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  1. Article

    Open Access

    Multi-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...

    Ajay Jasra, Kody J. H. Law, Neil Walton… in Foundations of Computational Mathematics (2023)

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  2. Article

    Open Access

    Optimization 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...

    Daniel Paulin, Ajay Jasra, Dan Crisan… in Foundations of Computational Mathematics (2019)

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  3. No Access

    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)

  4. No Access

    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)