Omiros Papaspiliopoulos

Available identifiers

zbMath Open papaspiliopoulos.omirosMaRDI QIDQ449748

List of research outcomes

Publication	Date of Publication	Type
Bayesian prediction of jumps in large panels of time series data	2024-02-27	Paper
Scalable Bayesian computation for crossed and nested hierarchical models	2024-01-05	Paper
Exact inference for a class of hidden Markov models on general state spaces	2021-08-09	Paper
High-Dimensional Probability: An Introduction with Applications in Data Science	2020-12-07	Paper
An Introduction to Sequential Monte Carlo	2020-09-04	Paper
Scalable inference for crossed random effects models	2020-04-01	Paper
Exact sampling of diffusions with a discontinuity in the drift	2019-09-23	Paper
OUP accepted manuscript	2019-06-24	Paper
SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models	2019-05-09	Paper
Random-Weight Particle Filtering of Continuous Time Processes	2019-04-30	Paper
Auxiliary Gradient-Based Sampling Algorithms	2018-10-30	Paper
Importance sampling: intrinsic dimension and computational cost	2018-05-18	Paper
Conjugacy properties of time-evolving Dirichlet and gamma random measures	2017-01-11	Paper
Analysis of the Gibbs Sampler for Hierarchical Inverse Problems	2015-01-14	Paper
Filtering hidden Markov measures	2014-11-18	Paper
Optimal filtering and the dual process	2014-11-11	Paper
Markov Chain Monte Carlo for Exact Inference for Diffusions	2013-06-05	Paper
References	2013-04-03	Paper
Nonparametric estimation of diffusions: a differential equations approach	2012-09-21	Paper
A general framework for the parametrization of hierarchical models	2012-09-01	Paper
Simulating events of unknown probabilities via reverse time martingales	2011-08-09	Paper
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models	2009-06-10	Paper
Particle Filters for Partially Observed Diffusions	2009-06-10	Paper
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes	2009-02-25	Paper
A factorisation of diffusion measure and finite sample path constructions	2008-08-20	Paper
Stability of the Gibbs sampler for Bayesian hierarchical models	2008-03-12	Paper
Retrospective exact simulation of diffusion sample paths with applications	2007-09-05	Paper
Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)	2006-11-14	Paper
Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes	2005-04-11	Paper

Research outcomes over time

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