Chapman Fellow of Mathematics, Imperial College London (2006-2008);
Postdoctoral Research Associate, Engineering, University of Cambridge (2006);
Postdoctoral Research Associate, Statistics, University of Oxford (2005);
PhD, Statistics, Imperial College London (2002-2005);
MSc, Applied Statistics, University of Oxford (2001-2002);
BSc (1st class Hons), Mathematics & Statistics, University of Exeter (1998-2001).
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).
(2019) Paulin, Jasra,, A., Crisan, D., & Beskos, A. Optimization based methods for partially observed chaotic systems. Found. Comp. Math. (to appear).
(2018) Del Moral, P. & Jasra A. A sharp first order analysis of Feynman-Kac 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) Beskos, A., Jasra A., Law KJH, Tempone R & Zhou Y. Multilevel Sequential Monte Carlo samplers. Stoch. Proc. Appl. 127, 1417-1440.
(2016) Beskos, A., Jasra, A., Kantas N. & Thiery A. On the convergence of adaptive Sequential Monte Carlo methods. Ann. Appl. Probab., 26, 1111-1146.