5 citations · 5 across the 10 of their papers we have counts for
10 papers
Score-Based Martingale Posteriors for Deep Neural Networks
Abylay Zhumekenov, Ajay Jasra, Mohamed Maama +1
In this paper we investigate the efficacy of the score-based martingale posteriors (SMP) (Cui & Walker, 2025; Fong et al., 2023) in the context of modern and large-scale machine le…
Unbiased Parameter Estimation for Bayesian Inverse Problems
Neil K. Chada, Ajay Jasra, Mohamed Maama +1
In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such esti…
Parameter Estimation for Partially Observed McKean-Vlasov Diffusions
Ajay Jasra, Mohamed Maama, Raul Tempone
In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observation…
Modeling of Measurement Error in Financial Returns Data
Ajay Jasra, Mohamed Maama, Aleksandar Mijatović
In this paper we consider the modeling of measurement error for fund returns data. In particular, given access to a time-series of discretely observed log-returns and the associate…
Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications
Yuga Iguchi, Ajay Jasra, Mohamed Maama +1
We present a new antithetic multilevel Monte Carlo (MLMC) method for the estimation of expectations with respect to laws of diffusion processes that can be elliptic or hypo-ellipti…
Multilevel Monte Carlo for a class of Partially Observed Processes in Neuroscience
Mohamed Maama, Ajay Jasra, Kengo Kamatani
In this paper we consider Bayesian parameter inference associated to a class of partially observed stochastic differential equations (SDE) driven by jump processes. Such type of mo…
Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes
Ajay Jasra, Kengo Kamatani, Mohamed Maama
In this paper we consider the filtering of a class of partially observed piecewise deterministic Markov processes (PDMPs). In particular, we assume that an ordinary differential eq…
An Improved Unbiased Particle Filter
Ajay Jasra, Mohamed Maama, Hernando Ombao
In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical rea…
Antithetic Multilevel Particle Filters
Ajay Jasra, Mohamed Maama, Hernando Ombao
In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. This is a challenging problem whi…
Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion
Mohamed Maama, Ajay Jasra, Hernando Ombao
In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden proce…