Edit Profile (opens in new tab) Jasra, Ajay Co-Author Distance Author ID: jasra.ajay Published as: Jasra, Ajay; Jasra, A. External Links: MGP Documents Indexed: 115 Publications since 2005, including 14 Additional arXiv Preprints 3 Further Contributions Co-Authors: 82 Co-Authors with 116 Joint Publications 2,021 Co-Co-Authors all top 5 Co-Authors 2 single-authored 22 Del Moral, Pierre 20 Law, Kody J. H. 19 Beskos, Alexandros 15 Doucet, Arnaud 12 Ruzayqat, Hamza M. 12 Singh, Sumeetpal Sidhu 11 Crisan, Dan O. 11 Zhou, Yan 10 Kantas, Nikolas 8 Chada, Neil K. 7 Holmes, Christopher C. 6 Houssineau, Jeremie 6 Kamatani, Kengo 6 Stephens, David A. 6 Yu, Fangyuan 5 Andrieu, Christophe 5 Paulin, Daniel 5 Thiéry, Alexandre H. 4 De Iorio, Maria 4 Xu, Yaxian 3 Chopin, Nicolas 3 Girolami, Mark A. 3 Heng, Jeremy 3 Lee, Anthony J. T. 3 Maama, Mohamed 3 Martin, James S. 3 McCoy, Emma J. 3 Nott, David John 3 Ombao, Hernando C. 3 Persing, Adam 3 Robert, Christian P. 3 Tempone, Raúl F. 3 Whiteley, Nick 2 Alvarez, Miguel Angel 2 Ballesio, Marco 2 Barthelmé, Simon 2 Chan, Hock Peng 2 Cornebise, Julien 2 Critchley, Frank 2 Dean, Thomas A. 2 Draper, David 2 Ehrlich, Elena 2 Fearnhead, Paul 2 Gelman, Andrew 2 Heng, Chiang-Wee 2 Hu, Shulan 2 Johansen, Adam M. 2 Kypraios, Theodore 2 Marin, Jean-Michel 2 Mateu, Jorge 2 Osei, Prince Peprah 2 Peters, Gareth William 2 Pettitt, Anthony N. 2 Porcu, Emilio 2 Roberts, Gareth O. 2 Sen, Deborshee 2 Simpson, Daniel Peter 2 Stuart, Andrew M. 2 Tan, Linda S. L. 2 Tarakanov, Alexander O. 2 Tong, Howell 2 Tsagaris, Theodoros 2 Wang, Xinyu 1 Adams, Niall M. 1 Adams, Ryan Prescott 1 Anaya-Izquierdo, Karim Alejandro 1 Arafat, Ahmed 1 Arbel, Julyan 1 Archambeau, Cédric 1 Awadelkarim, Elsiddig 1 Balding, David Joseph 1 Bao, Le 1 Barnes, Chris P. 1 Beaumont, Mark A. 1 Beffy, Magali 1 Bhadra, Anindya 1 Bishop, Adrian N. 1 Blum, Michael G. B. 1 Bornn, Luke 1 Bouchard, Guillaume 1 Boys, Richard J. 1 Calderhead, Ben 1 Campbell, David A. 1 Castro, Daniela 1 Chadeau-Hyam, Marc 1 Chen, Yanjiun 1 Chen, YiNing 1 Chin, Siu A. 1 Christie, Mike 1 Coad, D. Stephen 1 Coolen, Anthony C. C. 1 Cox, David Roxbee 1 Cozzini, Alberto 1 Cui, Tiangang 1 Dawson, Kevin J. 1 Dong, Jing 1 Drovandi, Christopher C. 1 Dryden, Ian L. 1 Ebbels, Timothy M. D. 1 Efron, Bradley ...and 125 more Co-Authors all top 5 Serials 18 Statistics and Computing 10 Stochastic Analysis and Applications 7 Advances in Applied Probability 6 SIAM/ASA Journal on Uncertainty Quantification 5 SIAM Journal on Scientific Computing 4 Stochastic Processes and their Applications 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 International Journal for Uncertainty Quantification 3 Scandinavian Journal of Statistics 3 Statistics & Probability Letters 3 The Annals of Applied Probability 3 Bernoulli 2 International Statistical Review 2 SIAM Journal on Numerical Analysis 2 Computational Statistics and Data Analysis 2 Monte Carlo Methods and Applications 2 ACM Transactions on Modeling and Computer Simulation 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 2 Methodology and Computing in Applied Probability 2 Foundations of Data Science 1 International Journal of Control 1 Journal of Computational Physics 1 Annals of the Institute of Statistical Mathematics 1 Biometrika 1 Journal of Applied Probability 1 SIAM Journal on Control and Optimization 1 Statistical Science 1 Journal of Scientific Computing 1 Journal of Statistical Computation and Simulation 1 Quantitative Finance 1 Foundations of Computational Mathematics 1 Mathematical Geology 1 Journal of the Korean Statistical Society 1 The Annals of Applied Statistics 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences all top 5 Fields 72 Statistics (62-XX) 71 Numerical analysis (65-XX) 62 Probability theory and stochastic processes (60-XX) 12 Statistical mechanics, structure of matter (82-XX) 10 Systems theory; control (93-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Partial differential equations (35-XX) 4 Dynamical systems and ergodic theory (37-XX) 2 Ordinary differential equations (34-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Quantum theory (81-XX) 2 Geophysics (86-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 Combinatorics (05-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 89 Publications have been cited 1,429 times in 797 Documents Cited by ▼ Year ▼ Sequential Monte Carlo samplers. Zbl 1105.62034 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 333 2006 Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071 Girolami, Mark; Calderhead, Ben 248 2011 Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling. Zbl 1100.62032 Jasra, A.; Holmes, C. C.; Stephens, D. A. 151 2005 An adaptive sequential Monte Carlo method for approximate Bayesian computation. Zbl 1252.65025 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 100 2012 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. Zbl 1411.62057 Fearnhead, Paul; Prangle, Dennis 79 2012 Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo. Zbl 1246.91149 Jasra, Ajay; Stephens, David A.; Doucet, Arnaud; Tsagaris, Theodoros 56 2011 On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay 50 2014 Multilevel sequential Monte Carlo samplers. Zbl 1362.65010 Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan 49 2017 On adaptive resampling strategies for sequential Monte Carlo methods. Zbl 1236.60072 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 46 2012 Multilevel particle filters. Zbl 1477.62260 Jasra, Ajay; Kamatani, Kengo; Law, Kody J. H.; Zhou, Yan 43 2017 Sequential Monte Carlo methods for high-dimensional inverse problems: a case study for the Navier-Stokes equations. Zbl 1308.65010 Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay 39 2014 Filtering via approximate Bayesian computation. Zbl 1252.62093 Jasra, Ajay; Singh, Sumeetpal S.; Martin, James S.; McCoy, Emma 33 2012 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 32 2015 Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Zbl 1331.65012 Beskos, Alexandros; Jasra, Ajay; Muzaffer, Ege A.; Stuart, Andrew M. 31 2015 On the convergence of adaptive sequential Monte Carlo methods. Zbl 1342.82127 Beskos, Alexandros; Jasra, Ajay; Kantas, Nikolas; Thiery, Alexandre 31 2016 Parameter estimation for hidden Markov models with intractable likelihoods. Zbl 1305.62303 Dean, Thomas A.; Singh, Sumeetpal S.; Jasra, Ajay; Peters, Gareth W. 25 2014 Population-based reversible jump Markov chain Monte Carlo. Zbl 1158.62019 Jasra, Ajay; Stephens, David A.; Holmes, Christopher C. 21 2007 Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals. Zbl 1395.82229 Beskos, Alexandros; Jasra, Ajay; Law, Kody; Marzouk, Youssef; Zhou, Yan 20 2018 A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan 19 2017 The alive particle filter and its use in particle Markov chain Monte Carlo. Zbl 1337.82019 Del Moral, Pierre; Jasra, Ajay; Lee, Anthony; Yau, Christopher; Zhang, Xiaole 18 2015 Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks. Zbl 1383.62294 Tan, Linda S. L.; Jasra, Ajay; De Iorio, Maria; Ebbels, Timothy M. D. 17 2017 Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. Zbl 1291.65009 Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick 17 2014 Bayesian static parameter estimation for partially observed diffusions via multilevel Monte Carlo. Zbl 1455.65008 Jasra, Ajay; Kamatani, Kengo; Law, Kody; Zhou, Yan 15 2018 Multilevel particle filters: normalizing constant estimation. Zbl 1384.65001 Jasra, Ajay; Kamatani, Kengo; Osei, Prince Peprah; Zhou, Yan 14 2018 Approximate Bayesian computation for smoothing. Zbl 1429.62368 Martin, James S.; Jasra, Ajay; Singh, Sumeetpal S.; Whiteley, Nick; Del Moral, Pierre; McCoy, Emma 14 2014 Sequential Monte Carlo for Bayesian computation. Zbl 1252.62016 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 13 2007 Sequential Monte Carlo methods for option pricing. Zbl 1217.91201 Jasra, Ajay; Del Moral, Pierre 12 2011 On coupling particle filter trajectories. Zbl 1384.65006 Sen, Deborshee; Thiery, Alexandre H.; Jasra, Ajay 12 2018 Non-linear Markov chain Monte Carlo. Zbl 1359.60048 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 12 2007 On nonlinear Markov chain Monte Carlo. Zbl 1241.60037 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 11 2011 Interacting sequential Monte Carlo samplers for trans-dimensional simulation. Zbl 1452.62077 Jasra, Ajay; Doucet, Arnaud; Stephens, David A.; Holmes, Christopher C. 11 2008 Particle filtering for stochastic Navier-Stokes signal observed with linear additive noise. Zbl 1391.60083 Llopis, Francesc Pons; Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay 10 2018 Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae. Zbl 1262.60076 Whiteley, Nick; Kantas, Nikolas; Jasra, Ajay 10 2012 Sequential Monte Carlo methods for diffusion processes. Zbl 1195.60105 Jasra, Ajay; Doucet, Arnaud 9 2009 Unbiased inference for discretely observed hidden Markov model diffusions. Zbl 1464.62038 Chada, Neil K.; Franks, Jordan; Jasra, Ajay; Law, Kody J.; Vihola, Matti 9 2021 Gradient free parameter estimation for hidden Markov models with intractable likelihoods. Zbl 1323.65006 Ehrlich, Elena; Jasra, Ajay; Kantas, Nikolas 8 2015 Multilevel sequential Monte Carlo samplers for normalizing constants. Zbl 1515.62025 del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.; Zhou, Yan 8 2017 A multi-index Markov chain Monte Carlo method. Zbl 1498.65008 Jasra, Ajay; Kamatani, Kengo; Law, Kody J. H.; Zhou, Yan 8 2018 Approximate inference for observation-driven time series models with intractable likelihoods. Zbl 1322.65011 Jasra, Ajay; Kantas, Nikolas; Ehrlich, Elena 7 2014 Multilevel Monte Carlo in approximate Bayesian computation. Zbl 1426.65005 Jasra, Ajay; Jo, Seongil; Nott, David; Shoemaker, Christine; Tempone, Raul 7 2019 A note on convergence of the equi-energy sampler. Zbl 1214.82098 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 6 2008 On the behaviour of the backward interpretation of Feynman-Kac formulae under verifiable conditions. Zbl 1327.62036 Jasra, Ajay 6 2015 Multilevel sequential Monte Carlo: mean square error bounds under verifiable conditions. Zbl 1366.82048 Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H. 6 2017 Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition. Zbl 1319.60044 Jasra, Ajay; Doucet, Arnaud 6 2008 Multilevel ensemble Kalman-Bucy filters. Zbl 1493.65022 Chada, Neil K.; Jasra, Ajay; Yu, Fangyuan 6 2022 Unbiased estimation of the gradient of the log-likelihood in inverse problems. Zbl 1475.62038 Jasra, Ajay; Law, Kody J. H.; Lu, Deng 5 2021 Central limit theorems for coupled particle filters. Zbl 07378190 Jasra, Ajay; Yu, Fangyuan 5 2020 Error bounds for sequential Monte Carlo samplers for multimodal distributions. Zbl 07007209 Paulin, Daniel; Jasra, Ajay; Thiery, Alexandre 5 2019 Biased online parameter inference for state-space models. Zbl 1383.82052 Del Moral, Pierre; Jasra, Ajay; Zhou, Yan 4 2017 Multilevel particle filters for Lévy-driven stochastic differential equations. Zbl 1430.62209 Jasra, Ajay; Law, Kody J. H.; Osei, Prince Peprah 4 2019 Multilevel particle filters for the non-linear filtering problem in continuous time. Zbl 1452.62696 Jasra, Ajay; Yu, Fangyuan; Heng, Jeremy 4 2020 Unbiased filtering of a class of partially observed diffusions. Zbl 1518.65006 Jasra, Ajay; Law, Kody J. H.; Yu, Fangyuan 4 2022 Multilevel Monte Carlo for smoothing via transport methods. Zbl 1395.62256 Houssineau, Jeremie; Jasra, Ajay; Singh, Sumeetpal S. 4 2018 Score-based parameter estimation for a class of continuous-time state space models. Zbl 07378169 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza 4 2021 Bayesian inference for stable Lévy-driven stochastic differential equations with high-frequency data. Zbl 1418.62288 Jasra, Ajay; Kamatani, Kengo; Masuda, Hiroki 4 2019 Unbiased multi-index Monte Carlo. Zbl 1386.65017 Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay 3 2018 A note on random walks with absorbing barriers and sequential Monte Carlo methods. Zbl 1390.82057 Moral, Pierre Del; Jasra, Ajay 3 2018 Variational inference for sparse spectrum Gaussian process regression. Zbl 1356.62040 Tan, Linda S. L.; Ong, Victor M. H.; Nott, David J.; Jasra, Ajay 3 2016 A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos. Zbl 1392.60076 Del Moral, Pierre; Jasra, Ajay 3 2018 Theory of segmented particle filters. Zbl 1338.65023 Chan, Hock Peng; Heng, Chiang-Wee; Jasra, Ajay 3 2016 Approximate Bayesian computation for a class of time series models. Zbl 07763454 Jasra, Ajay 3 2015 Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Zbl 1486.62010 van den Boom, Willem; Jasra, Ajay; De Iorio, Maria; Beskos, Alexandros; Eriksson, Johan G. 3 2022 On unbiased estimation for discretized models. Zbl 1514.65007 Heng, Jeremy; Jasra, Ajay; Law, Kody J. H.; Tarakanov, Alexander 3 2023 Unbiased estimation of the solution to Zakai’s equation. Zbl 07218632 Ruzayqat, Hamza M.; Jasra, Ajay 3 2020 Inference for a class of partially observed point process models. Zbl 1396.60054 Martin, James S.; Jasra, Ajay; McCoy, Emma 3 2013 Likelihood computation for hidden Markov models via generalized two-filter smoothing. Zbl 1417.62234 Persing, Adam; Jasra, Ajay 3 2013 Bayesian mixture modelling in geochronology via Markov chain Monte Carlo. Zbl 1157.62360 Jasra, Ajay; Stephens, David A.; Gallagher, Kerry; Holmes, Christopher C. 2 2006 Convergence of the equi-energy sampler. Zbl 1359.65017 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 2 2007 Monte Carlo algorithms for computing \(\alpha \)-permanents. Zbl 1342.65004 Wang, Junshan; Jasra, Ajay 2 2016 Markov chain simulation for multilevel Monte Carlo. Zbl 1478.65006 Jasra, Ajay; Law, Kody J. H.; Xu, Yaxian 2 2021 Unbiased estimation using a class of diffusion processes. Zbl 07620351 Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 2 2023 Multi-index sequential Monte Carlo methods for partially observed stochastic partial differential equations. Zbl 1498.65019 Jasra, Ajay; Law, Kody J. H.; Xu, Yaxian 2 2021 Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. Zbl 1499.60126 Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza 2 2022 Some contributions to sequential Monte Carlo methods for option pricing. Zbl 1461.91357 Sen, Deborshee; Jasra, Ajay; Zhou, Yan 2 2017 On concentration properties of partially observed chaotic systems. Zbl 1434.37047 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 2 2018 Robust and adaptive algorithms for online portfolio selection. Zbl 1279.91188 Tsagaris, Theodoros; Jasra, Ajay; Adams, Niall 2 2012 Identification of multiobject dynamical systems: consistency and Fisher information. Zbl 1420.62103 Houssineau, Jeremie; Singh, Sumeetpal S.; Jasra, Ajay 2 2019 Bayesian parameter inference for partially observed stopped processes. Zbl 1325.62059 Jasra, Ajay; Kantas, Nikolas; Persing, Adam 1 2014 A sharp first order analysis of Feynman-Kac particle models. II: Particle Gibbs samplers. Zbl 1392.60077 Del Moral, Pierre; Jasra, Ajay 1 2018 A method for high-dimensional smoothing. Zbl 1415.62070 Xu, Yaxian; Jasra, Ajay 1 2019 Optimization based methods for partially observed chaotic systems. Zbl 07063478 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 1 2019 Advanced multilevel Monte Carlo methods. Zbl 1528.65004 Jasra, Ajay; Law, Kody; Suciu, Carina 1 2020 Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters. Zbl 1493.62548 Ruzayqat, Hamza; Chada, Neil K.; Jasra, Ajay 1 2022 Unbiased parameter inference for a class of partially observed Lévy-process models. Zbl 1489.62004 Ruzayqat, Hamza; Jasra, Ajay 1 2022 Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic nonlocal equation. Zbl 1498.60326 Jasra, Ajay; Law, Kody J. H.; Zhou, Yan 1 2016 A lagged particle filter for stable filtering of certain high-dimensional state-space models. Zbl 1499.62341 Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 1 2022 A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Zbl 1495.62013 Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan 1 2022 Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. Zbl 1489.65006 Ballesio, Marco; Jasra, Ajay 1 2022 A Bayesian mixture of Lasso regressions with \(t\)-errors. Zbl 1506.62050 Cozzini, Alberto; Jasra, Ajay; Montana, Giovanni; Persing, Adam 1 2014 On unbiased estimation for discretized models. Zbl 1514.65007 Heng, Jeremy; Jasra, Ajay; Law, Kody J. H.; Tarakanov, Alexander 3 2023 Unbiased estimation using a class of diffusion processes. Zbl 07620351 Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 2 2023 Multilevel ensemble Kalman-Bucy filters. Zbl 1493.65022 Chada, Neil K.; Jasra, Ajay; Yu, Fangyuan 6 2022 Unbiased filtering of a class of partially observed diffusions. Zbl 1518.65006 Jasra, Ajay; Law, Kody J. H.; Yu, Fangyuan 4 2022 Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Zbl 1486.62010 van den Boom, Willem; Jasra, Ajay; De Iorio, Maria; Beskos, Alexandros; Eriksson, Johan G. 3 2022 Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. Zbl 1499.60126 Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza 2 2022 Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters. Zbl 1493.62548 Ruzayqat, Hamza; Chada, Neil K.; Jasra, Ajay 1 2022 Unbiased parameter inference for a class of partially observed Lévy-process models. Zbl 1489.62004 Ruzayqat, Hamza; Jasra, Ajay 1 2022 A lagged particle filter for stable filtering of certain high-dimensional state-space models. Zbl 1499.62341 Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 1 2022 A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Zbl 1495.62013 Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan 1 2022 Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. Zbl 1489.65006 Ballesio, Marco; Jasra, Ajay 1 2022 Unbiased inference for discretely observed hidden Markov model diffusions. Zbl 1464.62038 Chada, Neil K.; Franks, Jordan; Jasra, Ajay; Law, Kody J.; Vihola, Matti 9 2021 Unbiased estimation of the gradient of the log-likelihood in inverse problems. Zbl 1475.62038 Jasra, Ajay; Law, Kody J. H.; Lu, Deng 5 2021 Score-based parameter estimation for a class of continuous-time state space models. Zbl 07378169 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza 4 2021 Markov chain simulation for multilevel Monte Carlo. Zbl 1478.65006 Jasra, Ajay; Law, Kody J. H.; Xu, Yaxian 2 2021 Multi-index sequential Monte Carlo methods for partially observed stochastic partial differential equations. Zbl 1498.65019 Jasra, Ajay; Law, Kody J. H.; Xu, Yaxian 2 2021 Central limit theorems for coupled particle filters. Zbl 07378190 Jasra, Ajay; Yu, Fangyuan 5 2020 Multilevel particle filters for the non-linear filtering problem in continuous time. Zbl 1452.62696 Jasra, Ajay; Yu, Fangyuan; Heng, Jeremy 4 2020 Unbiased estimation of the solution to Zakai’s equation. Zbl 07218632 Ruzayqat, Hamza M.; Jasra, Ajay 3 2020 Advanced multilevel Monte Carlo methods. Zbl 1528.65004 Jasra, Ajay; Law, Kody; Suciu, Carina 1 2020 Multilevel Monte Carlo in approximate Bayesian computation. Zbl 1426.65005 Jasra, Ajay; Jo, Seongil; Nott, David; Shoemaker, Christine; Tempone, Raul 7 2019 Error bounds for sequential Monte Carlo samplers for multimodal distributions. Zbl 07007209 Paulin, Daniel; Jasra, Ajay; Thiery, Alexandre 5 2019 Multilevel particle filters for Lévy-driven stochastic differential equations. Zbl 1430.62209 Jasra, Ajay; Law, Kody J. H.; Osei, Prince Peprah 4 2019 Bayesian inference for stable Lévy-driven stochastic differential equations with high-frequency data. Zbl 1418.62288 Jasra, Ajay; Kamatani, Kengo; Masuda, Hiroki 4 2019 Identification of multiobject dynamical systems: consistency and Fisher information. Zbl 1420.62103 Houssineau, Jeremie; Singh, Sumeetpal S.; Jasra, Ajay 2 2019 A method for high-dimensional smoothing. Zbl 1415.62070 Xu, Yaxian; Jasra, Ajay 1 2019 Optimization based methods for partially observed chaotic systems. Zbl 07063478 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 1 2019 Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals. Zbl 1395.82229 Beskos, Alexandros; Jasra, Ajay; Law, Kody; Marzouk, Youssef; Zhou, Yan 20 2018 Bayesian static parameter estimation for partially observed diffusions via multilevel Monte Carlo. Zbl 1455.65008 Jasra, Ajay; Kamatani, Kengo; Law, Kody; Zhou, Yan 15 2018 Multilevel particle filters: normalizing constant estimation. Zbl 1384.65001 Jasra, Ajay; Kamatani, Kengo; Osei, Prince Peprah; Zhou, Yan 14 2018 On coupling particle filter trajectories. Zbl 1384.65006 Sen, Deborshee; Thiery, Alexandre H.; Jasra, Ajay 12 2018 Particle filtering for stochastic Navier-Stokes signal observed with linear additive noise. Zbl 1391.60083 Llopis, Francesc Pons; Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay 10 2018 A multi-index Markov chain Monte Carlo method. Zbl 1498.65008 Jasra, Ajay; Kamatani, Kengo; Law, Kody J. H.; Zhou, Yan 8 2018 Multilevel Monte Carlo for smoothing via transport methods. Zbl 1395.62256 Houssineau, Jeremie; Jasra, Ajay; Singh, Sumeetpal S. 4 2018 Unbiased multi-index Monte Carlo. Zbl 1386.65017 Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay 3 2018 A note on random walks with absorbing barriers and sequential Monte Carlo methods. Zbl 1390.82057 Moral, Pierre Del; Jasra, Ajay 3 2018 A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos. Zbl 1392.60076 Del Moral, Pierre; Jasra, Ajay 3 2018 On concentration properties of partially observed chaotic systems. Zbl 1434.37047 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 2 2018 A sharp first order analysis of Feynman-Kac particle models. II: Particle Gibbs samplers. Zbl 1392.60077 Del Moral, Pierre; Jasra, Ajay 1 2018 Multilevel sequential Monte Carlo samplers. Zbl 1362.65010 Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan 49 2017 Multilevel particle filters. Zbl 1477.62260 Jasra, Ajay; Kamatani, Kengo; Law, Kody J. H.; Zhou, Yan 43 2017 A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan 19 2017 Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks. Zbl 1383.62294 Tan, Linda S. L.; Jasra, Ajay; De Iorio, Maria; Ebbels, Timothy M. D. 17 2017 Multilevel sequential Monte Carlo samplers for normalizing constants. Zbl 1515.62025 del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.; Zhou, Yan 8 2017 Multilevel sequential Monte Carlo: mean square error bounds under verifiable conditions. Zbl 1366.82048 Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H. 6 2017 Biased online parameter inference for state-space models. Zbl 1383.82052 Del Moral, Pierre; Jasra, Ajay; Zhou, Yan 4 2017 Some contributions to sequential Monte Carlo methods for option pricing. Zbl 1461.91357 Sen, Deborshee; Jasra, Ajay; Zhou, Yan 2 2017 On the convergence of adaptive sequential Monte Carlo methods. Zbl 1342.82127 Beskos, Alexandros; Jasra, Ajay; Kantas, Nikolas; Thiery, Alexandre 31 2016 Variational inference for sparse spectrum Gaussian process regression. Zbl 1356.62040 Tan, Linda S. L.; Ong, Victor M. H.; Nott, David J.; Jasra, Ajay 3 2016 Theory of segmented particle filters. Zbl 1338.65023 Chan, Hock Peng; Heng, Chiang-Wee; Jasra, Ajay 3 2016 Monte Carlo algorithms for computing \(\alpha \)-permanents. Zbl 1342.65004 Wang, Junshan; Jasra, Ajay 2 2016 Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic nonlocal equation. Zbl 1498.60326 Jasra, Ajay; Law, Kody J. H.; Zhou, Yan 1 2016 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 32 2015 Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Zbl 1331.65012 Beskos, Alexandros; Jasra, Ajay; Muzaffer, Ege A.; Stuart, Andrew M. 31 2015 The alive particle filter and its use in particle Markov chain Monte Carlo. Zbl 1337.82019 Del Moral, Pierre; Jasra, Ajay; Lee, Anthony; Yau, Christopher; Zhang, Xiaole 18 2015 Gradient free parameter estimation for hidden Markov models with intractable likelihoods. Zbl 1323.65006 Ehrlich, Elena; Jasra, Ajay; Kantas, Nikolas 8 2015 On the behaviour of the backward interpretation of Feynman-Kac formulae under verifiable conditions. Zbl 1327.62036 Jasra, Ajay 6 2015 Approximate Bayesian computation for a class of time series models. Zbl 07763454 Jasra, Ajay 3 2015 On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay 50 2014 Sequential Monte Carlo methods for high-dimensional inverse problems: a case study for the Navier-Stokes equations. Zbl 1308.65010 Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay 39 2014 Parameter estimation for hidden Markov models with intractable likelihoods. Zbl 1305.62303 Dean, Thomas A.; Singh, Sumeetpal S.; Jasra, Ajay; Peters, Gareth W. 25 2014 Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. Zbl 1291.65009 Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick 17 2014 Approximate Bayesian computation for smoothing. Zbl 1429.62368 Martin, James S.; Jasra, Ajay; Singh, Sumeetpal S.; Whiteley, Nick; Del Moral, Pierre; McCoy, Emma 14 2014 Approximate inference for observation-driven time series models with intractable likelihoods. Zbl 1322.65011 Jasra, Ajay; Kantas, Nikolas; Ehrlich, Elena 7 2014 Bayesian parameter inference for partially observed stopped processes. Zbl 1325.62059 Jasra, Ajay; Kantas, Nikolas; Persing, Adam 1 2014 A Bayesian mixture of Lasso regressions with \(t\)-errors. Zbl 1506.62050 Cozzini, Alberto; Jasra, Ajay; Montana, Giovanni; Persing, Adam 1 2014 Inference for a class of partially observed point process models. Zbl 1396.60054 Martin, James S.; Jasra, Ajay; McCoy, Emma 3 2013 Likelihood computation for hidden Markov models via generalized two-filter smoothing. Zbl 1417.62234 Persing, Adam; Jasra, Ajay 3 2013 An adaptive sequential Monte Carlo method for approximate Bayesian computation. Zbl 1252.65025 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 100 2012 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. Zbl 1411.62057 Fearnhead, Paul; Prangle, Dennis 79 2012 On adaptive resampling strategies for sequential Monte Carlo methods. Zbl 1236.60072 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 46 2012 Filtering via approximate Bayesian computation. Zbl 1252.62093 Jasra, Ajay; Singh, Sumeetpal S.; Martin, James S.; McCoy, Emma 33 2012 Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae. Zbl 1262.60076 Whiteley, Nick; Kantas, Nikolas; Jasra, Ajay 10 2012 Robust and adaptive algorithms for online portfolio selection. Zbl 1279.91188 Tsagaris, Theodoros; Jasra, Ajay; Adams, Niall 2 2012 Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071 Girolami, Mark; Calderhead, Ben 248 2011 Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo. Zbl 1246.91149 Jasra, Ajay; Stephens, David A.; Doucet, Arnaud; Tsagaris, Theodoros 56 2011 Sequential Monte Carlo methods for option pricing. Zbl 1217.91201 Jasra, Ajay; Del Moral, Pierre 12 2011 On nonlinear Markov chain Monte Carlo. Zbl 1241.60037 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 11 2011 Sequential Monte Carlo methods for diffusion processes. Zbl 1195.60105 Jasra, Ajay; Doucet, Arnaud 9 2009 Interacting sequential Monte Carlo samplers for trans-dimensional simulation. Zbl 1452.62077 Jasra, Ajay; Doucet, Arnaud; Stephens, David A.; Holmes, Christopher C. 11 2008 A note on convergence of the equi-energy sampler. Zbl 1214.82098 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 6 2008 Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition. Zbl 1319.60044 Jasra, Ajay; Doucet, Arnaud 6 2008 Population-based reversible jump Markov chain Monte Carlo. Zbl 1158.62019 Jasra, Ajay; Stephens, David A.; Holmes, Christopher C. 21 2007 Sequential Monte Carlo for Bayesian computation. Zbl 1252.62016 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 13 2007 Non-linear Markov chain Monte Carlo. Zbl 1359.60048 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 12 2007 Convergence of the equi-energy sampler. Zbl 1359.65017 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 2 2007 Sequential Monte Carlo samplers. Zbl 1105.62034 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 333 2006 Bayesian mixture modelling in geochronology via Markov chain Monte Carlo. Zbl 1157.62360 Jasra, Ajay; Stephens, David A.; Gallagher, Kerry; Holmes, Christopher C. 2 2006 Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling. Zbl 1100.62032 Jasra, A.; Holmes, C. C.; Stephens, D. A. 151 2005 all cited Publications top 5 cited Publications all top 5 Cited by 1,437 Authors 76 Jasra, Ajay 30 Del Moral, Pierre 21 Drovandi, Christopher C. 19 Doucet, Arnaud 19 Law, Kody J. H. 18 Crisan, Dan O. 17 Beskos, Alexandros 17 Robert, Christian P. 16 Johansen, Adam M. 14 Stuart, Andrew M. 12 Pettitt, Anthony N. 12 Singh, Sumeetpal Sidhu 12 Whiteley, Nick 11 Chopin, Nicolas 11 Kantas, Nikolas 11 Marzouk, Youssef M. 10 Kohn, Robert J. 9 Jacob, Pierre E. 9 Papaioannou, Iason 9 Tempone, Raúl F. 9 Zhou, Yan 8 Cui, Tiangang 8 Holmes, Christopher C. 8 Míguez, Joaquín 8 Sisson, Scott A. 8 Stephens, David A. 8 Ullmann, Elisabeth 7 Baker, Ruth Elizabeth 7 Chada, Neil K. 7 Everitt, Richard Geoffrey 7 Guyader, Arnaud 7 Koutsourelakis, Phaedon-Stelios 7 Latz, Jonas 7 Lee, Anthony J. T. 7 Nott, David John 7 Olsson, Jimmy 7 Peters, Gareth William 7 Prangle, Dennis 7 Reich, Sebastian 7 Ruzayqat, Hamza M. 6 Corander, Jukka 6 De Iorio, Maria 6 Fan, Yanan 6 Girolami, Mark A. 6 Heng, Jeremy 6 Ionides, Edward L. 6 Marin, Jean-Michel 6 McGree, James M. 6 Moulines, Eric 5 Cotter, Colin John 5 Dellaportas, Petros 5 Friel, Nial 5 Golightly, Andrew 5 Houssineau, Jeremie 5 Papastamoulis, Panagiotis 5 Saraiva, Erlandson F. 5 Straub, Daniel 5 Thiéry, Alexandre H. 5 Warne, David J. 5 Yao, Weixin 4 Andrieu, Christophe 4 Aston, John A. D. 4 Bao, Feng 4 Frazier, David T. 4 Fulop, Andras 4 Hoang, Viet Ha 4 Iglesias, Marco A. 4 Jenkins, Paul A. 4 Kamatani, Kengo 4 Kaski, Samuel 4 Kypraios, Theodore 4 Li, Jinglai 4 Martino, Luca 4 Mengersen, Kerrie L. 4 Micheas, Athanasios Christou 4 Milan, Luis Aparecido 4 Murray, Lawrence M. 4 Prescott, Thomas P. 4 Roberts, Gareth O. 4 Scheichl, Robert 4 Simola, Umberto 4 Tran, Minh Ngoc 4 van den Boom, Willem 4 Yu, Fangyuan 4 Zahm, Olivier 3 Archibald, Richard 3 Bishop, Adrian N. 3 Botha, Imke 3 Buchholz, Alexander 3 Cai, Bo 3 Campbell, David A. 3 Casarin, Roberto 3 Cérou, Frédéric 3 Creal, Drew D. 3 Delgado, David 3 Dolgov, Sergey V. 3 Dufays, Arnaud 3 Dunlop, Matthew M. 3 Dutta, Ritabrata 3 Elvira, Víctor ...and 1,337 more Authors all top 5 Cited in 163 Serials 106 Statistics and Computing 60 Computational Statistics and Data Analysis 31 SIAM/ASA Journal on Uncertainty Quantification 24 Bayesian Analysis 23 Journal of Computational Physics 22 Journal of Computational and Graphical Statistics 18 Inverse Problems 18 The Annals of Applied Statistics 17 Journal of Statistical Computation and Simulation 17 SIAM Journal on Scientific Computing 15 Journal of the American Statistical Association 15 Bernoulli 14 The Annals of Statistics 14 Statistical Science 12 Journal of Econometrics 12 Stochastic Analysis and Applications 12 Electronic Journal of Statistics 11 The Annals of Applied Probability 10 Advances in Applied Probability 9 Computer Methods in Applied Mechanics and Engineering 9 Computational Statistics 9 Journal of Machine Learning Research (JMLR) 8 Journal of Mathematical Psychology 8 Journal of Applied Statistics 7 International Statistical Review 7 Communications in Statistics. Simulation and Computation 7 Journal of Agricultural, Biological, and Environmental Statistics 6 Scandinavian Journal of Statistics 6 Biometrics 6 Insurance Mathematics & Economics 6 Methodology and Computing in Applied Probability 5 Annals of the Institute of Statistical Mathematics 5 SIAM Journal on Numerical Analysis 5 Statistics & Probability Letters 5 Stochastic Processes and their Applications 5 Computational Geosciences 5 Statistical Applications in Genetics and Molecular Biology 5 Foundations of Data Science 4 Mathematical Biosciences 4 SIAM Journal on Control and Optimization 4 Machine Learning 4 Journal of Global Optimization 4 SIAM Review 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 New Journal of Physics 4 Quantitative Finance 3 The Canadian Journal of Statistics 3 Biometrical Journal 3 Journal of Applied Probability 3 Journal of Multivariate Analysis 3 Mathematics and Computers in Simulation 3 Neural Computation 3 International Journal of Adaptive Control and Signal Processing 3 Monte Carlo Methods and Applications 3 Brazilian Journal of Probability and Statistics 3 Foundations of Computational Mathematics 3 Statistical Methods and Applications 3 Communications in Computational Physics 3 Inverse Problems and Imaging 3 Statistics Surveys 3 Environmetrics 2 International Journal of Control 2 Journal of Statistical Physics 2 Psychometrika 2 Mathematics of Computation 2 Bulletin of Mathematical Biology 2 Applied Mathematics and Optimization 2 Automatica 2 Journal of Computational and Applied Mathematics 2 Journal of Statistical Planning and Inference 2 Numerische Mathematik 2 Journal of Time Series Analysis 2 Journal of Classification 2 Econometric Reviews 2 Journal of Economic Dynamics & Control 2 Journal of Scientific Computing 2 Applied Mathematical Modelling 2 Communications in Statistics. Theory and Methods 2 Proceedings of the National Academy of Sciences of the United States of America 2 Test 2 Computational and Applied Mathematics 2 Electronic Journal of Probability 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 2 Probability in the Engineering and Informational Sciences 2 Scandinavian Actuarial Journal 2 SIAM Journal on Applied Dynamical Systems 2 Multiscale Modeling & Simulation 2 Journal of Forecasting 2 Journal of the Korean Statistical Society 2 Advances in Data Analysis and Classification. ADAC 2 SIAM Journal on Imaging Sciences 2 Sankhyā. Series B 2 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 The American Statistician 1 Artificial Intelligence 1 Journal of Mathematical Analysis and Applications 1 Nonlinearity 1 Theoretical and Computational Fluid Dynamics 1 Applied Mathematics and Computation ...and 63 more Serials all top 5 Cited in 34 Fields 635 Statistics (62-XX) 401 Numerical analysis (65-XX) 206 Probability theory and stochastic processes (60-XX) 48 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 48 Systems theory; control (93-XX) 47 Biology and other natural sciences (92-XX) 39 Partial differential equations (35-XX) 37 Computer science (68-XX) 26 Statistical mechanics, structure of matter (82-XX) 17 Operations research, mathematical programming (90-XX) 16 Geophysics (86-XX) 14 Fluid mechanics (76-XX) 11 Dynamical systems and ergodic theory (37-XX) 7 Operator theory (47-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 7 Quantum theory (81-XX) 6 Combinatorics (05-XX) 6 Optics, electromagnetic theory (78-XX) 4 Ordinary differential equations (34-XX) 4 Approximations and expansions (41-XX) 4 Integral equations (45-XX) 4 Mechanics of deformable solids (74-XX) 4 Astronomy and astrophysics (85-XX) 3 History and biography (01-XX) 3 Information and communication theory, circuits (94-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 1 General and overarching topics; collections (00-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Special functions (33-XX) 1 Convex and discrete geometry (52-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Mathematics education (97-XX) Citations by Year