181 citations · 755 across the 107 of their papers we have counts for
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Graph of Graphs: From Nodes to Supernodes in Graphical Models
Maria De Iorio, Willem van den Boom, Alexandros Beskos +2
High-dimensional data analysis typically focuses on low-dimensional structure, often to aid interpretation and computational efficiency. Graphical models provide a powerful methodo…
Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations
Hamza Ruzayqat, Alexandros Beskos, Dan Crisan +2
We consider a class of high-dimensional spatial filtering problems, where the spatial locations of observations are unknown and driven by the partially observed hidden signal. This…
Unbiased Estimation of the Vanilla and Deterministic Ensemble Kalman-Bucy Filters
Miguel Alvarez, Neil K. Chada, Ajay Jasra
In this article we consider the development of an unbiased estimator for the ensemble Kalman--Bucy filter (EnKBF). The EnKBF is a continuous-time filtering methodology which can be…
Unbiased Estimation of the Hessian for Partially Observed Diffusions
Neil K. Chada, Ajay Jasra, Fangyuan Yu
In this article we consider the development of unbiased estimators of the Hessian, of the log-likelihood function with respect to parameters, for partially observed diffusion proce…
On Unbiased Score Estimation for Partially Observed Diffusions
Jeremy Heng, Jeremie Houssineau, Ajay Jasra
We consider the problem of statistical inference for a class of partially-observed diffusion processes, with discretely-observed data and finite-dimensional parameters. We construc…
Unbiased Estimation of the Gradient of the Log-Likelihood in Inverse Problems
Ajay Jasra, Kody J. H. Law, Deng Lu
We consider the problem of estimating a parameter associated to a Bayesian inverse problem. Treating the unknown initial condition as a nuisance parameter, typically one must resor…