Publications

(2021) Xu, Y., Jasra, A. & Law KJH. Multi-Index SMC. International Journal for Uncertainty Quantification. 11, 1-25.

(2021) Jasra, A., Heng, J., Xu, Y. & Bishop A. An ML approach for optimal control. International Journal of Control (to appear)

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

(2019) Xu, Y. & Jasra, A. A method for high-dimensional smoothing. Journal of the Korean Statistical Society. 48, 50-67.

(2019) Xu, Y. & Jasra, A. Particle filters for inference of high-dimensional multivariate SV models. Foundations of Data Science. 1, 61-85.