1 citations · 1 across the 2 of their papers we have counts for
3 papers
stat.ML2021
Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models
Marco Ballesio, Ajay Jasra
In this paper, we consider static parameter estimation for a class of continuous-time state-space models. Our goal is to obtain an unbiased estimate of the gradient of the log-like…
math.NA2020★ 1 cited
A Wasserstein Coupled Particle Filter for Multilevel Estimation
Marco Ballesio, Ajay Jasra, Erik von Schwerin +1
In this paper, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must res…
math.NA2018
Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty
Marco Ballesio, Joakim Beck, Anamika Pandey +3
We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce…