
Randomized multilevel Monte Carlo for embarrassingly parallel inference
This position paper summarizes a recently developed research program foc...
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Unbiased Estimation of the Gradient of the LogLikelihood for a Class of ContinuousTime StateSpace Models
In this paper, we consider static parameter estimation for a class of co...
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On Unbiased Score Estimation for Partially Observed Diffusions
We consider the problem of statistical inference for a class of partiall...
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Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo
Markov chain Monte Carlo (MCMC) is a powerful methodology for the approx...
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On Unbiased Estimation for Discretized Models
In this article, we consider computing expectations w.r.t. probability m...
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LogNormalization Constant Estimation using the Ensemble KalmanBucy Filter with Application to HighDimensional Models
In this article we consider the estimation of the lognormalization cons...
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Multilevel Ensemble KalmanBucy Filters
In this article we consider the linear filtering problem in continuoust...
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Uncertainty modelling and computational aspects of data association
A novel solution to the smoothing problem for multiobject dynamical sys...
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ScoreBased Parameter Estimation for a Class of ContinuousTime State Space Models
We consider the problem of parameter estimation for a class of continuou...
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A Wasserstein Coupled Particle Filter for Multilevel Estimation
In this paper, we consider the filtering problem for partially observed ...
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Unbiased Estimation of the Gradient of the LogLikelihood in Inverse Problems
We consider the problem of estimating a parameter associated to a Bayesi...
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Unbiased Filtering of a Class of Partially Observed Diffusions
In this article we consider a Monte Carlobased method to filter partial...
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Unbiased Estimation of the Solution to Zakai's Equation
In the following article we consider the nonlinear filtering problem in...
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Bayesian Inference for Latent Chain Graphs
In this article we consider Bayesian inference for partially observed An...
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Multilevel Particle Filters for the NonLinear Filtering Problem in Continuous Time
In the following article we consider the numerical approximation of the ...
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Estimation and uncertainty quantification for the output from quantum simulators
The problem of estimating certain distributions over {0,1}^d is consider...
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Bridging trees for posterior inference on Ancestral Recombination Graphs
We present a new Markov chain Monte Carlo algorithm, implemented in soft...
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Central Limit Theorems for Coupled Particle Filters
In this article we prove a new central limit theorem (CLT) for coupled p...
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Unbiased inference for discretely observed hidden Markov model diffusions
We develop an importance sampling (IS) type estimator for Bayesian joint...
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On Large Lag Smoothing for Hidden Markov Models
In this article we consider the smoothing problem for hidden Markov mode...
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Multilevel Particle Filters for Lévydriven stochastic differential equations
We develop algorithms for computing expectations of the laws of models a...
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On the loss of Fisher information in some multiobject tracking observation models
The concept of Fisher information can be useful even in cases where the ...
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Multilevel Monte Carlo for Smoothing via Transport Methods
In this article we consider recursive approximations of the smoothing di...
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Particle Filtering for Stochastic NavierStokes Signal Observed with Linear Additive Noise
We consider a nonlinear filtering problem, whereby the signal obeys the...
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Ajay Jasra
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