Petros Dellaportas

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Person:245391

Available identifiers

zbMath Open dellaportas.petrosMaRDI QIDQ245391

List of research outcomes





PublicationDate of PublicationType
Bayesian forecasting of mortality rates by using latent Gaussian models2025-01-22Paper
Missing data patterns in runners' careers: do they matter?2025-01-14Paper
Flexible marked spatio-temporal point processes with applications to event sequences from association football2025-01-14Paper
Authors' reply to the discussion of `Flexible marked spatio-temporal point processes with applications to event sequences from association football'2025-01-14Paper
Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices2024-11-12Paper
Learning variational autoencoders via MCMC speed measures2024-09-17Paper
Bayesian prediction of jumps in large panels of time series data2024-02-27Paper
Doubly-online changepoint detection for monitoring health status during sports activities2024-01-16Paper
Interview with Professor Adrian FM Smith2023-12-12Paper
Scalable inference for a full multivariate stochastic volatility model2023-02-01Paper
Variance reduction for Metropolis-Hastings samplers2022-12-09Paper
Large scale multi-label learning using Gaussian processes2021-11-24Paper
An MCMC model search algorithm for regression problems2020-03-06Paper
Sovereign risk zones in Europe during and after the debt crisis2019-09-26Paper
Efficient sequential Monte Carlo algorithms for integrated population models2019-06-04Paper
Importance sampling from posterior distributions using copula-like approximations2019-04-30Paper
Control Variates for Estimation Based on Reversible Markov Chain Monte Carlo Samplers2019-04-30Paper
Bayesian Hierarchical Mixture Models2017-01-19Paper
Bayesian model selection for partially observed diffusion models2016-06-27Paper
Joint specification of model space and parameter space prior distributions2016-02-16Paper
Volatility prediction based on scheduled macroeconomic announcements2015-06-22Paper
Forecasting with non-homogeneous hidden Markov models2013-01-16Paper
Forecasting with non-homogeneous hidden Markov models2012-12-31Paper
Cholesky-GARCH models with applications to finance2012-12-07Paper
On Bayesian model and variable selection using MCMC2012-09-23Paper
Conditional symmetry models for three-way contingency tables2012-07-06Paper
Contagion determination via copula and volatility threshold models2012-06-26Paper
Likelihood-based inference for correlated diffusions2011-07-27Paper
A novel reversible jump algorithm for generalized linear models2011-04-19Paper
https://portal.mardi4nfdi.de/entity/Q35802832010-08-12Paper
https://portal.mardi4nfdi.de/entity/Q35803982010-08-12Paper
Control Variates for Reversible MCMC Samplers2010-08-07Paper
Inference for stochastic volatility models using time change transformations2010-03-24Paper
Notes on Using Control Variates for Estimation with Reversible MCMC Samplers2009-07-24Paper
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models2009-06-12Paper
Bayesian clustering for row effects models2008-05-08Paper
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models2008-01-09Paper
Flexible Threshold Models for Modelling Interest Rate Volatility2007-06-20Paper
Assessment of Athens's Metro Passenger Behaviour Via a Multiranked Probit Model2007-05-07Paper
Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution2007-03-20Paper
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty2006-01-05Paper
Model Determination for Categorical Data With Factor Level Merging2005-09-01Paper
Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes2005-04-11Paper
A Simulation Approach to Nonparametric Empirical Bayes Analysis2005-01-03Paper
Bayesian analysis of extreme values by mixture modelling2004-11-24Paper
Quantification of automobile insurance liability: A Bayesian failure time approach.2004-05-27Paper
A full-factor multivariate GARCH model2004-03-17Paper
https://portal.mardi4nfdi.de/entity/Q44505302004-02-15Paper
https://portal.mardi4nfdi.de/entity/Q44275632003-09-22Paper
Bayesian variable and link determination for generalised linear models2003-04-09Paper
Bayesian Analysis of Mortality Data2003-01-01Paper
https://portal.mardi4nfdi.de/entity/Q49456482001-11-21Paper
Stochastic search variable selection for log-linear models2001-09-17Paper
An application of three bivariate time-varying volatility models2001-07-11Paper
https://portal.mardi4nfdi.de/entity/Q49456222001-03-11Paper
Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models2000-11-21Paper
https://portal.mardi4nfdi.de/entity/Q49456182000-06-07Paper
https://portal.mardi4nfdi.de/entity/Q49456232000-06-07Paper
https://portal.mardi4nfdi.de/entity/Q49456192000-03-23Paper
Bayesian Classification of Neolithic Tools1999-01-25Paper
https://portal.mardi4nfdi.de/entity/Q43570171998-03-12Paper
https://portal.mardi4nfdi.de/entity/Q43570191997-10-05Paper
Bayesian Analysis of Errors-in-Variables Regression Models1997-08-03Paper
Bayesian Inference for Generalized Linear and Proportional Hazards Models via Gibbs Sampling1995-08-17Paper

Research outcomes over time

This page was built for person: Petros Dellaportas