Segui
Omiros Papaspiliopoulos
Omiros Papaspiliopoulos
Bocconi
Email verificata su unibocconi.it - Home page
Titolo
Citata da
Citata da
Anno
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
5302013
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
5102006
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
O Papaspiliopoulos, GO Roberts
Biometrika 95 (1), 169-186, 2008
5032008
An introduction to sequential Monte Carlo
N Chopin, O Papaspiliopoulos
Springer, 2020
4312020
A general framework for the parametrization of hierarchical models
O Papaspiliopoulos, GO Roberts, M Sköld
Statistical Science, 59-73, 2007
3892007
Retrospective exact simulation of diffusion sample paths with applications
A Beskos, O Papaspiliopoulos, GO Roberts
Bernoulli 12 (6), 1077-1098, 2006
3082006
Importance sampling: Intrinsic dimension and computational cost
S Agapiou, O Papaspiliopoulos, D Sanz-Alonso, AM Stuart
Statistical Science, 405-431, 2017
240*2017
Non-centered parameterisations for hierarchical models and data augmentation
O Papaspiliopoulos, GO Roberts, M Sköld
Bayesian statistics 7, 307-326, 2003
2332003
Particle filters for partially observed diffusions
P Fearnhead, O Papaspiliopoulos, GO Roberts
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2008
2142008
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
1802004
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
1532011
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
1352008
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
A Beskos, O Papaspiliopoulos, G Roberts
1152009
Nonparametric estimation of diffusions: a differential equations approach
O Papaspiliopoulos, Y Pokern, GO Roberts, AM Stuart
Biometrika 99 (3), 511-531, 2012
862012
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
842010
A note on posterior sampling from Dirichlet mixture models
O Papaspiliopoulos
University of Warwick. Centre for Research in Statistical Methodology 2008 (20), 2008
752008
Importance sampling techniques for estimation of diffusion models
O Papaspiliopoulos, G Roberts
Statistical methods for stochastic differential equations 124, 311-340, 2012
732012
Stability of the Gibbs sampler for Bayesian hierarchical models
O Papaspiliopoulos, G Roberts
682008
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
612014
Dimension-robust MCMC in Bayesian inverse problems
V Chen, MM Dunlop, O Papaspiliopoulos, AM Stuart
arXiv preprint arXiv:1803.03344, 2018
55*2018
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20