The following pages link to Omiros Papaspiliopoulos (Q449748):
Displaying 29 items.
- A general framework for the parametrization of hierarchical models (Q449750) (← links)
- Optimal filtering and the dual process (Q470059) (← links)
- Conjugacy properties of time-evolving Dirichlet and gamma random measures (Q502816) (← links)
- A factorisation of diffusion measure and finite sample path constructions (Q937166) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- (Q1750253) (redirect page) (← links)
- Importance sampling: intrinsic dimension and computational cost (Q1750255) (← links)
- Exact inference for a class of hidden Markov models on general state spaces (Q2044399) (← links)
- Stability of the Gibbs sampler for Bayesian hierarchical models (Q2477054) (← links)
- Retrospective exact simulation of diffusion sample paths with applications (Q2642805) (← links)
- Nonparametric estimation of diffusions: a differential equations approach (Q2913847) (← links)
- Analysis of the Gibbs Sampler for Hierarchical Inverse Problems (Q2938456) (← links)
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
- Particle Filters for Partially Observed Diffusions (Q3631472) (← links)
- Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models (Q3631487) (← links)
- Random-Weight Particle Filtering of Continuous Time Processes (Q4632641) (← links)
- Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes (Q4665852) (← links)
- References (Q4913198) (← links)
- Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056) (← links)
- Auxiliary Gradient-Based Sampling Algorithms (Q4962088) (← links)
- An Introduction to Sequential Monte Carlo (Q5119496) (← links)
- High-Dimensional Probability: An Introduction with Applications in Data Science (Q5139255) (← links)
- Exact sampling of diffusions with a discontinuity in the drift (Q5197410) (← links)
- Simulating events of unknown probabilities via reverse time martingales (Q5198664) (← links)
- Scalable inference for crossed random effects models (Q5222217) (← links)
- OUP accepted manuscript (Q5384474) (← links)
- SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models (Q5743158) (← links)
- Scalable Bayesian computation for crossed and nested hierarchical models (Q6184925) (← links)
- Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)