Optimal Filtering For Partially Observed Point Processes Using Trans-Dimensional Sequential Monte Carlo. - Arnaud Doucet; Luis Montesano; Ajay Jasra (ICASSP (5), 2006)

Bayesian Policy Learning with Trans-Dimensional MCMC. - Matt Hoffman 001; Arnaud Doucet; Nando de Freitas; Ajay Jasra (NIPS, 2007)

On population-based simulation for static inference. - Ajay Jasra; David A. Stephens; Christopher C. Holmes (Stat. Comput., 2007)

Interacting sequential Monte Carlo samplers for trans-dimensional simulation. - Ajay Jasra; Arnaud Doucet; David A. Stephens; Christopher C. Holmes (Comput. Stat. Data Anal., 2008)

DECODE: a new method for discovering clusters of different densities in spatial data. - Tao Pei; Ajay Jasra; David J. Hand; A-Xing Zhu; Chenghu Zhou (Data Min. Knowl. Discov., 2009)

Stochastic boosting algorithms. - Ajay Jasra; Christopher C. Holmes (Stat. Comput., 2011)

Filtering via approximate Bayesian computation. - Ajay Jasra; Sumeetpal S. Singh; James S. Martin; Emma J. McCoy (Stat. Comput., 2012)

An adaptive sequential Monte Carlo method for approximate Bayesian computation. - Pierre Del Moral; Arnaud Doucet; Ajay Jasra (Stat. Comput., 2012)

Model-Based Clustering with gene Ranking using penalized Mixtures of heavy-tailed Distributions. - Alberto Cozzini; Ajay Jasra; Giovanni Montana (J. Bioinform. Comput. Biol., 2013)

A Bayesian mixture of lasso regressions with t-errors. - Alberto Cozzini; Ajay Jasra; Giovanni Montana; Adam Persing (Comput. Stat. Data Anal., 2014)

Computational Methods for a Class of Network Models. - Junshan Wang; Ajay Jasra; Maria De Iorio (J. Comput. Biol., 2014)

Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier-Stokes Equations. - Nikolas Kantas; Alexandros Beskos; Ajay Jasra (SIAM/ASA J. Uncertain. Quantification, 2014)

Bayesian parameter inference for partially observed stopped processes. - Ajay Jasra; Nikolas Kantas; Adam Persing (Stat. Comput., 2014)

Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods. - Ajay Jasra; Nikolas Kantas; Elena Ehrlich (ACM Trans. Model. Comput. Simul., 2014)

Extended finite-time H∞ control for uncertain switched linear neutral systems with time-varying delays. - Shun Wang; Tiange Shi; Lixian Zhang; Ajay Jasra; Ming Zeng 007 (Neurocomputing, 2015)

On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions. - Ajay Jasra (J. Appl. Probab., 2015)

Bayesian Inference for Duplication-Mutation with Complementarity Network Models. - Ajay Jasra; Adam Persing; Alexandros Beskos; Kari Heine; Maria De Iorio (J. Comput. Biol., 2015)

A Simulation Approach for Change-Points on Phylogenetic Trees. - Adam Persing; Ajay Jasra; Alexandros Beskos; David J. Balding; Maria De Iorio (J. Comput. Biol., 2015)

Sequential Monte Carlo methods for Bayesian elliptic inverse problems. - Alexandros Beskos; Ajay Jasra; Ege A. Muzaffer; Andrew M. Stuart (Stat. Comput., 2015)

Variational inference for sparse spectrum Gaussian process regression. - Linda S. L. Tan; Victor M. H. Ong; David J. Nott; Ajay Jasra (Stat. Comput., 2016)

Monte Carlo algorithms for computing α-permanents. - Junshan Wang; Ajay Jasra (Stat. Comput., 2016)

Multilevel Particle Filters. - Ajay Jasra; Kengo Kamatani; Kody J. H. Law; Yan Zhou (SIAM J. Numer. Anal., 2017)

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants. - Pierre Del Moral; Ajay Jasra; Kody J. H. Law; Yan Zhou (ACM Trans. Model. Comput. Simul., 2017)

Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals. - Alexandros Beskos; Ajay Jasra; Kody J. H. Law; Youssef M. Marzouk; Yan Zhou (SIAM/ASA J. Uncertain. Quantification, 2018)

Multilevel particle filters: normalizing constant estimation. - Ajay Jasra; Kengo Kamatani; Prince Peprah Osei; Yan Zhou (Stat. Comput., 2018)

On coupling particle filter trajectories. - Deborshee Sen; Alexandre H. Thiéry; Ajay Jasra (Stat. Comput., 2018)

Multilevel Monte Carlo for Smoothing via Transport Methods. - Jeremie Houssineau; Ajay Jasra; Sumeetpal S. Singh (SIAM J. Sci. Comput., 2018)

Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo. - Ajay Jasra; Kengo Kamatani; Kody J. H. Law; Yan Zhou (SIAM J. Sci. Comput., 2018)

Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise. - Francesc Pons Llopis; Nikolas Kantas; Alexandros Beskos; Ajay Jasra (SIAM J. Sci. Comput., 2018)

Optimization Based Methods for Partially Observed Chaotic Systems. - Daniel Paulin; Ajay Jasra; Dan Crisan; Alexandros Beskos (Found. Comput. Math., 2019)

Multilevel particle filters for Lévy-driven stochastic differential equations. - Ajay Jasra; Kody J. H. Law; Prince Peprah Osei (Stat. Comput., 2019)

Correction to: Multilevel particle filters for Lévy-driven stochastic differential equations. - Ajay Jasra; Kody J. H. Law; Prince Peprah Osei (Stat. Comput., 2019)

Identification of MultiObject Dynamical Systems: Consistency and Fisher Information. - Jeremie Houssineau; Sumeetpal S. Singh; Ajay Jasra (SIAM J. Control. Optim., 2019)

On Large Lag Smoothing for Hidden Markov Models. - Jeremie Houssineau; Ajay Jasra; Sumeetpal S. Singh (SIAM J. Numer. Anal., 2019)

Unbiased Filtering of a Class of Partially Observed Diffusions. - Ajay Jasra; Kody J. H. Law; Fangyuan Yu (CoRR, 2020)

A Wasserstein Coupled Particle Filter for Multilevel Estimation. - Marco Ballesio; Ajay Jasra; Erik von Schwerin; Raúl Tempone (CoRR, 2020)

Unbiased estimation of the solution to Zakai's equation. - Hamza M. Ruzayqat; Ajay Jasra (Monte Carlo Methods Appl., 2020)

Multilevel particle filters for the non-linear filtering problem in continuous time. - Ajay Jasra; Fangyuan Yu; Jeremy Heng (Stat. Comput., 2020)

Randomized Multilevel Monte Carlo for Embarrassingly Parallel Inference. - Ajay Jasra; Kody J. H. Law; Alexander Tarakanov; Fangyuan Yu (SMC, 2021)

Randomized multilevel Monte Carlo for embarrassingly parallel inference. - Ajay Jasra; Kody J. H. Law; Fangyuan Yu (CoRR, 2021)

Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter. - Hamza M. Ruzayqat; Neil K. Chada; Ajay Jasra (CoRR, 2021)

Unbiased Estimation of the Hessian for Partially Observed Diffusions. - Neil K. Chada; Ajay Jasra; Fangyuan Yu (CoRR, 2021)

Unbiased Parameter Inference for a Class of Partially Observed Lévy-Process Models. - Hamza M. Ruzayqat; Ajay Jasra (CoRR, 2021)

Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions. - Neil K. Chada; Jordan Franks; Ajay Jasra; Kody J. H. Law; Matti Vihola (SIAM/ASA J. Uncertain. Quantification, 2021)

Uncertainty modelling and computational aspects of data association. - Jeremie Houssineau; Jiajie Zeng; Ajay Jasra (Stat. Comput., 2021)

Unbiased estimation of the gradient of the log-likelihood in inverse problems. - Ajay Jasra; Kody J. H. Law; Deng Lu (Stat. Comput., 2021)

Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. - Alexandros Beskos; Dan Crisan; Ajay Jasra; Nikolas Kantas; Hamza M. Ruzayqat (SIAM J. Sci. Comput., 2021)

Multilevel Bayesian Deep Neural Networks. - Neil K. Chada; Ajay Jasra; Kody J. H. Law; Sumeetpal S. Singh (CoRR, 2022)

Unbiased Estimation of the Vanilla and Deterministic Ensemble Kalman-Bucy Filters. - Miguel Alvarez; Neil K. Chada; Ajay Jasra (CoRR, 2022)

Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion. - Mohamed Maama; Ajay Jasra; Hernando Ombao (CoRR, 2022)

A multilevel approach for stochastic nonlinear optimal control. - Ajay Jasra; Jeremy Heng; Yaxian Xu; Adrian N. Bishop (Int. J. Control, 2022)

Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling. - Neil K. Chada; Håkon Hoel; Ajay Jasra; Georgios E. Zouraris (J. Sci. Comput., 2022)

Multilevel Ensemble Kalman-Bucy Filters. - Neil K. Chada; Ajay Jasra; Fangyuan Yu (SIAM/ASA J. Uncertain. Quantification, 2022)

Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. - Marco Ballesio; Ajay Jasra (Monte Carlo Methods Appl., 2022)

Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. - Willem van den Boom; Ajay Jasra; Maria De Iorio; Alexandros Beskos; Johan Gunnar Eriksson (Stat. Comput., 2022)

A 4D-Var method with flow-dependent background covariances for the shallow-water equations. - Daniel Paulin; Ajay Jasra; Alexandros Beskos; Dan Crisan (Stat. Comput., 2022)

Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters. - Hamza M. Ruzayqat; Neil K. Chada; Ajay Jasra (Stat. Comput., 2022)

A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. - Hamza M. Ruzayqat; Aimad Er-Raiy; Alexandros Beskos; Dan Crisan; Ajay Jasra; Nikolas Kantas (SIAM/ASA J. Uncertain. Quantification, 2022)

Antithetic Multilevel Particle Filters. - Ajay Jasra; Mohamed Maama; Hernando Ombao (CoRR, 2023)

Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods. - Pierre Del Moral; Shulan Hu; Ajay Jasra; Hamza M. Ruzayqat; Xinyu Wang (CoRR, 2023)

Unbiased estimation using a class of diffusion processes. - Hamza M. Ruzayqat; Alexandros Beskos; Dan Crisan; Ajay Jasra; Nikolas Kantas (J. Comput. Phys., 2023)

Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion. - Mohamed Maama; Ajay Jasra; Hernando C. Ombao (Stat. Comput., 2023)

On Unbiased Estimation for Discretized Models. - Jeremy Heng; Ajay Jasra; Kody J. H. Law; Alexander Tarakanov (SIAM/ASA J. Uncertain. Quantification, 2023)

Unbiased Estimation Using Underdamped Langevin Dynamics. - Hamza M. Ruzayqat; Neil K. Chada; Ajay Jasra (SIAM J. Sci. Comput., 2023)

Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications. - Yuga Iguchi; Ajay Jasra; Mohamed Maama; Alexandros Beskos (CoRR, 2024)

Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations. - Elsiddig Awadelkarim; Ajay Jasra (CoRR, 2024)

Parameter Estimation for Partially Observed McKean-Vlasov Diffusions. - Ajay Jasra; Mohamed Maama; Raúl Tempone (CoRR, 2024)

Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs. - Elsiddig Awadelkarim; Neil K. Chada; Ajay Jasra (CoRR, 2024)

On Unbiased Estimation for Partially Observed Diffusions. - Jeremy Heng; Jeremie Houssineau; Ajay Jasra (J. Mach. Learn. Res., 2024)

An improved unbiased particle filter. - Ajay Jasra; Mohamed Maama; Hernando Ombao (Monte Carlo Methods Appl., 2024)

Bayesian parameter inference for partially observed stochastic volterra equations. - Ajay Jasra; Hamza M. Ruzayqat; Amin Wu (Stat. Comput., 2024)

Unbiased Parameter Estimation for Partially Observed Diffusions. - Elsiddig Awadelkarim; Ajay Jasra; Hamza M. Ruzayqat (SIAM J. Control. Optim., 2024)

Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes. - Ajay Jasra; Kengo Kamatani; Mohamed Maama (SIAM J. Sci. Comput., 2024)

Multi-index Sequential Monte Carlo Ratio Estimators for Bayesian Inverse problems. - Ajay Jasra; Kody J. H. Law; Neil Walton; Shangda Yang (Found. Comput. Math., 2024)

Unbiased and multilevel methods for a class of diffusions partially observed via marked point processes. - Miguel Alvarez; Ajay Jasra; Hamza M. Ruzayqat (Stat. Comput., 2024)

Correction: Unbiased and multilevel methods for a class of diffusions partially observed via marked point processes. - Miguel Alvarez; Ajay Jasra; Hamza M. Ruzayqat (Stat. Comput., 2024)

Antithetic Multilevel Methods for Elliptic and Hypoelliptic Diffusions with Applications. - Yuga Iguchi; Ajay Jasra; Mohamed Maama; Alexandros Beskos (SIAM/ASA J. Uncertain. Quantification, 2025)

Asymptotic Variance in the Central Limit Theorem for Multilevel Markovian Stochastic Approximation. - Ajay Jasra; Abylay Zhumekenov (CoRR, 2025)

Bayesian Parameter Estimation for Partially Observed McKean-Vlasov Diffusions Using Multilevel Markov chain Monte Carlo. - Ajay Jasra; Amin Wu (CoRR, 2025)