The following pages link to Petros Dellaportas (Q245391):
Displaying 35 items.
- (Q433775) (redirect page) (← links)
- Conditional symmetry models for three-way contingency tables (Q433776) (← links)
- On Bayesian model and variable selection using MCMC (Q451227) (← links)
- (Q589480) (redirect page) (← links)
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- (Q1023482) (redirect page) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Quantification of automobile insurance liability: A Bayesian failure time approach. (Q1430667) (← links)
- Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
- Bayesian variable and link determination for generalised linear models (Q1869088) (← links)
- Bayesian analysis of extreme values by mixture modelling (Q1887257) (← links)
- Large scale multi-label learning using Gaussian processes (Q2051297) (← links)
- Variance reduction for Metropolis-Hastings samplers (Q2104009) (← links)
- Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
- Efficient sequential Monte Carlo algorithms for integrated population models (Q2419838) (← links)
- Bayesian clustering for row effects models (Q2427173) (← links)
- Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
- An application of three bivariate time-varying volatility models (Q2722298) (← links)
- Bayesian model selection for partially observed diffusion models (Q2813918) (← links)
- Contagion determination via copula and volatility threshold models (Q2893213) (← links)
- Bayesian Hierarchical Mixture Models (Q2956743) (← links)
- Likelihood-based inference for correlated diffusions (Q3019141) (← links)
- A novel reversible jump algorithm for generalized linear models (Q3168780) (← links)
- Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution (Q3429999) (← links)
- Assessment of Athens's Metro Passenger Behaviour Via a Multiranked Probit Model (Q3435752) (← links)
- Control Variates for Estimation Based on Reversible Markov Chain Monte Carlo Samplers (Q4632668) (← links)
- Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (Q4665852) (← links)
- A Simulation Approach to Nonparametric Empirical Bayes Analysis (Q4831990) (← links)
- Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models (Q4935362) (← links)
- Volatility prediction based on scheduled macroeconomic announcements (Q5256378) (← links)
- Model Determination for Categorical Data With Factor Level Merging (Q5313589) (← links)
- Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models (Q5433621) (← links)
- Interview with Professor Adrian FM Smith (Q6064348) (← links)
- Doubly-online changepoint detection for monitoring health status during sports activities (Q6179135) (← links)
- Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)
