Navigation Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 par Auteur "JASRA, Ajay"
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Sequential Monte Carlo Methods for Option Pricing
DEL MORAL, Pierre; JASRA, Ajay(Stochastic Analysis and Applications. vol. 29, n° 2, pp. 292-316, 2011)Article de revue -
An Adaptative sequential Monte Carlo method for approximate bayesian computation
DEL MORAL, Pierre; DOUCET, Arnaud; JASRA, Ajay(Statistics and Computing. vol. 22, n° 5, pp. 1009-1020, 2011)Article de revue -
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
CRISAN, Dan; DEL MORAL, Pierre; JASRA, Ajay ...(Advances in Applied Probability. vol. 54, n° 4, pp. 1139-1163, 2022-12)Article de revue -
A note on random walks with absorbing barriers and sequential Monte Carlo methods
DEL MORAL, Pierre; JASRA, Ajay(Stochastic Analysis and Applications. vol. 36, n° 3, pp. 413-442, 2018-05-04)Article de revue -
On the Stability of Positive Semigroups
DEL MORAL, Pierre; HORTON, Emma; JASRA, Ajay(The Annals of Applied Probability, 2022)Article de revue -
On Adaptive Resampling Procedures for Sequential Monte Carlo Methods
DEL MORAL, Pierre; DOUCET, Arnaud; JASRA, Ajay(Bernoulli. vol. 18, n° 1, pp. 252-278, 2012)Article de revue -
Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models
CRISAN, Dan; DEL MORAL, Pierre; JASRA, Ajay ...Document de travail - Pré-publication -
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
DEL MORAL, Pierre; JASRA, Ajay; LAW, Kody J. H. ...(ACM Transactions on Modeling and Computer Simulation. vol. 27, n° 3, pp. 1 - 22, 2017-09-07)Article de revue -
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
DEL MORAL, Pierre; JASRA, Ajay; LAW, Kody J. H.(Stochastic Analysis and Applications. vol. 35, n° 3, pp. 478 - 498, 2016-12-16)Article de revue -
Biased Online Parameter Inference for State-Space Models
DEL MORAL, Pierre; JASRA, Ajay; ZHOU, Yan(Methodology and Computing in Applied Probability. vol. 19, n° 3, pp. 727 - 749, 2017-09)Article de revue -
A sharp first order analysis of Feynman–Kac particle models, Part II: Particle Gibbs samplers
DEL MORAL, Pierre; JASRA, Ajay(Stochastic Processes and their Applications. vol. 128, n° 1, pp. 354 - 371, 2018-01)Article de revue -
A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos
DEL MORAL, Pierre; JASRA, Ajay(Stochastic Processes and their Applications. vol. 128, n° 1, pp. 332 - 353, 2018-01)Article de revue -
On nonlinear Markov chain Monte Carlo via Self-interacting approximations.
DEL MORAL, Pierre; DOUCET, Arnaud; JASRA, Ajay ...(Bernoulli. vol. 17, n° 3, pp. 987-1014, 2011)Article de revue