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within Hamza Ruzayqat Remove this filter Probability and Statistics in Computer Science Remove this filter

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  1. No Access

    Article

    Multilevel estimation of normalization constants using ensemble Kalman–Bucy filters

    In this article we consider the application of multilevel Monte Carlo, for the estimation of normalizing constants. In particular we will make use of the filtering algorithm, the ensemble Kalman–Bucy filter (E...

    Hamza Ruzayqat, Neil K. Chada, Ajay Jasra in Statistics and Computing (2022)

  2. No Access

    Article

    Bayesian parameter inference for partially observed stochastic volterra equations

    In this article we consider Bayesian parameter inference for a type of partially observed stochastic Volterra equation (SVE). SVEs are found in many areas such as physics and mathematical finance. In the latte...

    Ajay Jasra, Hamza Ruzayqat, Amin Wu in Statistics and Computing (2024)