6 papers
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…
Particle Filtering for a Class of State-Space Models with Low and Degenerate Observational Noise
Abylay Zhumekenov, Alexandros Beskos, Dan Crisan +2
We consider the discrete-time filtering problem in scenarios where the observation noise is low or degenerate. We focus on the case where the observation equation is a linear funct…
Sequential Markov Chain Monte Carlo for Filtering of State-Space Models with Low or Degenerate Observation Noise
Abylay Zhumekenov, Alexandros Beskos, Dan Crisan +2
We consider the discrete-time filtering problem in scenarios where the observation noise is degenerate or low. More precisely, one is given access to a discrete time observation se…
Asymptotic Variance in the Central Limit Theorem for Multilevel Markovian Stochastic Approximation
Ajay Jasra, Abylay Zhumekenov
In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associ…
Parallel Selected Inversion for Space-Time Gaussian Markov Random Fields
Abylay Zhumekenov, Elias T. Krainski, Håvard Rue
Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating…
Fourier Neural Networks: A Comparative Study
Abylay Zhumekenov, Malika Uteuliyeva, Olzhas Kabdolov +3
We review neural network architectures which were motivated by Fourier series and integrals and which are referred to as Fourier neural networks. These networks are empirically eva…