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math.NA2026
Whittle-Matérn Fields with Variable Smoothness
Hamza Ruzayqat, Wenyu Lei, David Bolin +2
We introduce and analyze a nonlocal generalization of Whittle--Matérn Gaussian fields in which the smoothness parameter varies in space through the fractional order, $s=s(x)\in[\un…
math.NA2021
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter
Hamza Ruzayqat, Neil K. Chada, Ajay Jasra
In this article we consider the application of multilevel Monte Carlo, for the estimation of normalizing constants. In particular we will make use of the filtering algorithm, the e…
math.NA2020
Unbiased Estimation of the Solution to Zakai's Equation
Hamza M. Ruzayqat, Ajay Jasra
In the following article we consider the non-linear filtering problem in continuous-time and in particular the solution to Zakai's equation or the normalizing constant. We develop…