Publications (64)
A Bayesian Mixture of Lasso Regressions with t-Errors
Alberto Cozzini, Ajay Jasra, Giovanni Montana
Multilevel Monte Carlo for Smoothing via Transport Methods
Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh
Computational Methods for a Class of Network Models
Junshan Wang, Ajay Jasra, Maria De Iorio
Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks
Linda S. L. Tan, Ajay Jasra, Maria De Iorio +1
Bridging trees for posterior inference on Ancestral Recombination Graphs
Kari Heine, Alex Beskos, Ajay Jasra +2
Multilevel Monte Carlo in Approximate Bayesian Computation
Ajay Jasra, Seongil Jo, David Nott +2
Approximate Bayesian Computation for Smoothing
James S. Martin, Ajay Jasra, Sumeetpal S. Singh +2
Sequential Monte Carlo Methods for Bayesian Elliptic Inverse Problems
Alex Beskos, Ajay Jasra, Ege Muzaffer +1
Flexible online multivariate regression with variational Bayes and the matrix-variate Dirichlet process
Meng Hwee Victor Ong, David J. Nott, Ajay Jasra
A Sharp First Order Analysis of Feynman-Kac Particle Models
Hock Peng Chan, Pierre Del Moral, Ajay Jasra
Theory of Parallel Particle Filters for Hidden Markov Models
Hock Peng Chan, Chiang Wee Heng, Ajay Jasra
Multilevel Sequential Monte Carlo Samplers
Alexandros Beskos, Ajay Jasra, Kody Law +2
A sequential algorithm for fast fitting of Dirichlet process mixture models
David Nott, Xiaole Zhang, Chris Yau +1
Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
Thomas A. Dean, Sumeetpal S. Singh, Ajay Jasra +1
A Multi-Index Markov Chain Monte Carlo Method
Ajay Jasra, Kengo Kamatani, Kody Law +1
On Large Lag Smoothing for Hidden Markov Models
Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh
Bayesian inference for Stable Levy driven Stochastic Differential Equations with high-frequency data
Ajay Jasra, Kengo Kamatani, Hiroki Masuda
Optimization Based Methods for Partially Observed Chaotic Systems
Daniel Paulin, Ajay Jasra, Dan Crisan +1
On the loss of Fisher information in some multi-object tracking observation models
Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh
Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae
Nick Whiteley, Nikolas Kantas, Ajay Jasra
Biased Online Parameter Inference for State-Space Models
Yan Zhou, Ajay Jasra
Approximate Bayesian Computation for a Class of Time Series Models
Ajay Jasra
Forward and Inverse Uncertainty Quantification using Multilevel Monte Carlo Algorithms for an Elliptic Nonlocal Equation
Ajay Jasra, Kody Law, Yan Zhou
The Alive Particle Filter
Ajay Jasra, Anthony Lee, Christopher Yau +1
Approximate Inference for Observation Driven Time Series Models with Intractable Likelihoods
Ajay Jasra, Nikolas Kantas, Elena Ehrlich
Inference for a Class of Partially Observed Point Process Models
James S. Martin, Ajay Jasra, Emma McCoy
On Coupling Particle Filter Trajectories
Deborshee Sen, Alexandre Thiery, Ajay Jasra
Estimation and uncertainty quantification for the output from quantum simulators
Ryan Bennink, Ajay Jasra, Kody J. H. Law +1
On the Convergence of Adaptive Sequential Monte Carlo Methods
Alexandros Beskos, Ajay Jasra, Nikolas Kantas +1
Bayesian Parameter Inference for Partially Observed Stopped Processes
Ajay Jasra, Nikolas Kantas
Bayesian Inference for Latent Chain Graphs
Deng Lu, Maria De Iorio, Ajay Jasra +1
The paper develops a Bayesian framework using sequential Monte Carlo to infer partially observed AMP Gaussian chain graph models, demonstrating the method on simulated data and rea…
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo
Ajay Jasra, Kengo Kamatani, Kody J. H. Law +1
Some Contributions to Sequential Monte Carlo Methods for Option Pricing
Deborshee Sen, Ajay Jasra, Yan Zhou
A Note on Random Walks with Absorbing barriers and Sequential Monte Carlo Methods
Pierre Del Moral, Ajay Jasra
On adaptive resampling strategies for sequential Monte Carlo methods
Pierre Del Moral, Arnaud Doucet, Ajay Jasra
Unbiased Multi-index Monte Carlo
Dan Crisan, Pierre Del Moral, Jeremie Houssineau +1
Robust model-based clustering with gene ranking
Alberto Cozzini, Ajay Jasra, Giovanni Montana
A Stable Particle Filter in High-Dimensions
Alex Beskos, Dan Crisan, Ajay Jasra +2
Multilevel Particle Filters for Lévy-driven stochastic differential equations
Ajay Jasra, Kody J. H. Law, Prince Peprah Osei
On Concentration Properties of Partially Observed Chaotic Systems
Daniel Paulin, Ajay Jasra, Dan Crisan +1
Static Parameter Estimation for ABC Approximations of Hidden Markov Models
Elena Ehrlich, Ajay Jasra, Nikolas Kantas
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae under Verifiable Conditions
Ajay Jasra
Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"
Christophe Andrieu, Simon Barthelme, Nicolas Chopin +11
Parameter Estimation in Hidden Markov Models with Intractable Likelihoods Using Sequential Monte Carlo
Sinan Yildirim, Sumeetpal Singh, Thomas Dean +1
A simulation approach for change-points on phylogenetic trees
Adam Persing, Ajay Jasra, Alexandros Beskos +2
On the Stability of Sequential Monte Carlo Methods in High Dimensions
Alexandros Beskos, Dan Crisan, Ajay Jasra
Robust and Adaptive Algorithms for Online Portfolio Selection
Theodoros Tsagaris, Ajay Jasra, Niall Adams
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
Alexandros Beskos, Ajay Jasra, Kody Law +2
An Adaptive Sequential Monte Carlo Algorithm for Computing Permanents
Ajay Jasra, Junshan Wang
On nonlinear Markov chain Monte Carlo
Christophe Andrieu, Ajay Jasra, Arnaud Doucet +1
Variational inference for sparse spectrum Gaussian process regression
Linda S. L. Tan, Victor M. H. Ong, David J. Nott +1
The Time Machine: A Simulation Approach for Stochastic Trees
Ajay Jasra, Maria De Iorio, Marc Chadeau-Hyam
Twisting the Alive Particle Filter
Adam Persing, Ajay Jasra
The TimeMachine for Inference on Stochastic Trees
Gianluca Campanella, Maria De Iorio, Ajay Jasra +1
Identification of multi-object dynamical systems: consistency and Fisher information
Jeremie Houssineau, Sumeetpal S. Singh, Ajay Jasra
Multilevel Particle Filters: Normalizing Constant Estimation
Ajay Jasra, Kengo Kamatani, Prince Prepah Osei +1
A note on convergence of the equi-energy sampler
Christophe Andrieu, Ajay Jasra, Arnaud Doucet +1
Bayesian Inference for Duplication-Mutation with Complementarity Network Models
Ajay Jasra, Adam Persing, Alexandros Beskos +2
Error Bounds and Normalizing Constants for Sequential Monte Carlo in High Dimensions
Alexandros Beskos, Dan Crisan, Ajay Jasra +1
Population-Based Reversible Jump Markov Chain Monte Carlo
Ajay Jasra, David A. Stephens, Chris C. Holmes
Marginal Likelihood Computation for Hidden Markov Models via Generalized Two-Filter Smoothing
Adam Persing, Ajay Jasra
Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise
Francesc Pons Llopis, Nikolas Kantas, Alexandros Beskos +1
Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions
Daniel Paulin, Ajay Jasra, Alexandre Thiery
Sequential Monte Carlo Methods for Option Pricing
Ajay Jasra, Pierre Del Moral