Ajay Jasra
Ajay Jasra
Professor of Applied Mathematics, KAUST
Verified email at kaust.edu.sa - Homepage
Title
Cited by
Cited by
Year
Sequential monte carlo samplers
P Del Moral, A Doucet, A Jasra
Journal of the Royal Statistical Society: Series B (Statistical Methodologyá…, 2006
17072006
Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
A Jasra, CC Holmes, DA Stephens
Statistical Science, 50-67, 2005
7712005
An adaptive sequential Monte Carlo method for approximate Bayesian computation
P Del Moral, A Doucet, A Jasra
Statistics and computing 22 (5), 1009-1020, 2012
4962012
On population-based simulation for static inference
A Jasra, DA Stephens, CC Holmes
Statistics and Computing 17 (3), 263-279, 2007
2282007
On adaptive resampling strategies for sequential Monte Carlo methods
P Del Moral, A Doucet, A Jasra
Bernoulli 18 (1), 252-278, 2012
2002012
On the stability of sequential Monte Carlo methods in high dimensions
A Beskos, D Crisan, A Jasra
The Annals of Applied Probability 24 (4), 1396-1445, 2014
1682014
Inference for LÚvy‐driven stochastic volatility models via adaptive sequential Monte Carlo
A Jasra, DA Stephens, A Doucet, T Tsagaris
Scandinavian Journal of Statistics 38 (1), 1-22, 2011
1362011
Sequential monte carlo for bayesian computation
P Del Moral, A Doucet, A Jasra
Bayesian statistics 8 (1), 34, 2007
1282007
Population-based reversible jump Markov chain Monte Carlo
A Jasra, DA Stephens, CC Holmes
Biometrika 94 (4), 787-807, 2007
1162007
Robust finite-time control of switched linear systems and application to a class of servomechanism systems
L Zhang, S Wang, HR Karimi, A Jasra
IEEE/ASME Transactions on Mechatronics 20 (5), 2476-2485, 2015
1092015
Filtering via approximate Bayesian computation
A Jasra, SS Singh, JS Martin, E McCoy
Statistics and Computing 22 (6), 1223-1237, 2012
1082012
Parameter estimation for hidden Markov models with intractable likelihoods
TA Dean, SS Singh, A Jasra, GW Peters
Scandinavian Journal of Statistics 41 (4), 970-987, 2014
1012014
Sequential Monte Carlo methods for high-dimensional inverse problems: A case study for the Navier--Stokes equations
N Kantas, A Beskos, A Jasra
SIAM/ASA Journal on Uncertainty Quantification 2 (1), 464-489, 2014
942014
Multilevel sequential monte carlo samplers
A Beskos, A Jasra, K Law, R Tempone, Y Zhou
Stochastic Processes and their Applications 127 (5), 1417-1440, 2017
912017
On the convergence of adaptive sequential Monte Carlo methods
A Beskos, A Jasra, N Kantas, A Thiery
The Annals of Applied Probability 26 (2), 1111-1146, 2016
852016
DECODE: a new method for discovering clusters of different densities in spatial data
T Pei, A Jasra, DJ Hand, AX Zhu, C Zhou
Data Mining and Knowledge Discovery 18 (3), 337-369, 2009
822009
A stable particle filter for a class of high-dimensional state-space models
A Beskos, D Crisan, A Jasra, K Kamatani, Y Zhou
Advances in Applied Probability 49 (1), 24-48, 2017
81*2017
Multilevel particle filters
A Jasra, K Kamatani, KJH Law, Y Zhou
SIAM Journal on Numerical Analysis 55 (6), 3068-3096, 2017
652017
Sequential Monte Carlo methods for Bayesian elliptic inverse problems
A Beskos, A Jasra, EA Muzaffer, AM Stuart
Statistics and Computing 25 (4), 727-737, 2015
622015
Interacting sequential Monte Carlo samplers for trans-dimensional simulation
A Jasra, A Doucet, DA Stephens, CC Holmes
Computational Statistics & Data Analysis 52 (4), 1765-1791, 2008
572008
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Articles 1–20