181 citations · 755 across the 107 of their papers we have counts for
4 papers · 2 filters
Sequential Monte Carlo Methods for Bayesian Elliptic Inverse Problems
Alex Beskos, Ajay Jasra, Ege Muzaffer +1
In this article we consider a Bayesian inverse problem associated to elliptic partial differential equations (PDEs) in two and three dimensions. This class of inverse problems is i…
A Stable Particle Filter in High-Dimensions
Alex Beskos, Dan Crisan, Ajay Jasra +2
We consider the numerical approximation of the filtering problem in high dimensions, that is, when the hidden state lies in with large. For low dimensional probl…
A simulation approach for change-points on phylogenetic trees
Adam Persing, Ajay Jasra, Alexandros Beskos +2
We observe sequences at each of sites, and assume that they have evolved from an ancestral sequence that forms the root of a binary tree of known topology and branch length…
Approximate Bayesian Computation for a Class of Time Series Models
Ajay Jasra
In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods…