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  1. No Access

    Article

    A method for high-dimensional smoothing

    We consider the problem of the computation of smoothed additive functional, which are some integrals with respect to the joint smoothing distribution. It is a key issue in inference for general state-space mod...

    Yaxian Xu, Ajay Jasra in Journal of the Korean Statistical Society (2019)

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    Article

    Biased Online Parameter Inference for State-Space Models

    We consider Bayesian online static parameter estimation for state-space models. This is a very important problem, but is very computationally challenging as the state-of-the art methods that are exact, often h...

    Pierre Del Moral, Ajay Jasra, Yan Zhou in Methodology and Computing in Applied Probability (2017)

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    Article

    Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

    In this article we focus on Maximum Likelihood estimation (MLE) for the static model parameters of hidden Markov models (HMMs). We will consider the case where one cannot or does not want to compute the condit...

    Elena Ehrlich, Ajay Jasra, Nikolas Kantas in Methodology and Computing in Applied Proba… (2015)

  4. No Access

    Article

    Inference for a class of partially observed point process models

    This paper presents a simulation-based framework for sequential inference from partially and discretely observed point process models with static parameters. Taking on a Bayesian perspective for the static par...

    James S. Martin, Ajay Jasra, Emma McCoy in Annals of the Institute of Statistical Mat… (2013)