Ajay Jasra received his Ph.D. degree in statistics from Imperial College London in 2005. Since 2011 he has been a tenured associate professor at the Department of Statistics and Applied Probability at the National University of Singapore (NUS). Between 2005-2008 he has held various post-doctoral positions at the University of Oxford, the University of Cambridge and the Institute of Statistical Mathematics in Tokyo. He was also Chapman Fellow of Mathematics at Imperial College London in that period. Between 2008-2011 he was assistant professor, with tenure, at Imperial College London.

Dr. Jasra has over 103 publications in the eld of computational statistics and applied probability, receiving over 6000 citations. He has advised over 15 Ph.D. and Post-doctoral researchers, both at NUS and Imperial College London. His core work is on the methodology and theory of particle filters and Markov chain Monte Carlo. He has worked on numerous applications, including computational biology, target tracking, nance, economics and control engineering. He has also interacted with various industries, most notably hedge funds in the city of London.

Research Interests

​​Professor Jasra's research interests are in the development, analysis, and application of Monte Carlo algorithms for problems in Bayesian Statistics, uncertainty quantification and computational finance. He has several interests in applied probability, including Markov chains and interacting particle systems. He has also worked on stochastic control problems and filtering (data assimilation). 

Professional Profile

• Professor, King Abdullah University of Science and Technology (KAUST), KSA, Jul 2019 - Present
• Associate Professor, National University of Singapore (NUS), Singapore, Dec 2011 - Jul 2019
• Assistant Professor, Imperial College London, UK, Sep 2008 - Dec 2011
• Lecturer, Institute of Statistical Mathematics, Japan, Mar 2008 - Sep 2008
• Chapman Fellow of Mathematics, Imperial College London, Sep 2006 - Mar 2008
• Postdoctoral Research Associate, University of Cambridge, Feb 2006 - Sep 2006
• Postdoctoral Research Associate, University of Oxford, Nov 2005 - Feb 2006

Why KAUST? 

This [KAUST] is a unique challenge, where one can do very good research, but at the same time, one must be mindful of the practical applications. The second [reason for joining] is the generous research funding, and the associated environment that KAUST provides. I had visited the campus five times previously up until my appointment, and the dynamic environment I found on campus was one that I had not experienced for some years.

This is a place where people really do care about what you are doing, and one can interact with world-class researchers whom are often available. This makes the experience of coming to work more enjoyable (than it had been for a long time).