Omiros Papaspiliopoulos
Omiros Papaspiliopoulos
ICREA Research Professor at Department of Economics, Universitat Pompeu Fabra
Verified email at upf.edu - Homepage
Title
Cited by
Cited by
Year
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
3922006
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
O Papaspiliopoulos, GO Roberts
Biometrika 95 (1), 169-186, 2008
3752008
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
321*2013
Retrospective exact simulation of diffusion sample paths with applications
A Beskos, O Papaspiliopoulos, GO Roberts
Bernoulli 12 (6), 1077-1098, 2006
2252006
A general framework for the parametrization of hierarchical models
O Papaspiliopoulos, GO Roberts, M Sköld
Statistical Science, 59-73, 2007
2062007
Non-centered parameterisations for hierarchical models and data augmentation
JM Bernardo, MJ Bayarri, JO Berger, AP Dawid, D Heckerman, ...
Bayesian Statistics 7: Proceedings of the Seventh Valencia International …, 2003
1912003
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
1482004
Particle filters for partially observed diffusions
P Fearnhead, O Papaspiliopoulos, GO Roberts
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2008
1392008
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
1192011
A factorisation of diffusion measure and finite sample path constructions
A Beskos, O Papaspiliopoulos, GO Roberts
Methodology and Computing in Applied Probability 10 (1), 85-104, 2008
1002008
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
A Beskos, O Papaspiliopoulos, G Roberts
The Annals of Statistics 37 (1), 223-245, 2009
812009
Importance sampling: computational complexity and intrinsic dimension
S Agapiou, O Papaspiliopoulos, D Sanz-Alonso, AM Stuart
Stat. Sci 32 (3), 405-431, 2017
76*2017
A note on posterior sampling from Dirichlet mixture models
O Papaspiliopoulos
Preprint, 2008
642008
Nonparametric estimation of diffusions: a differential equations approach
O Papaspiliopoulos, Y Pokern, GO Roberts, AM Stuart
Biometrika 99 (3), 511-531, 2012
582012
Stability of the Gibbs sampler for Bayesian hierarchical models
O Papaspiliopoulos, G Roberts
The Annals of Statistics, 95-117, 2008
522008
Online multi-task learning with hard constraints
G Lugosi, O Papaspiliopoulos, G Stoltz
arXiv preprint arXiv:0902.3526, 2009
462009
Importance sampling techniques for estimation of diffusion models
O Papaspiliopoulos, G Roberts
Statistical methods for stochastic differential equations 124, 311-340, 2012
452012
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
452010
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
412014
Markov chain Monte Carlo for exact inference for diffusions
G Sermaidis, O Papaspiliopoulos, GO Roberts, A Beskos, P Fearnhead
Scandinavian Journal of Statistics 40 (2), 294-321, 2013
272013
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Articles 1–20