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Ajay Jasra

Identifiers

  • name variant Ajay Jasra 0.60 · backfill

Papers (71)

  1. Parameter Estimation for Partially Observed Time-Changed SDEs math.NA · 2026 · author #2
  2. Unbiased Gradients for a Class of Conditional Stochastic Optimization Problems math.OC · 2026 · author #2
  3. Martingale Posteriors for Discretely Observed Diffusions stat.CO · 2026 · author #2
  4. Estimation and uncertainty quantification for the output from quantum simulators stat.CO · 2019 · author #2
  5. Bridging trees for posterior inference on Ancestral Recombination Graphs stat.CO · 2018 · author #3
  6. Markov chain Simulation for Multilevel Monte Carlo math.NA · 2018 · author #1
  7. On Large Lag Smoothing for Hidden Markov Models stat.ME · 2018 · author #2
  8. Multilevel Particle Filters for L\'evy-driven stochastic differential equations stat.CO · 2018 · author #1
  9. On the loss of Fisher information in some multi-object tracking observation models math.ST · 2018 · author #2
  10. Multilevel Monte Carlo for Smoothing via Transport Methods stat.ME · 2017 · author #2
  11. Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise stat.CO · 2017 · author #4
  12. Bayesian inference for Stable Levy driven Stochastic Differential Equations with high-frequency data math.ST · 2017 · author #1
  13. Identification of multi-object dynamical systems: consistency and Fisher information math.ST · 2017 · author #3
  14. Advanced Multilevel Monte Carlo Methods stat.CO · 2017 · author #1
  15. A Multi-Index Markov Chain Monte Carlo Method stat.CO · 2017 · author #1
  16. Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals stat.CO · 2017 · author #2
  17. Multilevel Monte Carlo in Approximate Bayesian Computation stat.ME · 2017 · author #1
  18. Unbiased Multi-index Monte Carlo stat.CO · 2017 · author #4
  19. Optimization Based Methods for Partially Observed Chaotic Systems stat.ME · 2017 · author #2
  20. Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo stat.CO · 2017 · author #1
  21. A Note on Random Walks with Absorbing barriers and Sequential Monte Carlo Methods stat.CO · 2016 · author #2
  22. On Concentration Properties of Partially Observed Chaotic Systems math.ST · 2016 · author #2
  23. Some Contributions to Sequential Monte Carlo Methods for Option Pricing stat.CO · 2016 · author #2
  24. On Coupling Particle Filter Trajectories stat.CO · 2016 · author #3
  25. Multilevel Particle Filters: Normalizing Constant Estimation stat.CO · 2016 · author #1
  26. Forward and Inverse Uncertainty Quantification using Multilevel Monte Carlo Algorithms for an Elliptic Nonlocal Equation stat.CO · 2016 · author #1
  27. Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks stat.ME · 2016 · author #2
  28. Multilevel Sequential Monte Carlo Samplers for Normalizing Constants stat.CO · 2016 · author #2
  29. Flexible online multivariate regression with variational Bayes and the matrix-variate Dirichlet process stat.CO · 2016 · author #3
  30. Multilevel particle filter stat.CO · 2015 · author #1
  31. Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions math.PR · 2015 · author #2
  32. Bayesian Inference for Duplication-Mutation with Complementarity Network Models stat.CO · 2015 · author #1
  33. Multilevel Sequential Monte Carlo Samplers stat.CO · 2015 · author #2
  34. Biased Online Parameter Inference for State-Space Models stat.CO · 2015 · author #2
  35. Sequential Monte Carlo Methods for Bayesian Elliptic Inverse Problems stat.CO · 2014 · author #2
  36. A Stable Particle Filter in High-Dimensions stat.CO · 2014 · author #3
  37. A Sharp First Order Analysis of Feynman-Kac Particle Models math.ST · 2014 · author #3
  38. Theory of Parallel Particle Filters for Hidden Markov Models math.ST · 2014 · author #3
  39. A simulation approach for change-points on phylogenetic trees stat.CO · 2014 · author #2
  40. Approximate Bayesian Computation for a Class of Time Series Models stat.CO · 2014 · author #1
  41. On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae under Verifiable Conditions math.ST · 2013 · author #1
  42. Parameter Estimation in Hidden Markov Models with Intractable Likelihoods Using Sequential Monte Carlo stat.CO · 2013 · author #4
  43. Twisting the Alive Particle Filter stat.ME · 2013 · author #2
  44. Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations stat.CO · 2013 · author #3
  45. On the Convergence of Adaptive Sequential Monte Carlo Methods stat.CO · 2013 · author #2
  46. Computational Methods for a Class of Network Models stat.CO · 2013 · author #2
  47. Variational inference for sparse spectrum Gaussian process regression stat.CO · 2013 · author #4
  48. An Adaptive Sequential Monte Carlo Algorithm for Computing Permanents stat.CO · 2013 · author #1
  49. The Alive Particle Filter stat.CO · 2013 · author #1
  50. Approximate Inference for Observation Driven Time Series Models with Intractable Likelihoods stat.CO · 2013 · author #1
  51. The TimeMachine for Inference on Stochastic Trees stat.CO · 2013 · author #3
  52. A sequential algorithm for fast fitting of Dirichlet process mixture models stat.CO · 2013 · author #4
  53. Static Parameter Estimation for ABC Approximations of Hidden Markov Models stat.CO · 2012 · author #2
  54. Marginal Likelihood Computation for Hidden Markov Models via Generalized Two-Filter Smoothing stat.ME · 2012 · author #2
  55. Approximate Bayesian Computation for Smoothing stat.CO · 2012 · author #2
  56. A Bayesian Mixture of Lasso Regressions with t-Errors stat.AP · 2012 · author #2
  57. On adaptive resampling strategies for sequential Monte Carlo methods math.ST · 2012 · author #3
  58. Robust model-based clustering with gene ranking stat.ME · 2012 · author #2
  59. Inference for a Class of Partially Observed Point Process Models stat.ME · 2012 · author #2
  60. Bayesian Parameter Inference for Partially Observed Stopped Processes stat.CO · 2012 · author #1
  61. Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation" stat.ME · 2012 · author #8
  62. Error Bounds and Normalizing Constants for Sequential Monte Carlo in High Dimensions stat.CO · 2011 · author #3
  63. Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae stat.CO · 2011 · author #3
  64. On nonlinear Markov chain Monte Carlo math.ST · 2011 · author #2
  65. Parameter Estimation for Hidden Markov Models with Intractable Likelihoods math.ST · 2011 · author #3
  66. On the Stability of Sequential Monte Carlo Methods in High Dimensions stat.CO · 2011 · author #3
  67. The Time Machine: A Simulation Approach for Stochastic Trees stat.CO · 2010 · author #1
  68. Sequential Monte Carlo Methods for Option Pricing stat.CO · 2010 · author #1
  69. Robust and Adaptive Algorithms for Online Portfolio Selection q-fin.PM · 2010 · author #2
  70. Population-Based Reversible Jump Markov Chain Monte Carlo stat.CO · 2007 · author #1
  71. A note on convergence of the equi-energy sampler stat.CO · 2007 · author #2

Mentions

  • 1308.4462 #2 · backfill · confidence 0.70 Ajay Jasra
  • 1307.6127 #3 · backfill · confidence 0.70 Ajay Jasra
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  • 1305.6736 #1 · backfill · confidence 0.70 Ajay Jasra
  • 1304.0151 #1 · backfill · confidence 0.70 Ajay Jasra
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  • 1210.4683 #2 · backfill · confidence 0.70 Ajay Jasra
  • 1209.0185 #2 · backfill · confidence 0.70 Ajay Jasra
  • 1206.5208 #2 · backfill · confidence 0.70 Ajay Jasra
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  • 1201.1314 #8 · backfill · confidence 0.70 Ajay Jasra
  • 1112.1544 #3 · backfill · confidence 0.70 Ajay Jasra
  • 1108.3988 #3 · backfill · confidence 0.70 Ajay Jasra
  • 1107.3046 #2 · backfill · confidence 0.70 Ajay Jasra
  • 1103.5399 #3 · backfill · confidence 0.70 Ajay Jasra
  • 1103.3965 #3 · backfill · confidence 0.70 Ajay Jasra
  • 2605.18786 #2 · arxiv_oai · confidence 0.70 Ajay Jasra
  • 1009.5103 #1 · backfill · confidence 0.70 Ajay Jasra
  • 1005.4797 #1 · backfill · confidence 0.70 Ajay Jasra
  • 1005.2979 #2 · backfill · confidence 0.70 Ajay Jasra
  • 0711.0186 #1 · backfill · confidence 0.70 Ajay Jasra
  • 0711.0164 #2 · backfill · confidence 0.70 Ajay Jasra

Frequent Coauthors