3 papers
stat.CO2026
On Sequential Entropic Optimal Transport Filter and its Multilevel Variants
Ke Zhao, Ajay Jasra
We consider the problem of filtering partially observed diffusions associated to discrete time observations. This problem requires the development of advanced numerical methods suc…
math.ST2026
On Bridging Mixture Distributions
Pierre Del Moral, Ajay Jasra, Ke Zhao
The construction and the stability of bridges between mixture probability measures are investigated. Given a collection of Markov transitions bridging the components of two mixture…
math.NA2026
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…