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 | 530 | 2013 |
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 | 510 | 2006 |
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models O Papaspiliopoulos, GO Roberts Biometrika 95 (1), 169-186, 2008 | 503 | 2008 |
An introduction to sequential Monte Carlo N Chopin, O Papaspiliopoulos Springer, 2020 | 431 | 2020 |
A general framework for the parametrization of hierarchical models O Papaspiliopoulos, GO Roberts, M Sköld Statistical Science, 59-73, 2007 | 389 | 2007 |
Retrospective exact simulation of diffusion sample paths with applications A Beskos, O Papaspiliopoulos, GO Roberts Bernoulli 12 (6), 1077-1098, 2006 | 308 | 2006 |
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 | 233 | 2003 |
Particle filters for partially observed diffusions P Fearnhead, O Papaspiliopoulos, GO Roberts Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2008 | 214 | 2008 |
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 | 180 | 2004 |
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 | 153 | 2011 |
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 | 135 | 2008 |
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes A Beskos, O Papaspiliopoulos, G Roberts | 115 | 2009 |
Nonparametric estimation of diffusions: a differential equations approach O Papaspiliopoulos, Y Pokern, GO Roberts, AM Stuart Biometrika 99 (3), 511-531, 2012 | 86 | 2012 |
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 | 84 | 2010 |
A note on posterior sampling from Dirichlet mixture models O Papaspiliopoulos University of Warwick. Centre for Research in Statistical Methodology 2008 (20), 2008 | 75 | 2008 |
Importance sampling techniques for estimation of diffusion models O Papaspiliopoulos, G Roberts Statistical methods for stochastic differential equations 124, 311-340, 2012 | 73 | 2012 |
Stability of the Gibbs sampler for Bayesian hierarchical models O Papaspiliopoulos, G Roberts | 68 | 2008 |
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 | 61 | 2014 |
Dimension-robust MCMC in Bayesian inverse problems V Chen, MM Dunlop, O Papaspiliopoulos, AM Stuart arXiv preprint arXiv:1803.03344, 2018 | 55* | 2018 |