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 Devlopment 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
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Markov chain simulation for multilevel Monte Carlo
Jasra, A., Law, K. J. H. & Xu, Y., 2021, In: Foundations of Data Science. p. 0-0 1 p.Research output: Contribution to journal › Article › peer-review
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Multi-index sequential monte carlo methods for partially observed stochastic partial differential equations
Jasra, A., Law, K. J. H. & Xu, Y., 2021, In: International Journal for Uncertainty Quantification. 11, 3, p. 1-25 25 p.Research output: Contribution to journal › Article › peer-review
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Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models
Beskos, A., Crisan, D., Jasra, A., Kantas, N. & Ruzayqat, H. M., Jul 15 2021, In: SIAM Journal on Scientific Computing. 43, 4, p. A2555-A2580 1 p.Research output: Contribution to journal › Article › peer-review
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Unbiased estimation of the gradient of the log-likelihood in inverse problems
Jasra, A., Law, K. J. H. & Lu, D., Mar 3 2021, In: Statistics and Computing. 31, 3Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions
Chada, N. K., Franks, J., Jasra, A., Law, K. J. H. & Vihola, M., Jun 8 2021, In: SIAM/ASA Journal on Uncertainty Quantification. 9, 2, p. 763-787 25 p.Research output: Contribution to journal › Article › peer-review
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Uncertainty modelling and computational aspects of data association
Houssineau, J., Zeng, J. & Jasra, A., Aug 14 2021, In: Statistics and Computing. 31, 5Research output: Contribution to journal › Article › peer-review
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Advanced Multilevel Monte Carlo Methods
Jasra, A., Law, K. & Suciu, C., Mar 3 2020, In: International Statistical Review.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
A multilevel approach for stochastic nonlinear optimal control
Jasra, A., Heng, J., Xu, Y. & Bishop, A. N., Dec 3 2020, In: International Journal of Control. p. 1-15 15 p.Research output: Contribution to journal › Article › peer-review