Следене
Omiros Papaspiliopoulos
Omiros Papaspiliopoulos
Bocconi
Потвърден имейл адрес: unibocconi.it - Начална страница
Заглавие
Позовавания
Позовавания
Година
SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
N Chopin, PE Jacob, O Papaspiliopoulos
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2013
5092013
Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)
A Beskos, O Papaspiliopoulos, GO Roberts, P Fearnhead
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2006
4862006
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
O Papaspiliopoulos, GO Roberts
Biometrika 95 (1), 169-186, 2008
4812008
A general framework for the parametrization of hierarchical models
O Papaspiliopoulos, GO Roberts, M Sköld
Statistical Science, 59-73, 2007
3442007
An introduction to sequential Monte Carlo
N Chopin, O Papaspiliopoulos
Springer, 2020
3052020
Retrospective exact simulation of diffusion sample paths with applications
A Beskos, O Papaspiliopoulos, GO Roberts
Bernoulli 12 (6), 1077-1098, 2006
2922006
Non-centered parameterisations for hierarchical models and data augmentation
O Papaspiliopoulos, GO Roberts, M Sköld
Bayesian statistics 7, 307-326, 2003
2242003
Particle filters for partially observed diffusions
P Fearnhead, O Papaspiliopoulos, GO Roberts
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2008
2042008
Importance sampling: Intrinsic dimension and computational cost
S Agapiou, O Papaspiliopoulos, D Sanz-Alonso, AM Stuart
Statistical Science, 405-431, 2017
196*2017
Bayesian inference for non-Gaussian Ornstein–Uhlenbeck stochastic volatility processes
GO Roberts, O Papaspiliopoulos, P Dellaportas
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2004
1722004
Bayesian non-parametric hidden Markov models with applications in genomics
C Yau, O Papaspiliopoulos, GO Roberts, C Holmes
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2011
1522011
A factorisation of diffusion measure and finite sample path constructions
A Beskos, O Papaspiliopoulos, GO Roberts
Methodology and Computing in Applied Probability 10, 85-104, 2008
1302008
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
A Beskos, O Papaspiliopoulos, G Roberts
1102009
Random-weight particle filtering of continuous time processes
P Fearnhead, O Papaspiliopoulos, GO Roberts, A Stuart
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2010
822010
Nonparametric estimation of diffusions: a differential equations approach
O Papaspiliopoulos, Y Pokern, GO Roberts, AM Stuart
Biometrika 99 (3), 511-531, 2012
792012
A note on posterior sampling from Dirichlet mixture models
O Papaspiliopoulos
University of Warwick. Centre for Research in Statistical Methodology 2008 (20), 2008
722008
Importance sampling techniques for estimation of diffusion models
O Papaspiliopoulos, G Roberts
Statistical methods for stochastic differential equations 124, 311-340, 2012
682012
Stability of the Gibbs sampler for Bayesian hierarchical models
O Papaspiliopoulos, G Roberts
632008
Analysis of the Gibbs sampler for hierarchical inverse problems
S Agapiou, JM Bardsley, O Papaspiliopoulos, AM Stuart
SIAM/ASA Journal on Uncertainty Quantification 2 (1), 511-544, 2014
602014
Online multi-task learning with hard constraints
G Lugosi, O Papaspiliopoulos, G Stoltz
arXiv preprint arXiv:0902.3526, 2009
502009
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Статии 1–20