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

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

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

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)

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

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)

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)