E-LIB Suche - Ergebnisse für: Jasra, Ajay

1

Sequential Markov chain Monte Carlo for Lagrangian data ass..:

Ruzayqat, Hamza ; Beskos, Alexandros ; Crisan, Dan..
Quarterly Journal of the Royal Meteorological Society. , 2024

Link: https://doi.org/10.1002/..

2

Bayesian parameter inference for partially observed stochas..:

Jasra, Ajay ; Ruzayqat, Hamza ; Wu, Amin
Statistics and Computing. 34 (2024) 2 - p. , 2024

Link: https://doi.org/10.1007/..

3

Multi-index Sequential Monte Carlo Ratio Estimators for Bay..:

Jasra, Ajay ; Law, Kody J. H. ; Walton, Neil.
Foundations of Computational Mathematics. , 2023

Link: https://doi.org/10.1007/..

4

Unbiased estimation using a class of diffusion processes:

Ruzayqat, Hamza ; Beskos, Alexandros ; Crisan, Dan..
Journal of Computational Physics. 472 (2023) - p. 111643 , 2023

Link: https://doi.org/10.1016/..

5

On Unbiased Estimation for Discretized Models:

Heng, Jeremy ; Jasra, Ajay ; Law, Kody J. H..
SIAM/ASA Journal on Uncertainty Quantification. 11 (2023) 2 - p. 616-645 , 2023

Link: https://doi.org/10.1137/..

6

Unbiased Estimation Using Underdamped Langevin Dynamics:

Ruzayqat, Hamza ; Chada, Neil K. ; Jasra, Ajay
SIAM Journal on Scientific Computing. 45 (2023) 6 - p. A3047-A3070 , 2023

Link: https://doi.org/10.1137/..

7

A 4D-Var method with flow-dependent background covariances ..:

Paulin, Daniel ; Jasra, Ajay ; Beskos, Alexandros.
Statistics and Computing. 32 (2022) 4 - p. , 2022

Link: https://doi.org/10.1007/..

8

Log-normalization constant estimation using the ensemble Ka..:

Crisan, Dan ; Del Moral, Pierre ; Jasra, Ajay.
Advances in Applied Probability. 54 (2022) 4 - p. 1139-1163 , 2022

Link: https://doi.org/10.1017/..

9

Randomized Multilevel Monte Carlo for Embarrassingly Parall..:

, In: Driving Scientific and Engineering Discoveries Through the Integration of Experiment, Big Data, and Modeling and Simulation; Communications in Computer and Information Science,

Jasra, Ajay ; Law, Kody J. H. ; Tarakanov, Alexander. - p. 3-21 , 2022

Link: https://doi.org/10.1007/..

10

A Lagged Particle Filter for Stable Filtering of Certain Hi..:

Ruzayqat, Hamza ; Er-raiy, Aimad ; Beskos, Alexandros...
SIAM/ASA Journal on Uncertainty Quantification. 10 (2022) 3 - p. 1130-1161 , 2022

Link: https://doi.org/10.1137/..

11

Multilevel estimation of normalization constants using ense..:

Ruzayqat, Hamza ; Chada, Neil K. ; Jasra, Ajay
Statistics and Computing. 32 (2022) 3 - p. , 2022

Link: https://doi.org/10.1007/..

12

Unbiased filtering of a class of partially observed diffusi..:

Jasra, Ajay ; Law, Kody J. H. ; Yu, Fangyuan
Advances in Applied Probability. 54 (2022) 3 - p. 661-687 , 2022

Link: https://doi.org/10.1017/..

13

A Wasserstein coupled particle filter for multilevel estima..:

Ballesio, Marco ; Jasra, Ajay ; von Schwerin, Erik.
Stochastic Analysis and Applications. 41 (2022) 5 - p. 820-859 , 2022

Link: https://doi.org/10.1080/..

14

Unbiased approximation of posteriors via coupled particle M..:

van den Boom, Willem ; Jasra, Ajay ; De Iorio, Maria..
Statistics and Computing. 32 (2022) 3 - p. , 2022

Link: https://doi.org/10.1007/..

15

Bayesian parameter inference for partially observed stochas..:

Maama, Mohamed ; Jasra, Ajay ; Ombao, Hernando
Statistics and Computing. 33 (2022) 1 - p. , 2022

Link: https://doi.org/10.1007/..