Iguchi, Yuga; Jasra, Ajay; Maama, Mohamed; Beskos, Alexandros Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications. arXiv:2403.13489 Preprint, arXiv:2403.13489 [math.NA] (2024). BibTeX Cite \textit{Y. Iguchi} et al., ``Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications'', Preprint, arXiv:2403.13489 [math.NA] (2024) Full Text: arXiv OA License
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
Ruzayqat, Hamza; Chada, Neil K.; Jasra, Ajay Unbiased estimation using underdamped Langevin dynamics. (English) Zbl 07781030 SIAM J. Sci. Comput. 45, No. 6, A3047-A3070 (2023). MSC: 60J22 65C05 65C40 82C31 62G08 35Q56 PDFBibTeX XMLCite \textit{H. Ruzayqat} et al., SIAM J. Sci. Comput. 45, No. 6, A3047--A3070 (2023; Zbl 07781030) 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
Maama, Mohamed; Jasra, Ajay; Ombao, Hernando Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1502.62021 Stat. Comput. 33, No. 1, Paper No. 19, 9 p. (2023). MSC: 62-08 60H15 60G22 65C05 PDFBibTeX XMLCite \textit{M. Maama} et al., Stat. Comput. 33, No. 1, Paper No. 19, 9 p. (2023; Zbl 1502.62021) 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
Alvarez, Miguel; Jasra, Ajay; Ruzayqat, Hamza Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes. arXiv:2311.09875 Preprint, arXiv:2311.09875 [stat.CO] (2023). MSC: 60G55 60G35 62M20 62F30 BibTeX Cite \textit{M. Alvarez} et al., ``Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes'', Preprint, arXiv:2311.09875 [stat.CO] (2023) Full Text: arXiv OA License
Del Moral, Pierre; Hu, Shulan; Jasra, Ajay; Ruzayqat, Hamza; Wang, Xinyu On Time Uniform Wong-Zakai Approximation Theorems. arXiv:2310.04967 Preprint, arXiv:2310.04967 [math.PR] (2023). MSC: 60H35 65C30 BibTeX Cite \textit{P. Del Moral} et al., ``On Time Uniform Wong-Zakai Approximation Theorems'', Preprint, arXiv:2310.04967 [math.PR] (2023) Full Text: arXiv OA License
Del Moral, Pierre; Hu, Shulan; Jasra, Ajay; Ruzayqat, Hamza; Wang, Xinyu Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods. arXiv:2309.13557 Preprint, arXiv:2309.13557 [stat.CO] (2023). BibTeX Cite \textit{P. Del Moral} et al., ``Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods'', Preprint, arXiv:2309.13557 [stat.CO] (2023) Full Text: arXiv OA License
Awadelkarim, Elsiddig; Jasra, Ajay; Ruzayqat, Hamza Unbiased Parameter Estimation for Partially Observed Diffusions. arXiv:2309.10589 Preprint, arXiv:2309.10589 [stat.CO] (2023). MSC: 60J22 62M05 65C40 62M20 BibTeX Cite \textit{E. Awadelkarim} et al., ``Unbiased Parameter Estimation for Partially Observed Diffusions'', Preprint, arXiv:2309.10589 [stat.CO] (2023) Full Text: arXiv OA License
Jasra, Ajay; Maama, Mohamed; Ombao, Hernando An Improved Unbiased Particle Filter. arXiv:2302.09978 Preprint, arXiv:2302.09978 [stat.CO] (2023). BibTeX Cite \textit{A. Jasra} et al., ``An Improved Unbiased Particle Filter'', Preprint, arXiv:2302.09978 [stat.CO] (2023) Full Text: arXiv OA License
Jasra, Ajay; Maama, Mohamed; Ombao, Hernando Antithetic Multilevel Particle Filters. arXiv:2301.12371 Preprint, arXiv:2301.12371 [math.NA] (2023). BibTeX Cite \textit{A. Jasra} et al., ``Antithetic Multilevel Particle Filters'', Preprint, arXiv:2301.12371 [math.NA] (2023) Full Text: arXiv OA License
Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. (English) Zbl 1499.60126 Adv. Appl. Probab. 54, No. 4, 1139-1163 (2022). MSC: 60G35 62M20 65C40 65C20 93E10 PDFBibTeX XMLCite \textit{D. Crisan} et al., Adv. Appl. Probab. 54, No. 4, 1139--1163 (2022; Zbl 1499.60126) Full Text: DOI arXiv
Chada, N. K.; Hoel, H.; Jasra, A.; Zouraris, G. E. Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling. (English) Zbl 1507.65027 J. Sci. Comput. 93, No. 3, Paper No. 62, 29 p. (2022). MSC: 65C30 60H35 65C05 PDFBibTeX XMLCite \textit{N. K. Chada} et al., J. Sci. Comput. 93, No. 3, Paper No. 62, 29 p. (2022; Zbl 1507.65027) Full Text: DOI arXiv
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
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
Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan A 4D-Var method with flow-dependent background covariances for the shallow-water equations. (English) Zbl 1495.62013 Stat. Comput. 32, No. 4, Paper No. 65, 15 p. (2022). MSC: 62-08 62M20 86A05 PDFBibTeX XMLCite \textit{D. Paulin} et al., Stat. Comput. 32, No. 4, Paper No. 65, 15 p. (2022; Zbl 1495.62013) Full Text: DOI arXiv
Chada, Neil K.; Jasra, Ajay; Yu, Fangyuan Multilevel ensemble Kalman-Bucy filters. (English) Zbl 1493.65022 SIAM/ASA J. Uncertain. Quantif. 10, 584-618 (2022). MSC: 65C35 65C05 60G35 93E11 PDFBibTeX XMLCite \textit{N. K. Chada} et al., SIAM/ASA J. Uncertain. Quantif. 10, 584--618 (2022; Zbl 1493.65022) Full Text: DOI arXiv
Ruzayqat, Hamza; Jasra, Ajay Unbiased parameter inference for a class of partially observed Lévy-process models. (English) Zbl 1489.62004 Found. Data Sci. 4, No. 2, 299-322 (2022). MSC: 62-08 65C05 60H35 60G51 62M05 62M20 62F15 62P05 PDFBibTeX XMLCite \textit{H. Ruzayqat} and \textit{A. Jasra}, Found. Data Sci. 4, No. 2, 299--322 (2022; Zbl 1489.62004) Full Text: DOI arXiv
Jasra, Ajay; Heng, Jeremy; Xu, Yaxian; Bishop, Adrian N. A multilevel approach for stochastic nonlinear optimal control. (English) Zbl 1492.93201 Int. J. Control 95, No. 5, 1290-1304 (2022). MSC: 93E20 93C10 49N10 PDFBibTeX XMLCite \textit{A. Jasra} et al., Int. J. Control 95, No. 5, 1290--1304 (2022; Zbl 1492.93201) 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
Ballesio, Marco; Jasra, Ajay Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. (English) Zbl 1489.65006 Monte Carlo Methods Appl. 28, No. 1, 61-83 (2022). MSC: 65C05 91G60 35R60 60H15 60G35 93E11 PDFBibTeX XMLCite \textit{M. Ballesio} and \textit{A. Jasra}, Monte Carlo Methods Appl. 28, No. 1, 61--83 (2022; Zbl 1489.65006) Full Text: DOI arXiv
Law, Kody J. H.; Walton, Neil; Yang, Shangda; Jasra, Ajay Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems. arXiv:2203.05351 Preprint, arXiv:2203.05351 [math.NA] (2022). BibTeX Cite \textit{K. J. H. Law} et al., ``Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems'', Preprint, arXiv:2203.05351 [math.NA] (2022) Full Text: arXiv OA License
Alvarez, Miguel; Chada, Neil K.; Jasra, Ajay Unbiased Estimation of the Vanilla and Deterministic Ensemble Kalman-Bucy Filters. arXiv:2208.03947 Preprint, arXiv:2208.03947 [stat.ME] (2022). BibTeX Cite \textit{M. Alvarez} et al., ``Unbiased Estimation of the Vanilla and Deterministic Ensemble Kalman-Bucy Filters'', Preprint, arXiv:2208.03947 [stat.ME] (2022) Full Text: arXiv OA License
Chada, Neil K.; Jasra, Ajay; Law, Kody J. H.; Singh, Sumeetpal S. Multilevel Bayesian Deep Neural Networks. arXiv:2203.12961 Preprint, arXiv:2203.12961 [stat.CO] (2022). BibTeX Cite \textit{N. K. Chada} et al., ``Multilevel Bayesian Deep Neural Networks'', Preprint, arXiv:2203.12961 [stat.CO] (2022) Full Text: arXiv OA License
Cui, Tiangang; Dong, Jing; Jasra, Ajay; Tong, Xin T. Convergence Speed and Approximation Accuracy of Numerical MCMC. arXiv:2203.03104 Preprint, arXiv:2203.03104 [stat.CO] (2022). BibTeX Cite \textit{T. Cui} et al., ``Convergence Speed and Approximation Accuracy of Numerical MCMC'', Preprint, arXiv:2203.03104 [stat.CO] (2022) Full Text: arXiv OA License
Jasra, Ajay; Law, Kody J. H.; Xu, Yaxian Multi-index sequential Monte Carlo methods for partially observed stochastic partial differential equations. (English) Zbl 1498.65019 Int. J. Uncertain. Quantif. 11, No. 3, 1-25 (2021). MSC: 65C30 60H35 65C05 PDFBibTeX XMLCite \textit{A. Jasra} et al., Int. J. Uncertain. Quantif. 11, No. 3, 1--25 (2021; Zbl 1498.65019) Full Text: DOI arXiv
Jasra, Ajay; Law, Kody J. H.; Xu, Yaxian Markov chain simulation for multilevel Monte Carlo. (English) Zbl 1478.65006 Found. Data Sci. 3, No. 1, 27-47 (2021). MSC: 65C05 65C30 62F15 60J22 65C40 PDFBibTeX XMLCite \textit{A. Jasra} et al., Found. Data Sci. 3, No. 1, 27--47 (2021; Zbl 1478.65006) Full Text: DOI arXiv
Houssineau, Jeremie; Zeng, Jiajie; Jasra, Ajay Uncertainty modelling and computational aspects of data association. (English) Zbl 1475.62037 Stat. Comput. 31, No. 5, Paper No. 59, 19 p. (2021). MSC: 62-08 PDFBibTeX XMLCite \textit{J. Houssineau} et al., Stat. Comput. 31, No. 5, Paper No. 59, 19 p. (2021; Zbl 1475.62037) 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
Dean, Thomas A.; Singh, Sumeetpal S.; Jasra, Ajay Asymptotic behaviour of the posterior distribution in approximate Bayesian computation. (English) Zbl 1478.62234 Stochastic Anal. Appl. 39, No. 5, 944-979 (2021). MSC: 62M05 62F12 62F15 PDFBibTeX XMLCite \textit{T. A. Dean} et al., Stochastic Anal. Appl. 39, No. 5, 944--979 (2021; Zbl 1478.62234) Full Text: DOI Link
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza Score-based parameter estimation for a class of continuous-time state space models. (English) Zbl 07378169 SIAM J. Sci. Comput. 43, No. 4, A2555-A2580 (2021). MSC: 65C05 65C35 60G35 60J60 60J65 60H10 60H35 91G60 PDFBibTeX XMLCite \textit{A. Beskos} et al., SIAM J. Sci. Comput. 43, No. 4, A2555--A2580 (2021; Zbl 07378169) 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
Chada, Neil K.; Jasra, Ajay; Yu, Fangyuan Unbiased Estimation of the Hessian for Partially Observed Diffusions. arXiv:2109.02371 Preprint, arXiv:2109.02371 [stat.ME] (2021). BibTeX Cite \textit{N. K. Chada} et al., ``Unbiased Estimation of the Hessian for Partially Observed Diffusions'', Preprint, arXiv:2109.02371 [stat.ME] (2021) Full Text: DOI arXiv OA License
Jasra, Ajay; Law, Kody J. H.; Tarakanov, Alexander; Yu, Fangyuan Randomized multilevel Monte Carlo for embarrassingly parallel inference. arXiv:2107.01913 Preprint, arXiv:2107.01913 [stat.CO] (2021). BibTeX Cite \textit{A. Jasra} et al., ``Randomized multilevel Monte Carlo for embarrassingly parallel inference'', Preprint, arXiv:2107.01913 [stat.CO] (2021) Full Text: arXiv OA License
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; Yu, Fangyuan Central limit theorems for coupled particle filters. (English) Zbl 07378190 Adv. Appl. Probab. 52, No. 3, 942-1001 (2020). MSC: 65C05 62F15 PDFBibTeX XMLCite \textit{A. Jasra} and \textit{F. Yu}, Adv. Appl. Probab. 52, No. 3, 942--1001 (2020; Zbl 07378190) Full Text: DOI arXiv
Jasra, Ajay; Yu, Fangyuan; Heng, Jeremy Multilevel particle filters for the non-linear filtering problem in continuous time. (English) Zbl 1452.62696 Stat. Comput. 30, No. 5, 1381-1402 (2020). MSC: 62M20 60J60 62-08 65C05 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stat. Comput. 30, No. 5, 1381--1402 (2020; Zbl 1452.62696) Full Text: DOI arXiv
Ruzayqat, Hamza M.; Jasra, Ajay Unbiased estimation of the solution to Zakai’s equation. (English) Zbl 07218632 Monte Carlo Methods Appl. 26, No. 2, 113-129 (2020). MSC: 65C05 91G60 35R60 60H15 60G35 93E11 PDFBibTeX XMLCite \textit{H. M. Ruzayqat} and \textit{A. Jasra}, Monte Carlo Methods Appl. 26, No. 2, 113--129 (2020; Zbl 07218632) Full Text: DOI arXiv
Jasra, Ajay; Law, Kody J. H.; Xu, Yi A multilevel approach for sequential inference on partially observed deterministic systems. (English) Zbl 1498.62068 Int. J. Uncertain. Quantif. 9, No. 4, 321-330 (2019). MSC: 62F15 65C05 PDFBibTeX XMLCite \textit{A. Jasra} et al., Int. J. Uncertain. Quantif. 9, No. 4, 321--330 (2019; Zbl 1498.62068) Full Text: DOI
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
Jasra, Ajay; Law, Kody J. H.; Osei, Prince Peprah Multilevel particle filters for Lévy-driven stochastic differential equations. (English) Zbl 1430.62209 Stat. Comput. 29, No. 4, 775-789 (2019). MSC: 62M20 60G51 60H10 62P05 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stat. Comput. 29, No. 4, 775--789 (2019; Zbl 1430.62209) 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
Jasra, Ajay; Kamatani, Kengo; Masuda, Hiroki Bayesian inference for stable Lévy-driven stochastic differential equations with high-frequency data. (English) Zbl 1418.62288 Scand. J. Stat. 46, No. 2, 545-574 (2019). MSC: 62M05 60G51 62F15 34F05 60H10 PDFBibTeX XMLCite \textit{A. Jasra} et al., Scand. J. Stat. 46, No. 2, 545--574 (2019; Zbl 1418.62288) 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
Jasra, Ajay; Jo, Seongil; Nott, David; Shoemaker, Christine; Tempone, Raul Multilevel Monte Carlo in approximate Bayesian computation. (English) Zbl 1426.65005 Stochastic Anal. Appl. 37, No. 3, 346-360 (2019). MSC: 65C05 62F12 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stochastic Anal. Appl. 37, No. 3, 346--360 (2019; Zbl 1426.65005) 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
Paulin, Daniel; Jasra, Ajay; Thiery, Alexandre Error bounds for sequential Monte Carlo samplers for multimodal distributions. (English) Zbl 07007209 Bernoulli 25, No. 1, 310-340 (2019). MSC: 65C05 65C40 60K35 62F15 82C20 PDFBibTeX XMLCite \textit{D. Paulin} et al., Bernoulli 25, No. 1, 310--340 (2019; Zbl 07007209) Full Text: DOI arXiv Euclid
Jasra, Ajay; Kamatani, Kengo; Law, Kody J. H.; Zhou, Yan A multi-index Markov chain Monte Carlo method. (English) Zbl 1498.65008 Int. J. Uncertain. Quantif. 8, No. 1, 61-73 (2018). MSC: 65C05 60H35 60J22 PDFBibTeX XMLCite \textit{A. Jasra} et al., Int. J. Uncertain. Quantif. 8, No. 1, 61--73 (2018; Zbl 1498.65008) Full Text: DOI arXiv
Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros On concentration properties of partially observed chaotic systems. (English) Zbl 1434.37047 Adv. Appl. Probab. 50, No. 2, 440-479 (2018). MSC: 37M22 37D45 34C28 70K55 PDFBibTeX XMLCite \textit{D. Paulin} et al., Adv. Appl. Probab. 50, No. 2, 440--479 (2018; Zbl 1434.37047) Full Text: DOI arXiv
Heine, K.; Beskos, A.; Jasra, A.; Balding, D.; De Iorio, M. Bridging trees for posterior inference on ancestral recombination graphs. (English) Zbl 1425.92002 Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 474, No. 2220, Article ID 20180568, 20 p. (2018). MSC: 92-04 92D15 92D20 PDFBibTeX XMLCite \textit{K. Heine} et al., Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 474, No. 2220, Article ID 20180568, 20 p. (2018; Zbl 1425.92002) Full Text: DOI arXiv Link
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
Moral, Pierre Del; Jasra, Ajay A note on random walks with absorbing barriers and sequential Monte Carlo methods. (English) Zbl 1390.82057 Stochastic Anal. Appl. 36, No. 3, 413-442 (2018). MSC: 82C80 60K35 60F99 62F15 82-08 82C41 PDFBibTeX XMLCite \textit{P. D. Moral} and \textit{A. Jasra}, Stochastic Anal. Appl. 36, No. 3, 413--442 (2018; Zbl 1390.82057) Full Text: DOI arXiv
Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay Unbiased multi-index Monte Carlo. (English) Zbl 1386.65017 Stochastic Anal. Appl. 36, No. 2, 257-273 (2018). MSC: 65C05 35R60 62G05 PDFBibTeX XMLCite \textit{D. Crisan} et al., Stochastic Anal. Appl. 36, No. 2, 257--273 (2018; Zbl 1386.65017) Full Text: DOI arXiv Link
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; Osei, Prince Peprah; Zhou, Yan Multilevel particle filters: normalizing constant estimation. (English) Zbl 1384.65001 Stat. Comput. 28, No. 1, 47-60 (2018). MSC: 65C05 60G35 60K35 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stat. Comput. 28, No. 1, 47--60 (2018; Zbl 1384.65001) 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 A sharp first order analysis of Feynman-Kac particle models. II: Particle Gibbs samplers. (English) Zbl 1392.60077 Stochastic Processes Appl. 128, No. 1, 354-371 (2018). MSC: 60K35 62F10 81Q30 PDFBibTeX XMLCite \textit{P. Del Moral} and \textit{A. Jasra}, Stochastic Processes Appl. 128, No. 1, 354--371 (2018; Zbl 1392.60077) Full Text: DOI
Del Moral, Pierre; Jasra, Ajay A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos. (English) Zbl 1392.60076 Stochastic Processes Appl. 128, No. 1, 332-353 (2018). MSC: 60K35 81Q30 PDFBibTeX XMLCite \textit{P. Del Moral} and \textit{A. Jasra}, Stochastic Processes Appl. 128, No. 1, 332--353 (2018; Zbl 1392.60076) Full Text: DOI arXiv
Houssineau, Jeremie; Jasra, Ajay; Singh, Sumeetpal S. On the loss of Fisher information in some multi-object tracking observation models. arXiv:1803.09496 Preprint, arXiv:1803.09496 [math.ST] (2018). BibTeX Cite \textit{J. Houssineau} et al., ``On the loss of Fisher information in some multi-object tracking observation models'', Preprint, arXiv:1803.09496 [math.ST] (2018) Full Text: arXiv OA License
del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.; Zhou, Yan Multilevel sequential Monte Carlo samplers for normalizing constants. (English) Zbl 1515.62025 ACM Trans. Model. Comput. Simul. 27, No. 3, Paper No. 20, 22 p. (2017). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{P. del Moral} et al., ACM Trans. Model. Comput. Simul. 27, No. 3, Paper No. 20, 22 p. (2017; Zbl 1515.62025) Full Text: DOI arXiv
Sen, Deborshee; Jasra, Ajay; Zhou, Yan Some contributions to sequential Monte Carlo methods for option pricing. (English) Zbl 1461.91357 J. Stat. Comput. Simulation 87, No. 4, 733-752 (2017). MSC: 91G60 65C05 91G20 PDFBibTeX XMLCite \textit{D. Sen} et al., J. Stat. Comput. Simulation 87, No. 4, 733--752 (2017; Zbl 1461.91357) Full Text: DOI arXiv
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan A stable particle filter for a class of high-dimensional state-space models. (English) Zbl 1426.62274 Adv. Appl. Probab. 49, No. 1, 24-48 (2017). MSC: 62M20 60G35 PDFBibTeX XMLCite \textit{A. Beskos} et al., Adv. Appl. Probab. 49, No. 1, 24--48 (2017; Zbl 1426.62274) Full Text: DOI arXiv Link
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.; Jasra, Ajay; De Iorio, Maria; Ebbels, Timothy M. D. Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks. (English) Zbl 1383.62294 Ann. Appl. Stat. 11, No. 4, 2222-2251 (2017). MSC: 62P10 62F15 PDFBibTeX XMLCite \textit{L. S. L. Tan} et al., Ann. Appl. Stat. 11, No. 4, 2222--2251 (2017; Zbl 1383.62294) Full Text: DOI arXiv Euclid
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
Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H. Multilevel sequential Monte Carlo: mean square error bounds under verifiable conditions. (English) Zbl 1366.82048 Stochastic Anal. Appl. 35, No. 3, 478-498 (2017). MSC: 82C80 60K35 60F99 62F15 65C05 65C30 PDFBibTeX XMLCite \textit{P. Del Moral} et al., Stochastic Anal. Appl. 35, No. 3, 478--498 (2017; Zbl 1366.82048) Full Text: DOI Link
Jasra, Ajay; Law, Kody J. H.; Zhou, Yan Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic nonlocal equation. (English) Zbl 1498.60326 Int. J. Uncertain. Quantif. 6, No. 6, 501-514 (2016). MSC: 60J60 60G22 62F15 PDFBibTeX XMLCite \textit{A. Jasra} et al., Int. J. Uncertain. Quantif. 6, No. 6, 501--514 (2016; Zbl 1498.60326) 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
Wang, Junshan; Jasra, Ajay Monte Carlo algorithms for computing \(\alpha \)-permanents. (English) Zbl 1342.65004 Stat. Comput. 26, No. 1-2, 231-248 (2016). MSC: 65C05 60J22 60F05 65F99 PDFBibTeX XMLCite \textit{J. Wang} and \textit{A. Jasra}, Stat. Comput. 26, No. 1--2, 231--248 (2016; Zbl 1342.65004) Full Text: DOI
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
Chan, Hock Peng; Heng, Chiang-Wee; Jasra, Ajay Theory of segmented particle filters. (English) Zbl 1338.65023 Adv. Appl. Probab. 48, No. 1, 69-87 (2016). MSC: 65C60 62M05 62M20 65C05 65Y05 PDFBibTeX XMLCite \textit{H. P. Chan} et al., Adv. Appl. Probab. 48, No. 1, 69--87 (2016; Zbl 1338.65023) Full Text: DOI Euclid
Jasra, Ajay Approximate Bayesian computation for a class of time series models. (English) Zbl 07763454 Int. Stat. Rev. 83, No. 3, 405-435 (2015). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Jasra}, Int. Stat. Rev. 83, No. 3, 405--435 (2015; Zbl 07763454) Full Text: DOI arXiv
Gerber, Mathieu; Chopin, Nicolas [Pitt, Michael; Doucet, Arnaud; Oates, Chris J.; Simpson, Daniel; Girolami, Mark; Pollock, M.; Johansen, Adam M.; Łatuszyński, K.; Roberts, G. O.; Finke, Axel; Hetland, Andreas L.; Lee, Anthony; Critchley, Frank; Nguyen, Dao; Arbel, Julyan; Prünster, Igor; Bao, Le; Beskos, Alexandros; Jasra, Ajay; Castro, Daniela; Porcu, Emilio; Coad, D. S.; Weng, R. C.; Everitt, Richard G.; Gandy, Axel; Lau, F. Din-Houn; He, Zhijian; Owen, Art B.; Paulin, Daniel; Thiery, Alexandre H.; Künsch, Hans R.; Lacoste-Julien, Simon; Lindsten, Fredrik; L’Ecuyer, Pierre; Lemieux, Christiane; Singh, Sumeetpal S.; Liu, Han; Zeng, Yong; Mateu, Jorge; Papaspiliopoulos, Omiros; Robert, Christian P.; Rudolf, Daniel; Ryder, Robin J.; Telesca, Donatello; Wong, Weng Kee; Tong, Howell; Wu, Ruochen; Linton, Oliver] Sequential quasi Monte Carlo. With discussion and authors’ reply. (English) Zbl 1414.62109 J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 3, 509-579 (2015). MSC: 62G05 65C60 PDFBibTeX XMLCite \textit{M. Gerber} and \textit{N. Chopin}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 3, 509--579 (2015; Zbl 1414.62109) Full Text: DOI arXiv
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
Del Moral, Pierre; Jasra, Ajay; Lee, Anthony; Yau, Christopher; Zhang, Xiaole The alive particle filter and its use in particle Markov chain Monte Carlo. (English) Zbl 1337.82019 Stochastic Anal. Appl. 33, No. 6, 943-974 (2015). Reviewer: Dominik Strzałka (Rzeszów) MSC: 82C80 60F99 PDFBibTeX XMLCite \textit{P. Del Moral} et al., Stochastic Anal. Appl. 33, No. 6, 943--974 (2015; Zbl 1337.82019) Full Text: DOI
Jasra, Ajay On the behaviour of the backward interpretation of Feynman-Kac formulae under verifiable conditions. (English) Zbl 1327.62036 J. Appl. Probab. 52, No. 2, 339-359 (2015). MSC: 62C05 62F15 PDFBibTeX XMLCite \textit{A. Jasra}, J. Appl. Probab. 52, No. 2, 339--359 (2015; Zbl 1327.62036) Full Text: DOI arXiv Euclid
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
Jasra, Ajay; Kantas, Nikolas; Ehrlich, Elena Approximate inference for observation-driven time series models with intractable likelihoods. (English) Zbl 1322.65011 ACM Trans. Model. Comput. Simul. 24, No. 3, Article No. 13, 25 p. (2014). MSC: 65C20 62F12 62F15 65C60 PDFBibTeX XMLCite \textit{A. Jasra} et al., ACM Trans. Model. Comput. Simul. 24, No. 3, Article No. 13, 25 p. (2014; Zbl 1322.65011) Full Text: DOI arXiv
Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay Sequential Monte Carlo methods for high-dimensional inverse problems: a case study for the Navier-Stokes equations. (English) Zbl 1308.65010 SIAM/ASA J. Uncertain. Quantif. 2, 464-489 (2014). MSC: 65C05 62F15 35Q30 35R30 76D05 PDFBibTeX XMLCite \textit{N. Kantas} et al., SIAM/ASA J. Uncertain. Quantif. 2, 464--489 (2014; Zbl 1308.65010) Full Text: DOI arXiv
Dean, Thomas A.; Singh, Sumeetpal S.; Jasra, Ajay; Peters, Gareth W. Parameter estimation for hidden Markov models with intractable likelihoods. (English) Zbl 1305.62303 Scand. J. Stat. 41, No. 4, 970-987 (2014). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{T. A. Dean} et al., Scand. J. Stat. 41, No. 4, 970--987 (2014; Zbl 1305.62303) Full Text: DOI arXiv
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay On the stability of sequential Monte Carlo methods in high dimensions. (English) Zbl 1304.82070 Ann. Appl. Probab. 24, No. 4, 1396-1445 (2014). Reviewer: Piotr Garbaczewski (Opole) MSC: 82C80 60K35 60F99 62F15 65C05 91G60 PDFBibTeX XMLCite \textit{A. Beskos} et al., Ann. Appl. Probab. 24, No. 4, 1396--1445 (2014; Zbl 1304.82070) Full Text: DOI arXiv Euclid
Martin, James S.; Jasra, Ajay; Singh, Sumeetpal S.; Whiteley, Nick; Del Moral, Pierre; McCoy, Emma Approximate Bayesian computation for smoothing. (English) Zbl 1429.62368 Stochastic Anal. Appl. 32, No. 3, 397-420 (2014). MSC: 62M05 62F15 62L12 PDFBibTeX XMLCite \textit{J. S. Martin} et al., Stochastic Anal. Appl. 32, No. 3, 397--420 (2014; Zbl 1429.62368) Full Text: DOI arXiv Link
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
Chan, Hock Peng; Heng, Chiang Wee; Jasra, Ajay Theory of Parallel Particle Filters for Hidden Markov Models. arXiv:1409.4160 Preprint, arXiv:1409.4160 [math.ST] (2014). BibTeX Cite \textit{H. P. Chan} et al., ``Theory of Parallel Particle Filters for Hidden Markov Models'', Preprint, arXiv:1409.4160 [math.ST] (2014) Full Text: arXiv OA License
Persing, Adam; Jasra, Ajay Likelihood computation for hidden Markov models via generalized two-filter smoothing. (English) Zbl 1417.62234 Stat. Probab. Lett. 83, No. 5, 1433-1442 (2013). MSC: 62M05 60F05 60J22 62M20 PDFBibTeX XMLCite \textit{A. Persing} and \textit{A. Jasra}, Stat. Probab. Lett. 83, No. 5, 1433--1442 (2013; Zbl 1417.62234) Full Text: DOI
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
Fearnhead, Paul; Prangle, Dennis [Beaumont, Mark; Robert, Christian P.; Wilkinson, Richard D.; Cornebise, Julien; Girolami, Mark; Kosmidis, Ioannis; Lee, Anthony; Andrieu, Christophe; Doucet, Arnaud; White, Simon R.; Kypraios, Theodore; Preston, S. P.; Tong, Howell; Dawson, Kevin J.; Barnes, Chris P.; Filippi, Sarah; Stumpf, P. H.; Barthelmé, Simon; Chopin, Nicolas; Jasra, Ajay; Singh, Sumeetpal S.; Blum, M. G. B.; François, O.; Chen, Yining; Draper, David; Drovandi, Christopher C.; Pettitt, Anthony N.; Efron, Bradley; Fasiolo, Matteo; Pya, Natalya; Wood, Simon N.; Gelman, Andrew; Hartig, Florian; Mardia, K. V.; Hamelryck, T.; Marin, Jean-Michel; Mateu, Jorge; Arafat, Ahmed; Møller, Jesper; Nigra, Pablo; Porcu, Emilio; Nott, D. J.; Fan, Y.; Sisson, S. A.; Sedki, Mohammed A.; Pudlo, Pierre; Xia, Yingcun] Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. (English) Zbl 1411.62057 J. R. Stat. Soc., Ser. B, Stat. Methodol. 74, No. 3, 419-474 (2012). MSC: 62F10 62F15 PDFBibTeX XMLCite \textit{P. Fearnhead} and \textit{D. Prangle}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 74, No. 3, 419--474 (2012; Zbl 1411.62057) Full Text: DOI arXiv
Tsagaris, Theodoros; Jasra, Ajay; Adams, Niall Robust and adaptive algorithms for online portfolio selection. (English) Zbl 1279.91188 Quant. Finance 12, No. 11, 1651-1662 (2012). MSC: 91G60 91G10 91G70 PDFBibTeX XMLCite \textit{T. Tsagaris} et al., Quant. Finance 12, No. 11, 1651--1662 (2012; Zbl 1279.91188) Full Text: DOI arXiv
Jasra, Ajay; Singh, Sumeetpal S.; Martin, James S.; McCoy, Emma Filtering via approximate Bayesian computation. (English) Zbl 1252.62093 Stat. Comput. 22, No. 6, 1223-1237 (2012). MSC: 62M20 62F15 65C05 62L99 65C60 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stat. Comput. 22, No. 6, 1223--1237 (2012; Zbl 1252.62093) Full Text: DOI
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay An adaptive sequential Monte Carlo method for approximate Bayesian computation. (English) Zbl 1252.65025 Stat. Comput. 22, No. 5, 1009-1020 (2012). MSC: 65C40 65C05 62F15 60J22 PDFBibTeX XMLCite \textit{P. Del Moral} et al., Stat. Comput. 22, No. 5, 1009--1020 (2012; Zbl 1252.65025) Full Text: DOI
Whiteley, Nick; Kantas, Nikolas; Jasra, Ajay Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae. (English) Zbl 1262.60076 Stochastic Processes Appl. 122, No. 4, 1840-1865 (2012). Reviewer: Wolfgang Freudenberg (Cottbus) MSC: 60J35 60J05 60K35 37A30 PDFBibTeX XMLCite \textit{N. Whiteley} et al., Stochastic Processes Appl. 122, No. 4, 1840--1865 (2012; Zbl 1262.60076) Full Text: DOI arXiv
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay On adaptive resampling strategies for sequential Monte Carlo methods. (English) Zbl 1236.60072 Bernoulli 18, No. 1, 252-278 (2012). MSC: 60J22 PDFBibTeX XMLCite \textit{P. Del Moral} et al., Bernoulli 18, No. 1, 252--278 (2012; Zbl 1236.60072) Full Text: DOI arXiv