Unbiased filtering of a class of partially observed diffusions A Jasra, K Law, F Yu Advances in Applied Probability (to appear), 2021 | 22 | 2021 |
Multilevel particle filters for the non-linear filtering problem in continuous time A Jasra, F Yu, J Heng Statistics and Computing 30 (5), 1381-1402, 2020 | 20 | 2020 |
Central limit theorems for coupled particle filters A Jasra, F Yu Advances in Applied Probability 52 (3), 942-1001, 2020 | 19 | 2020 |
Multilevel ensemble Kalman–Bucy filters NK Chada, A Jasra, F Yu SIAM/ASA Journal on Uncertainty Quantification 10 (2), 584-618, 2022 | 17 | 2022 |
Unbiased Estimation of the Hessian for Partially Observed Diffusions N Chada, A Jasra, F Yu arXiv:2109.02371, 2021 | 2 | 2021 |
Randomized multilevel Monte Carlo for embarrassingly parallel inference A Jasra, KJH Law, A Tarakanov, F Yu Smoky Mountains Computational Sciences and Engineering Conference, 3-21, 2021 | 1 | 2021 |
Coupled Sampling Methods For Filtering F Yu | | 2022 |