5 citations · 5 across the 10 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
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…