Jasra, Ajay; Law, Kody J. H.; Yu, Fangyuan Unbiased filtering of a class of partially observed diffusions. (English) Zbl 1518.65006 Adv. Appl. Probab. 54, No. 3, 661-687 (2022). MSC: 65C05 60J25 PDFBibTeX XMLCite \textit{A. Jasra} et al., Adv. Appl. Probab. 54, No. 3, 661--687 (2022; Zbl 1518.65006) Full Text: DOI arXiv
Jasra, Ajay; Law, Kody J. H.; Lu, Deng Unbiased estimation of the gradient of the log-likelihood in inverse problems. (English) Zbl 1475.62038 Stat. Comput. 31, No. 3, Paper No. 21, 18 p. (2021). MSC: 62-08 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stat. Comput. 31, No. 3, Paper No. 21, 18 p. (2021; Zbl 1475.62038) Full Text: DOI arXiv
Chada, Neil K.; Franks, Jordan; Jasra, Ajay; Law, Kody J.; Vihola, Matti Unbiased inference for discretely observed hidden Markov model diffusions. (English) Zbl 1464.62038 SIAM/ASA J. Uncertain. Quantif. 9, 763-787 (2021). MSC: 62-08 62F15 62M05 65C05 60H35 65C35 65C40 PDFBibTeX XMLCite \textit{N. K. Chada} et al., SIAM/ASA J. Uncertain. Quantif. 9, 763--787 (2021; Zbl 1464.62038) Full Text: DOI arXiv
Jasra, Ajay; Law, Kody; Suciu, Carina Advanced multilevel Monte Carlo methods. (English) Zbl 1528.65004 Int. Stat. Rev. 88, No. 3, 548-579 (2020). MSC: 65C05 60H35 65-02 PDFBibTeX XMLCite \textit{A. Jasra} et al., Int. Stat. Rev. 88, No. 3, 548--579 (2020; Zbl 1528.65004) Full Text: DOI arXiv
Jasra, Ajay; Kamatani, Kengo; Law, Kody; Zhou, Yan Bayesian static parameter estimation for partially observed diffusions via multilevel Monte Carlo. (English) Zbl 1455.65008 SIAM J. Sci. Comput. 40, No. 2, A887-A902 (2018). MSC: 65C05 65C30 65C35 65C40 82M31 60H35 60H10 PDFBibTeX XMLCite \textit{A. Jasra} et al., SIAM J. Sci. Comput. 40, No. 2, A887--A902 (2018; Zbl 1455.65008) Full Text: DOI arXiv
Jasra, Ajay; Kamatani, Kengo; Law, Kody J. H.; Zhou, Yan Multilevel particle filters. (English) Zbl 1477.62260 SIAM J. Numer. Anal. 55, No. 6, 3068-3096 (2017). MSC: 62M20 60G35 60J60 65C05 65C35 62P05 PDFBibTeX XMLCite \textit{A. Jasra} et al., SIAM J. Numer. Anal. 55, No. 6, 3068--3096 (2017; Zbl 1477.62260) Full Text: DOI arXiv
Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan Multilevel sequential Monte Carlo samplers. (English) Zbl 1362.65010 Stochastic Processes Appl. 127, No. 5, 1417-1440 (2017). MSC: 65C30 65Y20 65C05 PDFBibTeX XMLCite \textit{A. Beskos} et al., Stochastic Processes Appl. 127, No. 5, 1417--1440 (2017; Zbl 1362.65010) Full Text: DOI arXiv
Cui, Tiangang; Law, Kody J. H.; Marzouk, Youssef M. Dimension-independent likelihood-informed MCMC. (English) Zbl 1349.65009 J. Comput. Phys. 304, 109-137 (2016). MSC: 65C05 65C60 62F15 60H35 PDFBibTeX XMLCite \textit{T. Cui} et al., J. Comput. Phys. 304, 109--137 (2016; Zbl 1349.65009) Full Text: DOI arXiv
Chen, Yuxin; Keyes, David; Law, Kody J. H.; Ltaief, Hatem Accelerated dimension-independent adaptive metropolis. (English) Zbl 1352.65029 SIAM J. Sci. Comput. 38, No. 5, S539-S565 (2016). MSC: 65C60 62F15 65C05 65C40 60J22 65Y20 65Y05 PDFBibTeX XMLCite \textit{Y. Chen} et al., SIAM J. Sci. Comput. 38, No. 5, S539--S565 (2016; Zbl 1352.65029) Full Text: DOI arXiv
Hoel, Håkon; Law, Kody J. H.; Tempone, Raul Multilevel ensemble Kalman filtering. (English) Zbl 1401.65008 SIAM J. Numer. Anal. 54, No. 3, 1813-1839 (2016). MSC: 65C05 65C30 65Y20 65M20 PDFBibTeX XMLCite \textit{H. Hoel} et al., SIAM J. Numer. Anal. 54, No. 3, 1813--1839 (2016; Zbl 1401.65008) Full Text: DOI arXiv
Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul Deterministic mean-field ensemble Kalman filtering. (English) Zbl 1351.60047 SIAM J. Sci. Comput. 38, No. 3, A1251-A1279 (2016). MSC: 60G35 60F05 60J05 62M20 93E11 60G15 60G57 65C35 65C20 65C50 PDFBibTeX XMLCite \textit{K. J. H. Law} et al., SIAM J. Sci. Comput. 38, No. 3, A1251--A1279 (2016; Zbl 1351.60047) Full Text: DOI arXiv