Hamza M. Ruzayqat

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Unbiased and multilevel methods for a class of diffusions partially observed via marked point processes Statistics and Computing	2025-01-07	Paper
Unbiased parameter estimation for partially observed diffusions SIAM Journal on Control and Optimization	2024-10-22	Paper
Bayesian parameter inference for partially observed stochastic volterra equations Statistics and Computing	2024-04-30	Paper
Unbiased Estimation Using Underdamped Langevin Dynamics SIAM Journal on Scientific Computing	2023-12-20	Paper
On Time Uniform Wong-Zakai Approximation Theorems	2023-10-07	Paper
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models Advances in Applied Probability	2022-12-13	Paper
A lagged particle filter for stable filtering of certain high-dimensional state-space models SIAM/ASA Journal on Uncertainty Quantification	2022-11-25	Paper
Unbiased estimation using a class of diffusion processes Journal of Computational Physics	2022-11-18	Paper
Unbiased parameter inference for a class of partially observed Lévy-process models Foundations of Data Science	2022-06-24	Paper
Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters Statistics and Computing	2022-05-25	Paper
Unbiased Estimation using a Class of Diffusion Processes (available as arXiv preprint)	2022-03-06	Paper
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models SIAM Journal on Scientific Computing	2021-08-04	Paper
Unbiased estimation of the solution to Zakai's equation Monte Carlo Methods and Applications	2020-07-08	Paper
Unbiased Estimation of the Solution to Zakai's Equation (available as arXiv preprint)	2020-02-04	Paper

Research outcomes over time

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