Publications

 Journal Publications (134):

(2025) Del Moral, P., Hu, S., Jasra, A., Ruzayqat, H. & Wang X.  Time uniform Wong-Zakai. Math. Comp. (to appear).

 (2025) Jasra, A. & Zhumekenov A. Asymptotic variance in the CLT for MLMSA. Stoch. Anal. Appl. (to appear).

(2024) Maama, M., Jasra, A. & Kamatani. MLMC for neuroscience. Found. Data Sci. (to appear).

(2025) Chada, N., Jasra, A., Law, KJH., & Singh, SS. Multilevel deep NNs. SIAM J. Math. Data Sci. 7, 1210-1240.

(2025) Iguchi, Y., Jasra, A., Maama, M. & Beskos, A. Antithetic MLMC for hypoelliptic diffusions. SIAM/ASA JUQ, 13, 805-830.

(2025) Awadelkarim, E., Caffarel, M., Del Moral, P. & Jasra, A. Lagged Feynman-Kac formulae. Stoch. Proc. Appl., 188, 104690.

(2025) Cui, T., Dong X., Jasra A. & Tong, X.  Convergence speed and approximation of MCMC.  Adv. Appl. Probab. 57, 101-133.

(2025) Del Moral, P., Hu, S., Jasra, A., Ruzayqat, H. & Wang X. Bayesian parameters for diffusions via multilevel SRK. Int'l J. Uncer. Quant. 15, 1-18.

(2024) Jasra, A., Maama, M. & Ombao, H. Antithetic MLPF. Adv. Appl. Probab. 56, 1400-1439.

(2024) Alvarez, M., Jasra, A. & Ruzayqat, H. Unbiased & ML methods for diffusions observed via point processes. Stat. Comp. 34, article 198..

(2024) Awadelkarim, E., Jasra, A., & Ruzayqat, H. Unbiased    parameters for diffusions. SIAM J. Contr. Optim. 62, 2664-2694.

(2024) Law, KJH., Walton, N., Yang, S. & Jasra A. Multi-Index SMC for BIPs. Found. Comp. Math. 24, 1249-1304.

(2024) Jasra, A., Kamatani, K. & Maama, M. MLPF for PDMP. SIAM J. Sci. Comp. 46, A2475-A2502.  

(2024) Jasra, A., Maama, M. & Ombao, H. Improved unbiased particle filter. Monte Carlo Meth. Appl. 30,  149-162.

(2024) Ruzayqat, H., Beskos, A., Crisan, D., Jasra, A. & Kantas, N. Sequential MCMC for data assimilation. QJRMS, 150, 2418-2439.

(2024) Heng, J., Houssineau, J. & Jasra A. Unbiased gradients for diffusions. JMLR, 25, 1-66.

(2024) Jasra, A., Ruzayqat, H. & Wu A. Bayesian parameters for stochastic Volterra. Stat. Comp. 34, article 78.

(2023) Ruzaqyat, H., Chada, N. & Jasra, A. Unbiased estimation using underdamped Langevin. SIAM J. Sci. Comp. 45, A3047-A3070.

(2023) Del Moral, P., Horton, E. & Jasra A. On the stability of positive semigroups. Ann. Appl. Probab. 33, 4424-4490.

(2023) Alvarez, M., Chada, N. & Jasra, A. Unbiased ENKBF. Int'l J. Uncer. Quant. 13, 83--105.

(2023) Ballesio, M., Jasra, A., von Schwerin, E. & Tempone, R. Wasserstein coupled PF for ML. Stoch. Anal. Appl. 41, 820--859.

(2023) Heng, J., Jasra, A., Law KJH & Tarakanov, A. On unbiased estimation for discretized models. SIAM/ASA JUQ, 11, 616--645.

(2023) Maama, M., Jasra, A. & Ombao H. Bayesian Parameters for partially observed fBM. Stat. Comp. 33, article 19.

(2023) Ruzaqyat, H., Beskos, A., Crisan, D., Jasra A. & Kantas, N. Unbiased estimation via diffusions. J. Comp. Phys. 472, 111643.

(2022) Crisan, D., Del Moral, P., Jasra A., & Ruzayqat, H. Log-normalizing constants via the EnKBF. Adv. Appl. Probab. 54, 1139--1163.

(2022) Chada, N., Hoel, H., Jasra, A. & Zouraris, G. Improved MLMC for SPDEs. J. Sci. Comp. 93, article 62.

(2022) Jasra, A.,Law KJH, & Yu F. Unbiased filtering of diffusions. Adv. Appl. Probab. 54, 661-687.

(2022) Ruzayqat, H. Er-Raiy, A., Beskos, A., Crisan, D., Jasra, A. & Kantas, N. A lagged PF in high-dimensions. SIAM/ASA JUQ, 10, 1130-1161.

(2022) Paulin, D., Jasra, A., Crisan, D. & Beskos, A., 4d VAR for shallow water eqns. Stat. Comp. 32, article 65.

(2022) Chada, N., Jasra, A., & Yu, F. ML ensemble Kalman-Bucy filters. SIAM/ASA JUQ, 10, 584-618.

(2022) Chada, N., Jasra, A., & Yu, F. Unbiased hessians for diffusions. Proc. Roy Soc. A, 478, 20210710.

(2022) Ruzayqat, H., Chada, N. & Jasra A. ML estimation of normalizing constants using the EnKBF. Stat. Comp. 32, article 38.

(2022) Van Den Boom, W., Jasra, A., De Iorio, M., Beskos, A., & Eriksson J. G., Unbiased approximations of posteriors. Stat. Comp. 32, article 36.

(2022) Ruzayqat, H. & Jasra A. Unbiased parameters for Levy processes. Found. Data Sci. 4, 299-322.

(2022) Jasra, A., Heng, J., Xu, Y. & Bishop A. An ML approach for optimal control. Intl. J. Cont. 95, 1290-1304.

(2022) Ballesio, M. & Jasra, A. Unbiased gradients in cts time. Monte Carlo Meth. Appl. 28, 61-83.

(2021) Dean T., Singh, S. S., & Jasra A. Asymptotic behaviour of the posterior distribution in ABC. Stoch. Anal. Appl. 39, 944-979.

 (2021) Houssineau, J., Zeng, J., & Jasra A., Uncertainty modeling for data association. Stat. Comp. article 59.

(2021) Beskos, A., Crisan, D., Jasra, A., Kantas, N. & Ruzayqat, H. Score based parameter estimation in cts time. SIAM J. Sci. Comp. 43, A2555-A2580.

(2021) Chada, N., Franks, J., Jasra A., Law K., & Vihola M. Unbiased Inference for HMMs. SIAM/ASA JUQ, 9, 763-787.

(2021) Jasra, A., Law KJH & Xu , Y. Markov chain simulation for MLMC. Found. Data Sci. 3, 27-47.

(2021) Xu, Y., Jasra., A. & Law KJH. Multi-Index SMC. Int'l J. Uncer. Quant. 11, 1-25.

(2021) Jasra, A., Law KJH & Lu D. Unbiased Gradients for Inverse Problems. Stat. Comp. 31, article 21.

(2020) Jasra, A., Law, KJH & Suciu, C. Advanced Multilevel Monte Carlo. Intl. Stat. Rev. 88, 548-579.

(2020) Jasra, A. & Yu F. CLTs for coupled particle filters. Adv. Appl. Probab. 52, 942-1001.

(2020) Lukens, J., Law KJH, Jasra A, & Lougovski, P. Bayesian quantum state estimation. New J. Phys. 22, 0630388.

(2020) Jasra, A., Yu, F. & Heng, J. MLPF for filtering in continuous time. Stat. Comp. 30, 1381-1402.

(2020) Ruzayqat, H. & Jasra A. Unbiased estimation of the solution to Zakai. Monte Carlo Meth. Appl. 26, 113-129.

(2020) Lu, D., De Iorio, M., Jasra A, & Rosner, G. Bayesian inference for latent chain graphs. Found. Data Sci. 2, 35-54.

 (2019) Houssineau, J., Jasra, A., & Singh SS. Large lag smoothing for HMMs. SIAM J. Numer. Anal. 57, 2812--2828.

(2019) Houssineau, J. Singh, SS & Jasra, A. Identification of multi-object systems. SIAM J. Contr.  Opt. 57, 2603-2627.

(2019) Xu, Y., Jasra, A. & Law KJH. MLMC for partially observed deterministic systems. Int'l J. Uncer. Quant. 9, 321-330..

(2019) Benninck, R., Jasra, A., Law, K. & Lougovski, P. Estimation & UQ for Quantum simulators. Found. Data Sci. 1, 157-176.

(2019) Ong, V., Nott, D., Choi, T. & Jasra A. Flexible online regression with variational Bayes. Found. Data Sci. 1,129-156.

(2019) Paulin, Jasra,, A., Crisan, D., & Beskos, A. Optimization based methods for chaotic systems. Found. Comp. Math. 19, 485-559. arXiv preprint.

(2019) Jasra, A., Law KJH & Osei PP.  MLPF for Levy SDEs. Stat. Comp. 29, 775-789.

(2019) Jasra, A., Jo, S., Nott, DJ., Shoemaker, C. & Tempone R. MLMC for ABC . Stoch. Anal. Appl. 37, 346-360.

(2019) Jasra, A., Kamatani, K. & Masuda H. Bayesian Inference for Stable Levy SDEs. Scand. J. Stat. 46, 545-574.

(2019) Xu, Y. & Jasra A. A method for high dimensional smoothing. J. Kor. Stat. Soc. 48, 50-67.

 (2019) Xu, Y. & Jasra A., Particle filters for multivariate SV models. Found. Data Sci. 1, 61-85.

(2019) Paulin D, Jasra, A. & Thiery A. Error bounds for SMC samplers for multimodal distributions. Bernoulli, 25, 310-340.

(2018) Heine, K. Beskos, A. Jasra, A. Balding, D. & De Iorio, M. Bridging for ancestral recombination graphs. Proc. Roy. Soc. A, 474, 20180568.

(2018) Osei, P. P. & Jasra, A.. Estimating options using the MLPF. Big Data Inf. Anal., 3, 24-40.

(2018) Paulin, D., Jasra, A., Crisan, D. & Beskos, A. Concentration of partially observed systems. Adv. Appl. Probab. 50, 440-479.

(2018) Houssineau, J., Jasra, A., & Singh, SS. Multilevel transport for smoothing. SIAM J. Sci. Comp. 40, A2315-A2335.

(2018) Beskos, A., Jasra, A., Law, K., Marzouk, Y. & Zhou Y.  MLSMC with DILI proposals. SIAM/ASA JUQ 6, 762-786.

(2018) Llopis, F., Kantas, N., Beskos, A. & Jasra, A. Particle filtering for SNS with additive noise.  SIAM J. Sci. Comp. 40, A1544-A1565.

(2018) Del Moral, P & Jasra A. Random Walks and SMC. Stoch. Anal. Appl. 36, 413-442.

(2018) Jasra, A., Kamatani K., Law, KJH. & Zhou Y. Bayesian estimation for diffusions via  MLMC.  SIAM J. Sci. Comp., 40, A887-A902.

(2018) Jasra, A., Kamatani K., Law, KJH. & Zhou Y. Multi-Index MCMC. Int'l J. Uncer. Quant., 8, 61-73. arXiv preprint (note that proposition 3.1 is not correct in this draft).

(2018) Sen, D., Thiery, A. & Jasra, A., On coupling particle filters. Stat Comp, 28, 461-475.

(2018) Crisan, D, Del Moral, P, Houssineau, J & Jasra, A. Unbiased MIMC. Stoch. Anal. Appl. 36, 257-273. 

(2018) Jasra, A., Kamatani, K., Osei, P. P. & Zhou Y. Multilevel Particle Filters: Normalizing Constants. Stat Comp. 28, 47-60.

(2018) Del Moral, P. & Jasra A. First order analysis of F-K models, Part II. Stoch. Proc. Appl. 128, 354-371.

(2018) Del Moral, P. & Jasra A. First order analysis of F-K models, Part I.  Stoch. Proc. Appl. 128, 332-353.

(2017) Jasra A., Kamatani, K., Law, KJH & Zhou Y. Multilevel Particle Filters. SIAM J. Numer. Anal. 55, 3068-3096.

(2017) Tan, L., Jasra, A., De Iorio, M & Ebbels, T.  Bayesian Inference for multiple GGMs. Ann. Appl. Statist. 11, 2222-2251.

(2017) Del Moral, P., Jasra, A., Law KJH.& Zhou, Y. Multilevel SMC samplers for normalizing constants. TOMACS, 27, article 20.

(2017) Zhou Y., Jasra A. & Del Moral, P.   Biased Bayesian online parameter estimation. Meth. Comp. Appl. Probab. 19, 727-749.

(2017) Beskos, A., Jasra A., Law KJH, Tempone R & Zhou Y. Multilevel SMC samplers. Stoch. Proc. Appl. 127, 1417-1440. 

(2017) Beskos, A., Crisan, D., Jasra, A., Kamatani, K. & Zhou, Y. A stable particle filter in high dimensions. Adv. Appl. Probab. 49, 24-48.

 (2017) Del Moral, P, Jasra, A. & Law KJH. MLSMC bounds under verifiable conditions. Stoch. Anal. Appl. 35, 478-498. 

 (2017) Sen, D. Jasra, A. & Zhou, Y. Some SMC algorithms for options. J. Statist. Comp. Sim. 87, 733--752.

 (2016) Jasra, A., Law, KJH & Zhou, Y. Inverse UQ using MLMC for nonlocal equations. Int'l J. Uncer. Quant. 6, 501-514.

(2016) Tan, L., Ong, V., Nott, D. & Jasra A. Variational inference for Gaussian process regression. Stat. Comp. 26, 1243-1261.

(2016) Persing A. & Jasra A. Twisting the alive particle filter. Meth. Comp. Appl. Probab. 18, 335--358. arXiv.

(2016) Beskos, A., Jasra, A., Kantas N. & Thiery A. On the convergence of adaptive SMC methods. Ann. Appl. Probab., 26, 1111-1146.

 (2016) Chan, H. P., Heng C. W. & Jasra, A. Theory of segmented particle filters. Adv. Appl. Probab. 48, 69-87. arXiv.

(2016) Wang J. & Jasra A. Monte Carlo algorithms for computing alpha-permanents. Stat. Comp. 26, 231-248. Preliminary.

(2015) Jasra, A. ABC for a class of time series models. Intl. Stat. Rev. 83, 405-435. arXiv.

(2015) Jasra, A., Persing, A., Beskos, A. Heine, K. & De Iorio, M. Bayesian inference for duplication attachment models. J Comp. Biol., 22, 1025-1033. arXiv.

(2015) Del Moral, P., Jasra, A., Lee, A., Yau, C. & Zhang X.  The alive particle filter. Stoch. Anal. Appl. 33, 943-974.

(2015) Zhang, L, Wang, S., Karimi, H. R. & Jasra A. Robust finite-time control of delayed systems. IEEE/ASME TMech. 20, 2476--2485.

(2015) Yildirim, S., Singh S. S., Dean T., & Jasra A. Parameter estimation in HMMs with intractable likelihoods via SMC. JCGS, 24, 846-865. arXiv.

(2015) Jasra, A. On the behaviour of the backward Feynman-Kac formula. J. Appl. Probab. 52, 339- 359. arXiv.

(2015) Beskos, A., Jasra, A., Muzaffer, E. & Stuart, A. SMC for elliptic inverse problems. Stat. Comp. 25, 727-737. arXiv.

(2015) Ehrlich, E., Jasra, A., & Kantas, N. Gradient free parameter estimation for intractable HMMs. Meth. Comp. Appl. Probab. 17, 315-349. arXiv.

(2015) Wang, S., Shi, T., Zhang, L., Jasra, A., Zeng, M. Extended H-infty finite time control. Neurocomp., 152, 377-387.

(2015) Persing, A., Jasra A., Beskos A., Balding D. & De Iorio M. An approach for change-points on trees. J. Comp. Biol., 22, 10-24. arXiv.

(2014) Dean, T., Singh, S., Jasra, A. & Peters, G. Estimation of HMMs with Intractable Likelihoods. Scand. J. Statist, 41, 970-987. arXiv.

(2014) Zhang, X., Nott, D., Yau, C. & Jasra, A. A sequential algorithm for fast fitting of mixtures. JCGS, 23, 1143-1162. arXiv.

(2014) Kantas, N., Beskos, A., & Jasra, A. SMC for inverse problems: a case study for Navier Stokes. SIAM/ASA JUQ, 2, 464-489. arXiv.

(2014) Cozzini, A., Jasra, A. Montana G. & Persing A. Bayesian Mixture of Lasso Regressions., Comput. Stat. Data Anal. 77, 84-97. arXiv.

(2014) Beskos, A., Crisan, D. & Jasra, A. On the stability of SMC in high-dimensions. Ann. Appl. Probab. 24, 1396-1445. arXiv.

(2014) Jasra, A., Kantas, N. & Ehrlich E. Approximate inference for observation driven time series. TOMACS, 24, article 13. arXiv.

(2014) Martin, J., Jasra, A., Singh, S., Whiteley, N., Del Moral, P. & McCoy, E. ABC Smoothing. Stoch. Anal. Appl. 32, 397-422. arXiv.

(2014) Beskos, A., Crisan D., Jasra, A. & Whiteley, N. Error bounds for SMC in high-dimensions. Adv. Appl. Probab. 46, 279-306. arXiv.

(2014) Wang J., Jasra A. & De Iorio M. Computational methods for network models. J. Comp. Biol. 21, 141-161. arXiv.

(2014) Jasra, A., Kantas N. & Persing, A. Bayesian inference for partially observed stopped processes Stat. Comp. 24, 1-20. arXiv.

(2013) Cozzini, A., Jasra, A. & Montana, G. Model-based clustering with gene ranking. J. Bio. Comp. Biol. 11, 1341007. arXiv.

(2013) Martin, J., Jasra, A. & McCoy, E. Inference for a class of partially observed point process. Ann. Inst. Statist. Math. 65, 413-437. arXiv.

(2013) Persing A. & Jasra A. Likelihood estimation for hidden Markov models, Stat. Prob. Lett. 83, 1433-1442. Preliminary.

(2012) Tsagaris, T, Jasra, A & Adams, N. Robust and Adaptive algorithms for online portfolio selection. Quant. Finance. 12, 1651-1662. arXiv.

(2012) Jasra, A., Singh, S, Martin, J & McCoy E. Filtering via ABC, Stat. Comp. 22, 1223-1237. (in the special issue on ABC: introduction).

(2012) Del Moral, P., Doucet, A. & Jasra, A. An Adaptive SMC Method for Approximate Bayesian Computation. Stat. Comp. 22, 1009-1020.

(2012) Whiteley, N., Kantas, N. & Jasra, A. Linear variance for particle approximations of F-K formulae. Stoch. Proc. Appl. 122, 1840-1865.

(2012) Del Moral, P., Doucet, A. & Jasra, A. On Adaptive Resampling Procedures for SMC Methods, Bernoulli. 18, 252-272.

(2011) Jasra, A, De Iorio, M. & Chadeau-Hyam M The Time Machine. Proc. Roy. Soc. A. 467, 2350-2370. arXiv.

(2011) Andrieu, C, Jasra, A, Doucet, A & Del Moral, P, On Non-Linear Markov chain Monte Carlo, Bernoulli. 17, 987-1014.

(2011) Jasra, A. & Holmes CC. Stochastic Boosting Algorithms, Stat. Comp. 21, 335-347.

(2011) Jasra, A. & Del Moral, P. SMC for option pricing, Stoch. Anal. Appl. 29, 292-316.

(2011) Jasra, A. Stephens, DA, Doucet, A, & Tsagaris, T., Inference for Levy driven SV Models, Scand. J. Statist. 38, 1-22.

(2009) Jasra, A. & Doucet, A. SMC Methods for Diffusions, Proc. Roy. Soc. A. 465, 3709-3727.

(2009) Holmes, CC & Jasra, A. Antithetic Methods for Gibbs Samplers, JCGS. 18, 401-414.

(2009) Pei, T., Jasra, A., Hand D. J., Zhu, A. & Zhou, C. DECODE: a new method for clusters in spatial data, Data Min. Know. Disc. 18, 337-369.

(2008) Jasra, A, & Doucet, A, Stability of SMC Samplers. Stat. Prob. Lett. 78, 3062-3069.

(2008) Andrieu, C, Jasra, A, Doucet, A & Del Moral, P, A note on the convergence of the Equi- Energy Sampler, Stoch. Anal. Appl. 26, 298-313.

(2008) Jasra, A, Doucet, A, Stephens, DA & Holmes, CC, Interacting SMC Samplers, Comput. Stat. Data Anal. 10, 1765-1791.

(2008) Jasra, A, & Yang, C, A regeneration proof of the CLT for uniformly ergodic Markov chains, Stat. Prob. Lett. 78, 1649-1655.

(2007) Jasra, A, Stephens, DA, & Holmes, CC Population-based reversible Jump MCMC, Biometrika. 94, 787-807.

(2007) Jasra, A, Stephens DA & Holmes, CC, On population-based simulation for static inference、Stat. Comp. 17, 263-279.

(2006) Jasra, A, Stephens, DA, Gallagher, KL & Holmes, CC, Bayesian Mixture Modelling in Geochronology via MCMC, Math. Geol. 38, 269-300.

(2006) Del Moral, P, Doucet, A & Jasra, A, Sequential Monte Carlo Samplers, JRSSB. 68, 411-436. A related note is available here.

(2005) Jasra A, Holmes CC & Stephens DA, MCMC methods and the label switching problem in Bayesian mixture modelling, Stat. Sci. 20, 50-67.

Conference/Book Chapter/Discussion/Thesis/Book Review (19):

(2021) Jasra, A., Law KJH & Yu F. Randomized MLMC. SMC 2021.

(2020) Chada, N. & Jasra, A. Comments on the paper of Asar et al. JRSSC

(2020) Jasra, A., Heng, J. Law KJH. Comments on the paper of Jacob et al. JRSSB.

(2018) Jasra, A. Review of `Stochastic Dynamics, Filtering and Optimization'. J. Sound Vib.

(2015) Wang, S., Zhang, L., Jasra A. & Zeng, M. Network finite-time sampled data for linear systems.

(2015) Beskos, A. & Jasra, A. Comments on the paper of Gerber & Chopin. JRSSB, 77, 560-561.

(2015) Jasra, A., Paulin D. & Thiery A. Comments on the paper of Gerber & Chopin. JRSSB, 77, 564.

(2012) Jasra, A. Review of `Understanding Probability’. Asia Pacific Mathematics News Letter.

(2012) Barthelme’ S., Chopin, N., Jasra A. & Singh, S. Comments on the paper of Fearnhead &Prangle. JRSSB.

(2012) Jasra, A. Comments on the paper of Fearnhead & Prangle. JRSSB.

(2012) Jasra, A. Review of `Exploring Monte Carlo Methods’. Materials Today.

(2011) Jasra, A. & Singh, S. Comments on the paper of Girolami & Calderhead, JRSSB.

(2007) Hoffman, M., Doucet, A. De Freitas, N. & Jasra, A. Bayesian Policy Learning with Trans- Dimensional MCMC, NIPS.

(2007) Andrieu, C, Jasra, A., Doucet, A & Del Moral, P, Convergence of the Equi-Energy Sampler, ESIAM Proc.

(2007) Andrieu, C, Jasra, A., Doucet, A & Del Moral, P, Non-Linear Markov chain Monte Carlo, ESIAM Proc.

(2006) Gallagher, KL, Jasra, A., Stephens, DA & Holmes, CC, A new approach to mixture modelling for geochronology, 16th Annual V M Goldschmidt Conference.

(2006) Doucet, A, Montesano, L & Jasra, A., Optimal filtering for partially observed point processes, ICASSP.

(2006) Del Moral, P, Doucet, A & Jasra, A., Sequential Monte Carlo for Bayesian Computation, Bayesian Statistics 8.

(2005), Jasra, A., Bayesian Inference for Mixture Models via Monte Carlo Computation. PhD Thesis, Imperial College London. Some information is here.