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
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
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; 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
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
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