Hamza M. Ruzayqat

19 papers Journal 19
YearRankTypeTitle / Venue / Authors
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
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
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
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 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
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 using a Class of Diffusion Processes.
CoRR
Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
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
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter.
CoRR
Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra
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 Parameter Inference for a Class of Partially Observed Lévy-Process Models.
CoRR
Hamza M. Ruzayqat, Ajay Jasra
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 estimation of the solution to Zakai's equation.
Monte Carlo Methods Appl.
Hamza M. Ruzayqat, Ajay Jasra