl`	Unbiased Filtering of a Class of Partially Observed Diffusions. CoRR Ajay Jasra, Kody J. H. Law, Fangyuan Yu
2020	J	`jnl`	Unbiased estimation of the solution to Zakai's equation. Monte Carlo Methods Appl. Hamza M. Ruzayqat, Ajay Jasra
2019	J	`jnl`	Correction to: Multilevel particle filters for Lévy-driven stochastic differential equations. Stat. Comput. Ajay Jasra, Kody J. H. Law, Prince Peprah Osei
2019	J	`jnl`	Identification of MultiObject Dynamical Systems: Consistency and Fisher Information. SIAM J. Control. Optim. Jeremie Houssineau, Sumeetpal S. Singh, Ajay Jasra
2019	J	`jnl`	Multilevel Particle Filters for the Non-Linear Filtering Problem in Continuous Time. CoRR Ajay Jasra, Fangyuan Yu, Jeremy Heng
2019	J	`jnl`	Multilevel particle filters for Lévy-driven stochastic differential equations. Stat. Comput. Ajay Jasra, Kody J. H. Law, Prince Peprah Osei
2019	J	`jnl`	On Large Lag Smoothing for Hidden Markov Models. SIAM J. Numer. Anal. Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh
2019	J	`jnl`	Optimization Based Methods for Partially Observed Chaotic Systems. Found. Comput. Math. Daniel Paulin, Ajay Jasra, Dan Crisan, Alexandros Beskos
2018	J	`jnl`	Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo. SIAM J. Sci. Comput. Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou
2018	J	`jnl`	Multilevel Monte Carlo for Smoothing via Transport Methods. SIAM J. Sci. Comput. Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh
2018	J	`jnl`	Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals. SIAM/ASA J. Uncertain. Quantification Alexandros Beskos, Ajay Jasra, Kody J. H. Law, Youssef M. Marzouk, Yan Zhou
2018	J	`jnl`	Multilevel particle filters: normalizing constant estimation. Stat. Comput. Ajay Jasra, Kengo Kamatani, Prince Peprah Osei, Yan Zhou
2018	J	`jnl`	On coupling particle filter trajectories. Stat. Comput. Deborshee Sen, Alexandre H. Thiéry, Ajay Jasra
2018	J	`jnl`	Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise. SIAM J. Sci. Comput. Francesc Pons Llopis, Nikolas Kantas, Alexandros Beskos, Ajay Jasra
2017	J	`jnl`	Multilevel Particle Filters. SIAM J. Numer. Anal. Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou
2017	J	`jnl`	Multilevel Sequential Monte Carlo Samplers for Normalizing Constants. ACM Trans. Model. Comput. Simul. Pierre Del Moral, Ajay Jasra, Kody J. H. Law, Yan Zhou
2016	J	`jnl`	Monte Carlo algorithms for computing α-permanents. Stat. Comput. Junshan Wang, Ajay Jasra
2016	J	`jnl`	Variational inference for sparse spectrum Gaussian process regression. Stat. Comput. Linda S. L. Tan, Victor M. H. Ong, David J. Nott, Ajay Jasra
2015	J	`jnl`	A Simulation Approach for Change-Points on Phylogenetic Trees. J. Comput. Biol. Adam Persing, Ajay Jasra, Alexandros Beskos, David J. Balding, Maria De Iorio
2015	J	`jnl`	Bayesian Inference for Duplication-Mutation with Complementarity Network Models. J. Comput. Biol. Ajay Jasra, Adam Persing, Alexandros Beskos, Kari Heine, Maria De Iorio
2015	J	`jnl`	Extended finite-time H Neurocomputing Shun Wang, Tiange Shi, Lixian Zhang, Ajay Jasra, Ming Zeng
2015	J	`jnl`	On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions. J. Appl. Probab. Ajay Jasra
2015	J	`jnl`	Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Stat. Comput. Alexandros Beskos, Ajay Jasra, Ege A. Muzaffer, Andrew M. Stuart
2014	J	`jnl`	A Bayesian mixture of lasso regressions with t-errors. Comput. Stat. Data Anal. Alberto Cozzini, Ajay Jasra, Giovanni Montana, Adam Persing
2014	J	`jnl`	Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods. ACM Trans. Model. Comput. Simul. Ajay Jasra, Nikolas Kantas, Elena Ehrlich
2014	J	`jnl`	Bayesian parameter inference for partially observed stopped processes. Stat. Comput. Ajay Jasra, Nikolas Kantas, Adam Persing
2014	J	`jnl`	Computational Methods for a Class of Network Models. J. Comput. Biol. Junshan Wang, Ajay Jasra, Maria De Iorio
2014	J	`jnl`	Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier-Stokes Equations. SIAM/ASA J. Uncertain. Quantification Nikolas Kantas, Alexandros Beskos, Ajay Jasra
2013	J	`jnl`	Model-Based Clustering with gene Ranking using penalized Mixtures of heavy-tailed Distributions. J. Bioinform. Comput. Biol. Alberto Cozzini, Ajay Jasra, Giovanni Montana
2012	J	`jnl`	An adaptive sequential Monte Carlo method for approximate Bayesian computation. Stat. Comput. Pierre Del Moral, Arnaud Doucet, Ajay Jasra
2012	J	`jnl`	Filtering via approximate Bayesian computation. Stat. Comput. Ajay Jasra, Sumeetpal S. Singh, James S. Martin, Emma J. McCoy
2011	J	`jnl`	Stochastic boosting algorithms. Stat. Comput. Ajay Jasra, Christopher C. Holmes
2009	J	`jnl`	DECODE: a new method for discovering clusters of different densities in spatial data. Data Min. Knowl. Discov. Tao Pei, Ajay Jasra, David J. Hand, A-Xing Zhu, Chenghu Zhou
2008	J	`jnl`	Interacting sequential Monte Carlo samplers for trans-dimensional simulation. Comput. Stat. Data Anal. Ajay Jasra, Arnaud Doucet, David A. Stephens, Christopher C. Holmes
2007	—	`conf`	Bayesian Policy Learning with Trans-Dimensional MCMC. NIPS Matt Hoffman, Arnaud Doucet, Nando de Freitas, Ajay Jasra
2007	J	`jnl`	On population-based simulation for static inference. Stat. Comput. Ajay Jasra, David A. Stephens, Christopher C. Holmes
2006	—	`conf`	Optimal Filtering For Partially Observed Point Processes Using Trans-Dimensional Sequential Monte Carlo. ICASSP (5) Arnaud Doucet, Luis Montesano, Ajay Jasra