Omiros Papaspiliopoulos: search on Z-Library

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1

High-Dimensional Probability: An Introduction with Applications in Data Science

Papaspiliopoulos, Omiros

Journal:

Quantitative Finance

Year:

2020

File:

PDF, 495 KB

2020

2

Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)

Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts, Paul Fearnhead

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2006

Language:

english

File:

PDF, 782 KB

english, 2006

3

Markov Chain Monte Carlo for Exact Inference for Diffusions

SERMAIDIS, GIORGOS, PAPASPILIOPOULOS, OMIROS, ROBERTS, GARETH O., BESKOS, ALEXANDROS, FEARNHEAD, PAUL

Journal:

Scandinavian Journal of Statistics

Year:

2013

Language:

english

File:

PDF, 1.09 MB

english, 2013

4

Retrospective Markov Chain Monte Carlo Methods for Dirichlet Process Hierarchical Models

Omiros Papaspiliopoulos and Gareth O. Roberts

Journal:

Year:

2008

Language:

english

File:

PDF, 1.95 MB

english, 2008

5

Data Augmentation for Diffusions

Papaspiliopoulos, Omiros, Roberts, Gareth O., Stramer, Osnat

Journal:

Journal of Computational and Graphical Statistics

Year:

2013

Language:

english

File:

PDF, 279 KB

english, 2013

6

[IEEE 2006 IEEE Nonlinear Statistical Signal Processing Workshop - Cambridge, UK (2006.09.13-2006.09.15)] 2006 IEEE Nonlinear Statistical Signal Processing Workshop - Particle Filtering for Diffusions Avoiding Time-Discretisations

Fearnhead, Paul, Papaspiliopoulos, Omiros, Roberts, Gareth O.

Year:

2006

Language:

english

File:

PDF, 764 KB

english, 2006

7

Monte Carlo Maximum Likelihood Estimation for Discretely Observed Diffusion Processes

Alexandros Beskos, Omiros Papaspiliopoulos and Gareth Roberts

Journal:

The Annals of Statistics

Year:

2009

Language:

english

File:

PDF, 1.65 MB

english, 2009

8

Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes

Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts and Paul Fearnhead

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2006

Language:

english

File:

PDF, 6.49 MB

english, 2006

9

Simulating events of unknown probabilities via reverse time martingales

Krzysztof Łatuszyński, Ioannis Kosmidis, Omiros Papaspiliopoulos, Gareth O. Roberts

Journal:

Random Structures & Algorithms

Year:

2011

Language:

english

File:

PDF, 140 KB

english, 2011

10

A Factorisation of Diffusion Measure and Finite Sample Path Constructions

Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts

Journal:

Methodology and Computing in Applied Probability

Year:

2008

Language:

english

File:

PDF, 687 KB

english, 2008

11

Bayesian inference for non-Gaussian Ornstein–Uhlenbeck stochastic volatility processes

Gareth O. Roberts, Omiros Papaspiliopoulos, Petros Dellaportas

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2004

Language:

english

File:

PDF, 564 KB

english, 2004

12

Random-weight particle filtering of continuous time processes

Paul Fearnhead, Omiros Papaspiliopoulos, Gareth O. Roberts, Andrew Stuart

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2010

Language:

english

File:

PDF, 3.47 MB

english, 2010

13

Particle filters for partially observed diffusions

Paul Fearnhead, Omiros Papaspiliopoulos, Gareth O. Roberts

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2008

Language:

english

File:

PDF, 905 KB

english, 2008

14

A General Framework for the Parametrization of Hierarchical Models

Omiros Papaspiliopoulos, Gareth O. Roberts and Martin Sköld

Journal:

Statistical Science

Year:

2007

Language:

english

File:

PDF, 1.87 MB

english, 2007

15

Bayesian Inference for Non-Gaussian Ornstein-Uhlenbeck Stochastic Volatility Processes

Gareth O. Roberts, Omiros Papaspiliopoulos and Petros Dellaportas

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2004

Language:

english

File:

PDF, 2.91 MB

english, 2004

16

Analysis of the Gibbs Sampler for Hierarchical Inverse Problems

Agapiou, Sergios, Bardsley, Johnathan M., Papaspiliopoulos, Omiros, Stuart, Andrew M.

Journal:

SIAM/ASA Journal on Uncertainty Quantification

Year:

2014

Language:

english

File:

PDF, 1.71 MB

english, 2014

17

Markov chain Monte Carlo approach to parameter estimation in the FitzHugh-Nagumo model

Jensen, Anders Chr., Ditlevsen, Susanne, Kessler, Mathieu, Papaspiliopoulos, Omiros

Journal:

Physical Review E

Year:

2012

Language:

english

File:

PDF, 646 KB

english, 2012

18

Stability of the Gibbs Sampler for Bayesian Hierarchical Models

Omiros Papaspiliopoulos and Gareth Roberts

Journal:

The Annals of Statistics

Year:

2008

Language:

english

File:

PDF, 1.72 MB

english, 2008

19

Retrospective Exact Simulation of Diffusion Sample Paths with Applications

Alexandros Beskos, Omiros Papaspiliopoulos and Gareth O. Roberts

Journal:

Year:

2006

Language:

english

File:

PDF, 1.72 MB

english, 2006

20

Particle Filters for Partially Observed Diffusions

Paul Fearnhead, Omiros Papaspiliopoulos and Gareth O. Roberts

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2008

Language:

english

File:

PDF, 3.30 MB

english, 2008

21

Optimal filtering and the dual process

Papaspiliopoulos, Omiros, Ruggiero, Matteo

Journal:

Year:

2014

Language:

english

File:

PDF, 221 KB

english, 2014

22

Conjugacy properties of time-evolving Dirichlet and gamma random measures

Papaspiliopoulos, Omiros, Ruggiero, Matteo, Spanò, Dario

Journal:

Electronic Journal of Statistics

Year:

2016

Language:

english

File:

PDF, 926 KB

english, 2016

23

Exact sampling of diffusions with a discontinuity in the drift

Papaspiliopoulos, Omiros, Roberts, Gareth O., Taylor, Kasia B.

Journal:

Advances in Applied Probability

Year:

2016

Language:

english

File:

PDF, 304 KB

english, 2016

24

Auxiliary gradient-based sampling algorithms

Titsias, Michalis K., Papaspiliopoulos, Omiros

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

2018

Language:

english

File:

PDF, 739 KB

english, 2018

25

Retrospective exact simulation of diffusion sample paths with applications

Beskos, Alexandros, Papaspiliopoulos, Omiros, Roberts, Gareth O.

Journal:

Year:

2006

Language:

english

File:

PDF, 499 KB

english, 2006

26

Stability of the Gibbs sampler for Bayesian hierarchical models

Papaspiliopoulos, Omiros, Roberts, Gareth

Journal:

The Annals of Statistics

Year:

2008

Language:

english

File:

PDF, 246 KB

english, 2008

27

[Springer Series in Statistics] An Introduction to Sequential Monte Carlo ||

Chopin, Nicolas, Papaspiliopoulos, Omiros

Year:

2020

File:

PDF, 12.70 MB

2020