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Unbiased inference for discretely observed hidden Markov model diffusions
26 July 2018
Neil K. Chada
Jordan Franks
Ajay Jasra
K. Law
M. Vihola
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Papers citing
"Unbiased inference for discretely observed hidden Markov model diffusions"
20 / 20 papers shown
Title
Modeling of Measurement Error in Financial Returns Data
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Unbiased least squares regression via averaged stochastic gradient descent
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26 Jun 2024
Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes
Miguel Alvarez
Ajay Jasra
Hamza Ruzayqat
53
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16 Nov 2023
Bayesian Parameter Inference for Partially Observed Stochastic Volterra Equations
Ajay Jasra
Hamza Ruzayqat
Amin Wu
62
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04 Oct 2023
Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods
P. Del Moral
Shulan Hu
Ajay Jasra
Hamza Ruzayqat
Xinyu Wang
48
3
0
24 Sep 2023
Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion
Mohamed Maama
Ajay Jasra
H. Ombao
82
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01 Nov 2022
A randomized multi-index sequential Monte Carlo method
Xin Liang
Shangda Yang
S. Cotter
K. Law
110
2
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27 Oct 2022
Unbiased time-average estimators for Markov chains
N. Kahalé
71
3
0
20 Sep 2022
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems
K. Law
N. Walton
Shan Yang
Ajay Jasra
72
4
0
10 Mar 2022
Unbiased Parameter Inference for a Class of Partially Observed Levy-Process Models
Hamza Ruzayqat
Ajay Jasra
51
5
0
27 Dec 2021
Unbiased Estimation of the Hessian for Partially Observed Diffusions
Neil K. Chada
Ajay Jasra
Fangyuan Yu
87
2
0
06 Sep 2021
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter
Hamza Ruzayqat
Neil K. Chada
Ajay Jasra
85
5
0
09 Aug 2021
Randomized multilevel Monte Carlo for embarrassingly parallel inference
Ajay Jasra
K. Law
Alexander Tarakanov
Fangyuan Yu
55
2
0
05 Jul 2021
On Unbiased Estimation for Discretized Models
J. Heng
Ajay Jasra
K. Law
Alexander Tarakanov
49
21
0
24 Feb 2021
Optimal unbiased estimators via convex hulls
N. Kahalé
94
3
0
06 Sep 2019
Markov chain Monte Carlo importance samplers for Bayesian models with intractable likelihoods
Jordan Franks
34
0
0
11 Apr 2019
An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions
Qi Wang
Vinayak A. Rao
Yee Whye Teh
109
2
0
26 Mar 2019
Estimation and uncertainty quantification for the output from quantum simulators
Ryan Bennink
Ajay Jasra
K. Law
P. Lougovski
49
2
0
07 Mar 2019
Advanced Multilevel Monte Carlo Methods
Ajay Jasra
K. Law
C. Suciu
70
16
0
24 Apr 2017
Importance sampling type estimators based on approximate marginal MCMC
M. Vihola
Jouni Helske
Jordan Franks
110
25
0
08 Sep 2016
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