Del Moral, Pierre; Horton, Emma; Jasra, Ajay On the stability of positive semigroups. (English) Zbl 07789639 Ann. Appl. Probab. 33, No. 6A, 4424-4490 (2023). MSC: 47D08 37A30 37M25 47B65 47D06 47D07 47H07 60J25 PDFBibTeX XMLCite \textit{P. Del Moral} et al., Ann. Appl. Probab. 33, No. 6A, 4424--4490 (2023; Zbl 07789639) Full Text: DOI arXiv
Ballesio, Marco; Jasra, Ajay; von Schwerin, Erik; Tempone, Raúl A Wasserstein coupled particle filter for multilevel estimation. (English) Zbl 07750820 Stochastic Anal. Appl. 41, No. 5, 820-859 (2023). MSC: 62-XX 93-XX PDFBibTeX XMLCite \textit{M. Ballesio} et al., Stochastic Anal. Appl. 41, No. 5, 820--859 (2023; Zbl 07750820) Full Text: DOI arXiv
Heng, Jeremy; Jasra, Ajay; Law, Kody J. H.; Tarakanov, Alexander On unbiased estimation for discretized models. (English) Zbl 1514.65007 SIAM/ASA J. Uncertain. Quantif. 11, 616-645 (2023). MSC: 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{J. Heng} et al., SIAM/ASA J. Uncertain. Quantif. 11, 616--645 (2023; Zbl 1514.65007) Full Text: DOI arXiv
Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas Unbiased estimation using a class of diffusion processes. (English) Zbl 07620351 J. Comput. Phys. 472, Article ID 111643, 21 p. (2023). MSC: 65Cxx 60Hxx 65Lxx PDFBibTeX XMLCite \textit{H. Ruzayqat} et al., J. Comput. Phys. 472, Article ID 111643, 21 p. (2023; Zbl 07620351) Full Text: DOI arXiv
Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas A lagged particle filter for stable filtering of certain high-dimensional state-space models. (English) Zbl 1499.62341 SIAM/ASA J. Uncertain. Quantif. 10, 1130-1161 (2022). MSC: 62M20 60G35 60J20 60J10 94A12 93E11 PDFBibTeX XMLCite \textit{H. Ruzayqat} et al., SIAM/ASA J. Uncertain. Quantif. 10, 1130--1161 (2022; Zbl 1499.62341) Full Text: DOI arXiv
Ruzayqat, Hamza; Chada, Neil K.; Jasra, Ajay Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters. (English) Zbl 1493.62548 Stat. Comput. 32, No. 3, Paper No. 38, 25 p. (2022). MSC: 62M20 60G35 62F15 65C05 PDFBibTeX XMLCite \textit{H. Ruzayqat} et al., Stat. Comput. 32, No. 3, Paper No. 38, 25 p. (2022; Zbl 1493.62548) Full Text: DOI arXiv
van den Boom, Willem; Jasra, Ajay; De Iorio, Maria; Beskos, Alexandros; Eriksson, Johan G. Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. (English) Zbl 1486.62010 Stat. Comput. 32, No. 3, Paper No. 36, 19 p. (2022). MSC: 62-08 62H22 65C40 PDFBibTeX XMLCite \textit{W. van den Boom} et al., Stat. Comput. 32, No. 3, Paper No. 36, 19 p. (2022; Zbl 1486.62010) 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
Houssineau, Jeremie; Jasra, Ajay; Singh, Sumeetpal S. On large lag smoothing for hidden Markov models. (English) Zbl 1434.62175 SIAM J. Numer. Anal. 57, No. 6, 2812-2828 (2019). MSC: 62M05 62E17 60J10 65C05 PDFBibTeX XMLCite \textit{J. Houssineau} et al., SIAM J. Numer. Anal. 57, No. 6, 2812--2828 (2019; Zbl 1434.62175) Full Text: DOI arXiv
Houssineau, Jeremie; Singh, Sumeetpal S.; Jasra, Ajay Identification of multiobject dynamical systems: consistency and Fisher information. (English) Zbl 1420.62103 SIAM J. Control Optim. 57, No. 4, 2603-2627 (2019). MSC: 62F12 62B10 PDFBibTeX XMLCite \textit{J. Houssineau} et al., SIAM J. Control Optim. 57, No. 4, 2603--2627 (2019; Zbl 1420.62103) Full Text: DOI arXiv
Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros Optimization based methods for partially observed chaotic systems. (English) Zbl 07063478 Found. Comput. Math. 19, No. 3, 485-559 (2019). MSC: 65-XX 93-XX 49-XX PDFBibTeX XMLCite \textit{D. Paulin} et al., Found. Comput. Math. 19, No. 3, 485--559 (2019; Zbl 07063478) Full Text: DOI arXiv
Xu, Yaxian; Jasra, Ajay A method for high-dimensional smoothing. (English) Zbl 1415.62070 J. Korean Stat. Soc. 48, No. 1, 50-67 (2019). MSC: 62M20 62M10 65C05 65C40 PDFBibTeX XMLCite \textit{Y. Xu} and \textit{A. Jasra}, J. Korean Stat. Soc. 48, No. 1, 50--67 (2019; Zbl 1415.62070) Full Text: DOI
Houssineau, Jeremie; Jasra, Ajay; Singh, Sumeetpal S. Multilevel Monte Carlo for smoothing via transport methods. (English) Zbl 1395.62256 SIAM J. Sci. Comput. 40, No. 4, A2315-A2335 (2018). MSC: 62M05 60J60 PDFBibTeX XMLCite \textit{J. Houssineau} et al., SIAM J. Sci. Comput. 40, No. 4, A2315--A2335 (2018; Zbl 1395.62256) Full Text: DOI arXiv
Beskos, Alexandros; Jasra, Ajay; Law, Kody; Marzouk, Youssef; Zhou, Yan Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals. (English) Zbl 1395.82229 SIAM/ASA J. Uncertain. Quantif. 6, 762-786 (2018). MSC: 82C80 60K35 65C05 65C60 62F15 PDFBibTeX XMLCite \textit{A. Beskos} et al., SIAM/ASA J. Uncertain. Quantif. 6, 762--786 (2018; Zbl 1395.82229) Full Text: DOI arXiv
Llopis, Francesc Pons; Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay Particle filtering for stochastic Navier-Stokes signal observed with linear additive noise. (English) Zbl 1391.60083 SIAM J. Sci. Comput. 40, No. 3, A1544-A1565 (2018). MSC: 60G35 93E11 35Q30 PDFBibTeX XMLCite \textit{F. P. Llopis} et al., SIAM J. Sci. Comput. 40, No. 3, A1544--A1565 (2018; Zbl 1391.60083) Full Text: DOI arXiv
Sen, Deborshee; Thiery, Alexandre H.; Jasra, Ajay On coupling particle filter trajectories. (English) Zbl 1384.65006 Stat. Comput. 28, No. 2, 461-475 (2018). MSC: 65C05 60J22 62M20 PDFBibTeX XMLCite \textit{D. Sen} et al., Stat. Comput. 28, No. 2, 461--475 (2018; Zbl 1384.65006) Full Text: DOI arXiv
Del Moral, Pierre; Jasra, Ajay; Zhou, Yan Biased online parameter inference for state-space models. (English) Zbl 1383.82052 Methodol. Comput. Appl. Probab. 19, No. 3, 727-749 (2017). MSC: 82C80 60K35 62F15 65C05 PDFBibTeX XMLCite \textit{P. Del Moral} et al., Methodol. Comput. Appl. Probab. 19, No. 3, 727--749 (2017; Zbl 1383.82052) Full Text: DOI arXiv
Tan, Linda S. L.; Ong, Victor M. H.; Nott, David J.; Jasra, Ajay Variational inference for sparse spectrum Gaussian process regression. (English) Zbl 1356.62040 Stat. Comput. 26, No. 6, 1243-1261 (2016). MSC: 62F15 62G08 60G15 PDFBibTeX XMLCite \textit{L. S. L. Tan} et al., Stat. Comput. 26, No. 6, 1243--1261 (2016; Zbl 1356.62040) Full Text: DOI arXiv
Beskos, Alexandros; Jasra, Ajay; Kantas, Nikolas; Thiery, Alexandre On the convergence of adaptive sequential Monte Carlo methods. (English) Zbl 1342.82127 Ann. Appl. Probab. 26, No. 2, 1111-1146 (2016). Reviewer: Hang Lau (Montréal) MSC: 82C80 60K35 60F99 62F15 65C05 PDFBibTeX XMLCite \textit{A. Beskos} et al., Ann. Appl. Probab. 26, No. 2, 1111--1146 (2016; Zbl 1342.82127) Full Text: DOI arXiv Euclid
Beskos, Alexandros; Jasra, Ajay; Muzaffer, Ege A.; Stuart, Andrew M. Sequential Monte Carlo methods for Bayesian elliptic inverse problems. (English) Zbl 1331.65012 Stat. Comput. 25, No. 4, 727-737 (2015). MSC: 65C05 65C60 35R30 62F15 PDFBibTeX XMLCite \textit{A. Beskos} et al., Stat. Comput. 25, No. 4, 727--737 (2015; Zbl 1331.65012) Full Text: DOI arXiv
Ehrlich, Elena; Jasra, Ajay; Kantas, Nikolas Gradient free parameter estimation for hidden Markov models with intractable likelihoods. (English) Zbl 1323.65006 Methodol. Comput. Appl. Probab. 17, No. 2, 315-349 (2015). Reviewer: Rózsa Horvàth-Bokor (Budakalász) MSC: 65C60 65C05 62F10 62F15 PDFBibTeX XMLCite \textit{E. Ehrlich} et al., Methodol. Comput. Appl. Probab. 17, No. 2, 315--349 (2015; Zbl 1323.65006) Full Text: DOI Link
Cozzini, Alberto; Jasra, Ajay; Montana, Giovanni; Persing, Adam A Bayesian mixture of Lasso regressions with \(t\)-errors. (English) Zbl 1506.62050 Comput. Stat. Data Anal. 77, 84-97 (2014). MSC: 62-08 62J07 62F15 65C05 65C40 PDFBibTeX XMLCite \textit{A. Cozzini} et al., Comput. Stat. Data Anal. 77, 84--97 (2014; Zbl 1506.62050) Full Text: DOI arXiv
Jasra, Ajay; Kantas, Nikolas; Persing, Adam Bayesian parameter inference for partially observed stopped processes. (English) Zbl 1325.62059 Stat. Comput. 24, No. 1, 1-20 (2014). MSC: 62F15 65C05 60J22 60G40 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stat. Comput. 24, No. 1, 1--20 (2014; Zbl 1325.62059) Full Text: DOI arXiv
Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. (English) Zbl 1291.65009 Adv. Appl. Probab. 46, No. 1, 279-306 (2014). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C05 62F15 PDFBibTeX XMLCite \textit{A. Beskos} et al., Adv. Appl. Probab. 46, No. 1, 279--306 (2014; Zbl 1291.65009) Full Text: DOI Euclid Link
Martin, James S.; Jasra, Ajay; McCoy, Emma Inference for a class of partially observed point process models. (English) Zbl 1396.60054 Ann. Inst. Stat. Math. 65, No. 3, 413-437 (2013). MSC: 60G55 60J22 62F15 62L10 62M20 62P05 PDFBibTeX XMLCite \textit{J. S. Martin} et al., Ann. Inst. Stat. Math. 65, No. 3, 413--437 (2013; Zbl 1396.60054) Full Text: DOI arXiv
Jasra, Ajay; Holmes, Christopher C. Stochastic boosting algorithms. (English) Zbl 1258.65004 Stat. Comput. 21, No. 3, 335-347 (2011). MSC: 65C05 62C10 65C60 62J05 62M20 PDFBibTeX XMLCite \textit{A. Jasra} and \textit{C. C. Holmes}, Stat. Comput. 21, No. 3, 335--347 (2011; Zbl 1258.65004) Full Text: DOI
Jasra, Ajay; Holmes, Christopher C. Stochastic boosting algorithms. (English) Zbl 1255.62177 Stat. Comput. 21, No. 3, 335-347 (2011). MSC: 62H30 62F15 68T05 65C05 PDFBibTeX XMLCite \textit{A. Jasra} and \textit{C. C. Holmes}, Stat. Comput. 21, No. 3, 335--347 (2011; Zbl 1255.62177) Full Text: DOI
Jasra, Ajay; De Iorio, Maria; Chadeau-Hyam, Marc The time machine: a simulation approach for stochastic trees. (English) Zbl 1228.65008 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 467, No. 2132, 2350-2368 (2011). MSC: 65C05 05C05 05C80 60J22 60J28 92D10 PDFBibTeX XMLCite \textit{A. Jasra} et al., Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 467, No. 2132, 2350--2368 (2011; Zbl 1228.65008) Full Text: DOI arXiv
Jasra, Ajay; Del Moral, Pierre Sequential Monte Carlo methods for option pricing. (English) Zbl 1217.91201 Stochastic Anal. Appl. 29, No. 2, 292-316 (2011). Reviewer: Dominik Strzałka (Rzeszów) MSC: 91G60 91G20 65C05 91-02 PDFBibTeX XMLCite \textit{A. Jasra} and \textit{P. Del Moral}, Stochastic Anal. Appl. 29, No. 2, 292--316 (2011; Zbl 1217.91201) Full Text: DOI arXiv
Jasra, Ajay; Doucet, Arnaud; Stephens, David A.; Holmes, Christopher C. Interacting sequential Monte Carlo samplers for trans-dimensional simulation. (English) Zbl 1452.62077 Comput. Stat. Data Anal. 52, No. 4, 1765-1791 (2008). MSC: 62-08 62F15 65C05 65C40 PDFBibTeX XMLCite \textit{A. Jasra} et al., Comput. Stat. Data Anal. 52, No. 4, 1765--1791 (2008; Zbl 1452.62077) Full Text: DOI
Jasra, Ajay; Stephens, David A.; Gallagher, Kerry; Holmes, Christopher C. Bayesian mixture modelling in geochronology via Markov chain Monte Carlo. (English) Zbl 1157.62360 Math. Geol. 38, No. 3, 269-300 (2006). MSC: 62F15 86A32 65C40 62P99 PDFBibTeX XMLCite \textit{A. Jasra} et al., Math. Geol. 38, No. 3, 269--300 (2006; Zbl 1157.62360) Full Text: DOI
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay Sequential Monte Carlo samplers. (English) Zbl 1105.62034 J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 411-436 (2006). MSC: 62F15 62L12 65C40 65C60 65C05 PDFBibTeX XMLCite \textit{P. Del Moral} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 411--436 (2006; Zbl 1105.62034) Full Text: DOI arXiv