4 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…
Parameter Estimation for Partially Observed Time-Changed SDEs
Ke Zhao, Ajay Jasra
In this paper we consider the parameter estimation problem associated to partially-observed time changed SDEs, with observations that are given at discrete times. In particular we…
Unbiased Gradients for a Class of Conditional Stochastic Optimization Problems
Miguel Alvarez, Ajay Jasra
In this paper we consider the conditional stochastic optimization (CSO) problem. This consists of optimizing a function which can be written as the expectation of a function which…
Martingale Posteriors for Discretely Observed Diffusions
Jingning Yao, Ajay Jasra, Sheng Jiang
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that…