Preprints

These are all submitted (or about to be) preprints.

(2021) Ruzayqat, H., Er-Raiy, A., Beskos, A., Crisan, D., Jasra, A., and Kantas, N. A Lagged Particle Filter for Stable Filtering of certain High-Dimensional SSMs.

(2021) Chada, N., Jasra, A., & Yu, F. Unbiased hessians for diffusions.

(2021) Ruzayqat, H., Chada, N. & Jasra, A. ML estimation of normalizing constants using the EnKBF.

(2021) Chada, N., Hoel, H., Jasra, A. & Zouraris, G. Improved MLMC for SPDEs.

(2021) Heng, J., Houssineau, J. & Jasra A. Unbiased gradients for diffusions.

(2021) Ballesio, M. & Jasra, A. Unbiased gradients in cts time.

(2021) Van Den Boom, W., Jasra, A., De Iorio, M., Beskos, A., & Eriksson J. G., Unbiased approximations of posteriors.

(2021) Heng, J., Jasra, A., Law KJH & Tarakanov, A. On unbiased estimation for discretized models.

(2021) Crisan, D., Del Moral, P., Jasra A., & Ruzayqat, H. Log-normalizing constants via the EnKBF.

(2021) Paulin, D., Jasra, A., Crisan, D. & Beskos, A., 4d VAR for shallow water eqns. (Revision of an older 2017 paper).

(2020) Chada, N., Jasra, A., & Yu, F. ML ensemble Kalman-Bucy filters.

(2020) Ballesio, M., Jasra, A., von Schwerin, E. & Tempone, R. Wasserstein coupled PF for ML.