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ORCIDAjay Jasra
Person information
- affiliation: Chinese University of Hong Kong - Shenzhen (CUHK-SZ), School of Data Science, Shenzhen, China
- affiliation (former 2019-2024): King Abdullah University of Science and Technology (KAUST), Thuwal, Saudi Arabia
- affiliation (former 2011-2019): National University of Singapore (NUS), Department of Statistics and Applied Probability, Singapore
- affiliation (former 2008-2011): Imperial College London, Department of Mathematics, London, UK
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2020 – today
- 2026
[j61]Neil K. Chada
, Ajay Jasra, Mohamed Maama, Raúl Tempone:
Unbiased parameter estimation for bayesian inverse problems. Stat. Comput. 36(1): 17 (2026)- [i32]Pierre Del Moral, Ajay Jasra:
New Trends in the Stability of Sinkhorn Semigroups. CoRR abs/2601.12633 (2026) - 2025
- [j60]Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos:
Antithetic Multilevel Methods for Elliptic and Hypoelliptic Diffusions with Applications. SIAM/ASA J. Uncertain. Quantification 13(2): 805-830 (2025) - [j59]Ajay Jasra, Amin Wu:
Bayesian parameter estimation for partially observed McKean-Vlasov diffusions using multilevel Markov chain Monte Carlo. Stat. Comput. 35(6): 210 (2025) - [i31]Ajay Jasra, Abylay Zhumekenov:
Asymptotic Variance in the Central Limit Theorem for Multilevel Markovian Stochastic Approximation. CoRR abs/2504.06603 (2025) - [i30]Ajay Jasra, Amin Wu:
Bayesian Parameter Estimation for Partially Observed McKean-Vlasov Diffusions Using Multilevel Markov chain Monte Carlo. CoRR abs/2504.15588 (2025) - [i29]Miguel Alvarez, Ajay Jasra:
Unbiased Parameter Estimation of Partially Observed Diffusions using Diffusion Bridges. CoRR abs/2509.21015 (2025) - 2024
- [j58]Ajay Jasra, Kody J. H. Law, Neil Walton, Shangda Yang:
Multi-index Sequential Monte Carlo Ratio Estimators for Bayesian Inverse problems. Found. Comput. Math. 24(4): 1249-1304 (2024) - [j57]Jeremy Heng, Jeremie Houssineau, Ajay Jasra:
On Unbiased Estimation for Partially Observed Diffusions. J. Mach. Learn. Res. 25: 66:1-66:66 (2024) - [j56]Ajay Jasra, Mohamed Maama, Hernando Ombao:
An improved unbiased particle filter. Monte Carlo Methods Appl. 30(2): 149-162 (2024) - [j55]Ajay Jasra, Hamza M. Ruzayqat, Amin Wu:
Bayesian parameter inference for partially observed stochastic volterra equations. Stat. Comput. 34(2): 78 (2024) - [j54]Miguel Alvarez, Ajay Jasra, Hamza M. Ruzayqat:
Unbiased and multilevel methods for a class of diffusions partially observed via marked point processes. Stat. Comput. 34(6): 198 (2024) - [j53]Miguel Alvarez, Ajay Jasra, Hamza M. Ruzayqat:
Correction: Unbiased and multilevel methods for a class of diffusions partially observed via marked point processes. Stat. Comput. 34(6): 216 (2024) - [j52]Elsiddig Awadelkarim, Ajay Jasra, Hamza M. Ruzayqat:
Unbiased Parameter Estimation for Partially Observed Diffusions. SIAM J. Control. Optim. 62(5): 2664-2694 (2024) - [j51]Ajay Jasra, Kengo Kamatani, Mohamed Maama:
Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes. SIAM J. Sci. Comput. 46(4): 2475- (2024) - [i28]Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos:
Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications. CoRR abs/2403.13489 (2024) - [i27]Elsiddig Awadelkarim, Ajay Jasra:
Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations. CoRR abs/2404.15606 (2024) - [i26]Ajay Jasra, Mohamed Maama, Raúl Tempone:
Parameter Estimation for Partially Observed McKean-Vlasov Diffusions. CoRR abs/2411.06716 (2024) - [i25]Elsiddig Awadelkarim, Neil K. Chada, Ajay Jasra:
Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs. CoRR abs/2411.11270 (2024) - 2023
- [j50]Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas:
Unbiased estimation using a class of diffusion processes. J. Comput. Phys. 472: 111643 (2023) - [j49]Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov:
On Unbiased Estimation for Discretized Models. SIAM/ASA J. Uncertain. Quantification 11(2): 616-645 (2023) - [j48]Mohamed Maama, Ajay Jasra, Hernando C. Ombao:
Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion. Stat. Comput. 33(1): 19 (2023) - [j47]Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra:
Unbiased Estimation Using Underdamped Langevin Dynamics. SIAM J. Sci. Comput. 45(3): 3047-3070 (2023) - [i24]Ajay Jasra, Mohamed Maama, Hernando Ombao:
Antithetic Multilevel Particle Filters. CoRR abs/2301.12371 (2023) - [i23]Ajay Jasra, Mohamed Maama, Hernando Ombao:
An Improved Unbiased Particle Filter. CoRR abs/2302.09978 (2023) - [i22]Elsiddig Awadelkarim, Ajay Jasra, Hamza M. Ruzayqat:
Unbiased Parameter Estimation for Partially Observed Diffusions. CoRR abs/2309.10589 (2023) - [i21]Pierre Del Moral, Shulan Hu, Ajay Jasra, Hamza M. Ruzayqat, Xinyu Wang:
Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods. CoRR abs/2309.13557 (2023) - [i20]Miguel Alvarez, Ajay Jasra, Hamza M. Ruzayqat:
Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes. CoRR abs/2311.09875 (2023) - 2022
- [j46]Ajay Jasra, Jeremy Heng, Yaxian Xu, Adrian N. Bishop:
A multilevel approach for stochastic nonlinear optimal control. Int. J. Control 95(5): 1290-1304 (2022) - [j45]Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris:
Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling. J. Sci. Comput. 93(2): 62 (2022) - [j44]Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas:
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA J. Uncertain. Quantification 10(1): 1130-1161 (2022) - [j43]Neil K. Chada, Ajay Jasra, Fangyuan Yu:
Multilevel Ensemble Kalman-Bucy Filters. SIAM/ASA J. Uncertain. Quantification 10(2): 584-618 (2022) - [j42]Marco Ballesio, Ajay Jasra:
Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. Monte Carlo Methods Appl. 28(1): 61-83 (2022) - [j41]Willem van den Boom, Ajay Jasra, Maria De Iorio, Alexandros Beskos, Johan Gunnar Eriksson:
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Stat. Comput. 32(3): 36 (2022) - [j40]Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra:
Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters. Stat. Comput. 32(3): 38 (2022) - [j39]Daniel Paulin, Ajay Jasra, Alexandros Beskos, Dan Crisan:
A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Stat. Comput. 32(4): 65 (2022) - [i19]Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas:
Unbiased Estimation using a Class of Diffusion Processes. CoRR abs/2203.03013 (2022) - [i18]Kody J. H. Law, Neil Walton, Shangda Yang, Ajay Jasra:
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems. CoRR abs/2203.05351 (2022) - [i17]Neil K. Chada, Ajay Jasra, Kody J. H. Law, Sumeetpal S. Singh:
Multilevel Bayesian Deep Neural Networks. CoRR abs/2203.12961 (2022) - [i16]Miguel Alvarez, Neil K. Chada, Ajay Jasra:
Unbiased Estimation of the Vanilla and Deterministic Ensemble Kalman-Bucy Filters. CoRR abs/2208.03947 (2022) - [i15]Mohamed Maama, Ajay Jasra, Hernando Ombao:
Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion. CoRR abs/2211.00296 (2022) - 2021
- [j38]Neil K. Chada, Jordan Franks, Ajay Jasra, Kody J. H. Law, Matti Vihola:
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions. SIAM/ASA J. Uncertain. Quantification 9(2): 763-787 (2021) - [j37]Ajay Jasra, Kody J. H. Law, Lu Deng:
Unbiased estimation of the gradient of the log-likelihood in inverse problems. Stat. Comput. 31(3): 21 (2021) - [j36]Jeremie Houssineau, Jiajie Zeng, Ajay Jasra:
Uncertainty modelling and computational aspects of data association. Stat. Comput. 31(5): 59 (2021) - [j35]Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat:
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM J. Sci. Comput. 43(4): A2555-A2580 (2021) - [c3]Ajay Jasra, Kody J. H. Law, Alexander Tarakanov, Fangyuan Yu:
Randomized Multilevel Monte Carlo for Embarrassingly Parallel Inference. SMC 2021: 3-21 - [i14]Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov:
On Unbiased Estimation for Discretized Models. CoRR abs/2102.12230 (2021) - [i13]Marco Ballesio, Ajay Jasra:
Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models. CoRR abs/2105.11522 (2021) - [i12]Ajay Jasra, Kody J. H. Law, Fangyuan Yu:
Randomized multilevel Monte Carlo for embarrassingly parallel inference. CoRR abs/2107.01913 (2021) - [i11]Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris:
Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling. CoRR abs/2108.00794 (2021) - [i10]Hamza M. Ruzayqat, Neil K. Chada, Ajay Jasra:
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter. CoRR abs/2108.03935 (2021) - [i9]Neil K. Chada, Ajay Jasra, Fangyuan Yu:
Unbiased Estimation of the Hessian for Partially Observed Diffusions. CoRR abs/2109.02371 (2021) - [i8]Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas:
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models. CoRR abs/2110.00884 (2021) - [i7]Hamza M. Ruzayqat, Ajay Jasra:
Unbiased Parameter Inference for a Class of Partially Observed Lévy-Process Models. CoRR abs/2112.13874 (2021) - 2020
- [j34]Hamza M. Ruzayqat, Ajay Jasra:
Unbiased estimation of the solution to Zakai's equation. Monte Carlo Methods Appl. 26(2): 113-129 (2020) - [j33]Ajay Jasra, Fangyuan Yu, Jeremy Heng:
Multilevel particle filters for the non-linear filtering problem in continuous time. Stat. Comput. 30(5): 1381-1402 (2020) - [i6]Hamza M. Ruzayqat, Ajay Jasra:
Unbiased Estimation of the Solution to Zakai's Equation. CoRR abs/2002.01270 (2020) - [i5]Ajay Jasra, Kody J. H. Law, Fangyuan Yu:
Unbiased Filtering of a Class of Partially Observed Diffusions. CoRR abs/2002.03747 (2020) - [i4]Marco Ballesio, Ajay Jasra, Erik von Schwerin, Raúl Tempone:
A Wasserstein Coupled Particle Filter for Multilevel Estimation. CoRR abs/2004.03981 (2020) - [i3]Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat:
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. CoRR abs/2008.07803 (2020) - [i2]Neil K. Chada, Ajay Jasra, Fangyuan Yu:
Multilevel Ensemble Kalman-Bucy Filters. CoRR abs/2011.04342 (2020)
2010 – 2019
- 2019
- [j32]Daniel Paulin, Ajay Jasra, Dan Crisan, Alexandros Beskos:
Optimization Based Methods for Partially Observed Chaotic Systems. Found. Comput. Math. 19(3): 485-559 (2019) - [j31]Ajay Jasra, Kody J. H. Law, Prince Peprah Osei:
Multilevel particle filters for Lévy-driven stochastic differential equations. Stat. Comput. 29(4): 775-789 (2019) - [j30]Ajay Jasra, Kody J. H. Law, Prince Peprah Osei:
Correction to: Multilevel particle filters for Lévy-driven stochastic differential equations. Stat. Comput. 29(4): 851 (2019) - [j29]Jeremie Houssineau, Sumeetpal S. Singh, Ajay Jasra:
Identification of MultiObject Dynamical Systems: Consistency and Fisher Information. SIAM J. Control. Optim. 57(4): 2603-2627 (2019) - [j28]Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh:
On Large Lag Smoothing for Hidden Markov Models. SIAM J. Numer. Anal. 57(6): 2812-2828 (2019) - [i1]Ajay Jasra, Fangyuan Yu, Jeremy Heng:
Multilevel Particle Filters for the Non-Linear Filtering Problem in Continuous Time. CoRR abs/1907.06328 (2019) - 2018
- [j27]Alexandros Beskos, Ajay Jasra, Kody J. H. Law, Youssef M. Marzouk, Yan Zhou:
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals. SIAM/ASA J. Uncertain. Quantification 6(2): 762-786 (2018) - [j26]Ajay Jasra, Kengo Kamatani, Prince Peprah Osei, Yan Zhou:
Multilevel particle filters: normalizing constant estimation. Stat. Comput. 28(1): 47-60 (2018) - [j25]Deborshee Sen, Alexandre H. Thiéry, Ajay Jasra:
On coupling particle filter trajectories. Stat. Comput. 28(2): 461-475 (2018) - [j24]Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou:
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo. SIAM J. Sci. Comput. 40(2) (2018) - [j23]Francesc Pons Llopis, Nikolas Kantas, Alexandros Beskos, Ajay Jasra:
Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise. SIAM J. Sci. Comput. 40(3) (2018) - [j22]Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh:
Multilevel Monte Carlo for Smoothing via Transport Methods. SIAM J. Sci. Comput. 40(4): A2315-A2335 (2018) - 2017
- [j21]Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou:
Multilevel Particle Filters. SIAM J. Numer. Anal. 55(6): 3068-3096 (2017) - [j20]Pierre Del Moral, Ajay Jasra, Kody J. H. Law, Yan Zhou:
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants. ACM Trans. Model. Comput. Simul. 27(3): 20 (2017) - 2016
- [j19]Junshan Wang, Ajay Jasra:
Monte Carlo algorithms for computing α-permanents. Stat. Comput. 26(1-2): 231-248 (2016) - [j18]Linda S. L. Tan, Victor M. H. Ong, David J. Nott, Ajay Jasra:
Variational inference for sparse spectrum Gaussian process regression. Stat. Comput. 26(6): 1243-1261 (2016) - 2015
- [j17]Shun Wang, Tiange Shi, Lixian Zhang, Ajay Jasra, Ming Zeng:
Extended finite-time H∞ control for uncertain switched linear neutral systems with time-varying delays. Neurocomputing 152: 377-387 (2015) - [j16]Ajay Jasra:
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions. J. Appl. Probab. 52(2): 339-359 (2015) - [j15]Adam Persing, Ajay Jasra, Alexandros Beskos, David J. Balding, Maria De Iorio:
A Simulation Approach for Change-Points on Phylogenetic Trees. J. Comput. Biol. 22(1): 10-24 (2015) - [j14]Ajay Jasra, Adam Persing, Alexandros Beskos, Kari Heine, Maria De Iorio:
Bayesian Inference for Duplication-Mutation with Complementarity Network Models. J. Comput. Biol. 22(11): 1025-1033 (2015) - [j13]Alexandros Beskos, Ajay Jasra, Ege A. Muzaffer, Andrew M. Stuart:
Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Stat. Comput. 25(4): 727-737 (2015) - 2014
- [j12]Alberto Cozzini, Ajay Jasra, Giovanni Montana, Adam Persing:
A Bayesian mixture of lasso regressions with t-errors. Comput. Stat. Data Anal. 77: 84-97 (2014) - [j11]Junshan Wang, Ajay Jasra, Maria De Iorio:
Computational Methods for a Class of Network Models. J. Comput. Biol. 21(2): 141-161 (2014) - [j10]Nikolas Kantas, Alexandros Beskos, Ajay Jasra:
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier-Stokes Equations. SIAM/ASA J. Uncertain. Quantification 2(1): 464-489 (2014) - [j9]Ajay Jasra, Nikolas Kantas, Adam Persing:
Bayesian parameter inference for partially observed stopped processes. Stat. Comput. 24(1): 1-20 (2014) - [j8]Ajay Jasra, Nikolas Kantas, Elena Ehrlich:
Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods. ACM Trans. Model. Comput. Simul. 24(3): 13:1-13:25 (2014) - 2013
- [j7]Alberto Cozzini, Ajay Jasra, Giovanni Montana:
Model-Based Clustering with gene Ranking using penalized Mixtures of heavy-tailed Distributions. J. Bioinform. Comput. Biol. 11(3) (2013) - 2012
- [j6]Pierre Del Moral, Arnaud Doucet, Ajay Jasra:
An adaptive sequential Monte Carlo method for approximate Bayesian computation. Stat. Comput. 22(5): 1009-1020 (2012) - [j5]Ajay Jasra, Sumeetpal S. Singh, James S. Martin, Emma J. McCoy:
Filtering via approximate Bayesian computation. Stat. Comput. 22(6): 1223-1237 (2012) - 2011
- [j4]Ajay Jasra, Christopher C. Holmes:
Stochastic boosting algorithms. Stat. Comput. 21(3): 335-347 (2011)
2000 – 2009
- 2009
- [j3]Tao Pei, Ajay Jasra, David J. Hand, A-Xing Zhu, Chenghu Zhou:
DECODE: a new method for discovering clusters of different densities in spatial data. Data Min. Knowl. Discov. 18(3): 337-369 (2009) - 2008
- [j2]Ajay Jasra, Arnaud Doucet, David A. Stephens, Christopher C. Holmes:
Interacting sequential Monte Carlo samplers for trans-dimensional simulation. Comput. Stat. Data Anal. 52(4): 1765-1791 (2008) - 2007
- [j1]Ajay Jasra, David A. Stephens, Christopher C. Holmes:
On population-based simulation for static inference. Stat. Comput. 17(3): 263-279 (2007) - [c2]Matt Hoffman, Arnaud Doucet, Nando de Freitas, Ajay Jasra:
Bayesian Policy Learning with Trans-Dimensional MCMC. NIPS 2007: 665-672 - 2006
- [c1]Arnaud Doucet, Luis Montesano, Ajay Jasra:
Optimal Filtering For Partially Observed Point Processes Using Trans-Dimensional Sequential Monte Carlo. ICASSP (5) 2006: 597-600
Coauthor Index
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