Research output per year
Research output per year
Personal profile
Research Overview
Professor Jasra's research interests are in the development, analysis and application of Monte Carlo algorithms for problems in Bayesian Statistics, uncertainty quantification and computational finance. He has several interests in applied probability, including Markov chains and interacting particle systems. He has also worked on stochastic control problems and filtering (data assimilation).
Key Research Areas
Applied Mathematics and Computational Science, Computational Bioscience
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education
Statistics, Ph.D., Imperial College London
2002 → 2005
Applied Statistics, M.S., University of Oxford
2001 → 2002
Fingerprint
Dive into the research topics where Ajay Jasra is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
Multi-index Sequential Monte Carlo Ratio Estimators for Bayesian Inverse problems
Jasra, A., Law, K. J. H., Walton, N. & Yang, S., May 8 2023, In: Foundations of Computational Mathematics.Research output: Contribution to journal › Article › peer-review
-
On Unbiased Estimation for Discretized Models
Heng, J., Jasra, A., Law, K. J. H. & Tarakanov, A., May 26 2023, In: SIAM/ASA Journal on Uncertainty Quantification. 11, 2, p. 616-645 30 p.Research output: Contribution to journal › Article › peer-review
-
UNBIASED ESTIMATION OF THE VANILLA AND DETERMINISTIC ENSEMBLE KALMAN-BUCY FILTERS
Álvarez, M., Chada, N. K. & Jasra, A., 2023, In: International Journal for Uncertainty Quantification. 13, 6, p. 83-105 23 p.Research output: Contribution to journal › Article › peer-review
-
A 4D-Var method with flow-dependent background covariances for the shallow-water equations
Paulin, D., Jasra, A., Beskos, A. & Crisan, D., Aug 11 2022, In: STATISTICS AND COMPUTING. 32, 4Research output: Contribution to journal › Article › peer-review
-
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models
Ruzayqat, H. M., Er-raiy, A., Beskos, A., Crisan, D., Jasra, A. & Kantas, N., Sep 28 2022, In: SIAM/ASA Journal on Uncertainty Quantification. 10, 3, p. 1130-1161 32 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
A Wasserstein coupled particle filter for multilevel estimation
Ballesio, M., Jasra, A., von Schwerin, E. & Tempone, R., Jun 19 2022, In: Stochastic Analysis and Applications. p. 1-40 40 p.Research output: Contribution to journal › Article › peer-review
-
Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion
Maama, M., Jasra, A. & Ombao, H., Dec 19 2022, In: Statistics and Computing. 33, 1Research output: Contribution to journal › Article › peer-review
-
Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling
Chada, N. K., Hoel, H., Jasra, A. & Zouraris, G. E., Oct 20 2022, In: Journal of Scientific Computing. 93, 3Research output: Contribution to journal › Article › peer-review