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