362 citations · 470 across the 35 of their papers we have counts for
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Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations
Nikolas Kantas, Alexandros Beskos, Ajay Jasra
We consider the inverse problem of estimating the initial condition of a partial differential equation, which is only observed through noisy measurements at discrete time intervals…
On the Convergence of Adaptive Sequential Monte Carlo Methods
Alexandros Beskos, Ajay Jasra, Nikolas Kantas +1
In several implementations of Sequential Monte Carlo (SMC) methods it is natural, and important in terms of algorithmic efficiency, to exploit the information of the history of the…
Approximate Inference for Observation Driven Time Series Models with Intractable Likelihoods
Ajay Jasra, Nikolas Kantas, Elena Ehrlich
In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applica…