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All published works
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Title
Year
Authors
+
PDF
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Sequential Monte Carlo optimization and statistical inference
2022
Jin‐Chuan Duan
Shuping Li
Yaxian Xu
+
PDF
Chat
Markov chain simulation for multilevel Monte Carlo
2021
Ajay Jasra
Kody J. H. Law
Yaxian Xu
+
PDF
Chat
A multilevel approach for stochastic nonlinear optimal control
2020
Ajay Jasra
Jeremy Heng
Yaxian Xu
Adrian N. Bishop
+
PDF
Chat
MULTI-INDEX SEQUENTIAL MONTE CARLO METHODS FOR PARTIALLY OBSERVED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
2020
Ajay Jasra
Kody J. H. Law
Yaxian Xu
+
A Multilevel Approach for Stochastic Nonlinear Optimal Control
2019
Ajay Jasra
Jeremy Heng
Yaxian Xu
Adrian N. Bishop
+
A Multilevel Approach for Stochastic Nonlinear Optimal Control
2019
Ajay Jasra
Jeremy Heng
Yaxian Xu
Adrian N. Bishop
+
A method for high-dimensional smoothing
2018
Yaxian Xu
Ajay Jasra
+
Multi-Index Sequential Monte Carlo Methods for partially observed Stochastic Partial Differential Equations
2018
Yaxian Xu
Ajay Jasra
Kody J. H. Law
+
Markov chain Simulation for Multilevel Monte Carlo
2018
Ajay Jasra
Kody J. H. Law
Yaxian Xu
Common Coauthors
Coauthor
Papers Together
Ajay Jasra
8
Kody J. H. Law
4
Jeremy Heng
3
Adrian N. Bishop
3
Jin‐Chuan Duan
1
Shuping Li
1
Commonly Cited References
Action
Title
Year
Authors
# of times referenced
+
PDF
Chat
Multilevel Particle Filters
2017
Ajay Jasra
Kengo Kamatani
Kody J. H. Law
Yan Zhou
5
+
PDF
Chat
Multilevel Monte Carlo Path Simulation
2008
Michael B. Giles
5
+
PDF
Chat
Multilevel Monte Carlo methods
2015
Michael B. Giles
5
+
PDF
Chat
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo
2018
Ajay Jasra
Kengo Kamatani
Kody J. H. Law
Yan Zhou
5
+
PDF
Chat
Multilevel Monte Carlo Methods
2001
Stefan Heinrich
5
+
PDF
Chat
Particle Markov Chain Monte Carlo Methods
2010
Christophe Andrieu
Arnaud Doucet
Roman Holenstein
5
+
PDF
Chat
Inverse problems: A Bayesian perspective
2010
Andrew M. Stuart
4
+
PDF
Chat
SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
2012
Nicolás Chopin
Pierre Jacob
Omiros Papaspiliopoulos
4
+
Multilevel sequential Monte Carlo samplers
2016
Alexandros Beskos
Ajay Jasra
Kody J. H. Law
Raúl Tempone
Yan Zhou
3
+
PDF
Chat
A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD
2018
Ajay Jasra
Kengo Kamatani
Kody J. H. Law
Yan Zhou
3
+
On Particle Methods for Parameter Estimation in State-Space Models
2015
Nikolas Kantas
Arnaud Doucet
Sumeetpal S. Singh
J.M. Maciejowski
Nicolás Chopin
3
+
Unbiased inference for discretely observed hidden Markov model diffusions
2018
Neil K. Chada
Jordan Franks
Ajay Jasra
Kody J. H. Law
Matti Vihola
3
+
PDF
Chat
Multi-index Monte Carlo: when sparsity meets sampling
2015
Abdul-Lateef Haji-Ali
Fabio Nobile
Raúl Tempone
3
+
PDF
Chat
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
2015
Arnaud Doucet
M. Pitt
George Deligiannidis
Robert Kohn
2
+
PDF
Chat
Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering
2000
Pierre Del Moral
Laurent Miclo
2
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PDF
Chat
Path integral control and state-dependent feedback
2015
Sep Thijssen
Hilbert J. Kappen
2
+
PDF
Chat
Evaluating Data Assimilation Algorithms
2012
Kody J. H. Law
Andrew M. Stuart
2
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Spectral Methods for Time-Dependent Problems
2007
Jan S. Hesthaven
Sigal Gottlieb
David Gottlieb
2
+
PDF
Chat
Iterated random functions
2017
Persi Diaconis
David A. Freedman
2
+
PDF
Chat
Learning effective state-feedback controllers through efficient multilevel importance samplers
2018
S. A. Menchón
Hilbert J. Kappen
2
+
PDF
Chat
Linear Theory for Control of Nonlinear Stochastic Systems
2005
Hilbert J. Kappen
2
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SIVR epidemic model with stochastic perturbation
2012
Elisabetta Tornatore
Pasquale Vetro
Stefania Maria Buccellato
2
+
Control of a Solution of a Stochastic Integral Equation
1972
Н. В. Крылов
2
+
PDF
Chat
Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise
2018
Francesc Pons Llopis
Nikolas Kantas
Alexandros Beskos
Ajay Jasra
2
+
Combined Parameter and State Estimation in Simulation-Based Filtering
2001
Jane Liu
West Mike
2
+
PDF
Chat
Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation
2017
Francesco Bertoli
Adrian N. Bishop
2
+
PDF
Chat
Particle Smoothing for Hidden Diffusion Processes: Adaptive Path Integral Smoother
2017
Hans-Christian Ruiz Euler
Hilbert J. Kappen
2
+
PDF
Chat
Adaptive Importance Sampling for Control and Inference
2016
Hilbert J. Kappen
H. C. Ruiz
2
+
PDF
Chat
Advanced Multilevel Monte Carlo Methods
2020
Ajay Jasra
Kody J. H. Law
Carina Suciu
2
+
PDF
Chat
Optimal control as a graphical model inference problem
2012
Hilbert J. Kappen
Vicenç Gómez
Manfred Opper
2
+
PDF
Chat
Particle methods for maximum likelihood estimation in latent variable models
2007
Adam M. Johansen
Arnaud Doucet
Manuel Davy
1
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Kendall's Advanced Theory of Statistics, 2: Classical Inference and Relationship.
1993
N. Keiding
A. Stuart
J. K. Ord
1
+
PDF
Chat
Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models
2017
Axel Finke
Sumeetpal S. Singh
1
+
PDF
Chat
Controlled Diffusion Processes
1980
Н. В. Крылов
1
+
Multilevel ensemble Kalman filtering for spatially extended models
2016
Alexey Chernov
Haakon Hoel
Kody J. H. Law
Fabio Nobile
Raúl Tempone
1
+
PDF
Chat
Path integral guided policy search
2017
Yevgen Chebotar
Mrinal Kalakrishnan
Ali Abdullah Yahya
Adrian Li
Stefan Schaal
Sergey Levine
1
+
PDF
Chat
A stable particle filter for a class of high-dimensional state-space models
2017
Alexandros Beskos
Dan Crisan
Ajay Jasra
Kengo Kamatani
Yan Zhou
1
+
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
2018
Alexandros Beskos
Ajay Jasra
Kody J. H. Law
Youssef Marzouk
Yan Zhou
1
+
Inference via low-dimensional couplings
2017
Alessio Spantini
Daniele Bigoni
Youssef Marzouk
1
+
PDF
Chat
Dynamics of Drug Resistance: Optimal Control of an Infectious Disease
2019
Naveed Chehrazi
Lauren E. Cipriano
Eva A. Enns
1
+
PDF
Chat
‘Unbiased Hamiltonian Monte Carlo with couplings’
2020
Jeremy Heng
Pierre Jacob
1
+
Stochastic Differential Equations: Theory and Applications.
1976
P. Whittle
Ludwig Arnold
1
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Regularized Multiple Regression Methods to Deal with Severe Multicollinearity
2018
Netti Herawati
Khoirin Nisa
Eri Setiawan
Nusyirwan Nusyirwan
Tiryono Tiryono
1
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A method for high-dimensional smoothing
2018
Yaxian Xu
Ajay Jasra
1
+
Variable Selection with Big Data based on Zero Norm and via Sequential Monte Carlo
2019
Jin‐Chuan Duan
1
+
A Multi-Index Markov Chain Monte Carlo Method
2017
Ajay Jasra
Kengo Kamatani
Kody J. H. Law
Yan Zhou
1
+
Nested Sequential Monte Carlo Methods
2015
Christian A. Naesseth
Fredrik Lindsten
Thomas B. Schön
1
+
Toward practical N 2 Monte Carlo: the marginal particle filter
2005
Mike Klaas
Nando de Freitas
Arnaud Doucet
1
+
PDF
Chat
The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method
2017
Alexandre Bouchard‐Côté
Sebastian J. Vollmer
Arnaud Doucet
1
+
PDF
Chat
Unbiased Hamiltonian Monte Carlo with couplings
2018
Jeremy Heng
Pierre Jacob
1