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Ajay Jasra
Mathematics
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Article
Open AccessMulti-index Sequential Monte Carlo Ratio Estimators for Bayesian Inverse problems
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalising constant, and where even the un-normalised target needs to be approximated at finite resolut...
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Article
Open AccessOptimization Based Methods for Partially Observed Chaotic Systems
In this paper we consider filtering and smoothing of partially observed chaotic dynamical systems that are discretely observed, with an additive Gaussian noise in the observation. These models are found in a w...
