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Unbiased inference for discretely observed hidden Markov model diffusions

26 July 2018

Papers citing "Unbiased inference for discretely observed hidden Markov model diffusions"

20 / 20 papers shown

Title
Modeling of Measurement Error in Financial Returns Data Ajay Jasra Mohamed Maama Aleksandar Mijatović 24 1 0 14 Aug 2024
Unbiased least squares regression via averaged stochastic gradient descent Nabil Kahalé 78 0 0 26 Jun 2024
Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes Miguel Alvarez Ajay Jasra Hamza Ruzayqat 48 0 0 16 Nov 2023
Bayesian Parameter Inference for Partially Observed Stochastic Volterra Equations Ajay Jasra Hamza Ruzayqat Amin Wu 48 1 0 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 38 3 0 24 Sep 2023
Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion Mohamed Maama Ajay Jasra H. Ombao 72 1 0 01 Nov 2022
A randomized multi-index sequential Monte Carlo method Xin Liang Shangda Yang S. Cotter K. Law 104 2 0 27 Oct 2022
Unbiased time-average estimators for Markov chains N. Kahalé 64 3 0 20 Sep 2022
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems K. Law N. Walton Shan Yang Ajay Jasra 50 4 0 10 Mar 2022
Unbiased Parameter Inference for a Class of Partially Observed Levy-Process Models Hamza Ruzayqat Ajay Jasra 42 5 0 27 Dec 2021
Unbiased Estimation of the Hessian for Partially Observed Diffusions Neil K. Chada Ajay Jasra Fangyuan Yu 70 2 0 06 Sep 2021
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter Hamza Ruzayqat Neil K. Chada Ajay Jasra 57 5 0 09 Aug 2021
Randomized multilevel Monte Carlo for embarrassingly parallel inference Ajay Jasra K. Law Alexander Tarakanov Fangyuan Yu 45 2 0 05 Jul 2021
On Unbiased Estimation for Discretized Models J. Heng Ajay Jasra K. Law Alexander Tarakanov 38 21 0 24 Feb 2021
Optimal unbiased estimators via convex hulls N. Kahalé 84 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 101 2 0 26 Mar 2019
Estimation and uncertainty quantification for the output from quantum simulators Ryan Bennink Ajay Jasra K. Law P. Lougovski 36 2 0 07 Mar 2019
Advanced Multilevel Monte Carlo Methods Ajay Jasra K. Law C. Suciu 56 16 0 24 Apr 2017
Importance sampling type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 90 25 0 08 Sep 2016