2017

Agapiou, Sergios, Papaspiliopoulos, Omiros, Sanz-Alonso, Daniel and Stuart, A. M. (2017) Importance sampling : intrinsic dimension and computational cost. Statistical Science, 32 (3). pp. 405-431. doi:10.1214/17-STS611

2016

Papaspiliopoulos, Omiros, Ruggiero, Matteo and Spanò, Dario (2016) Conjugacy properties of time-evolving Dirichlet and gamma random measures. Electronic Journal of Statistics, 10 (2). pp. 3452-3489. doi:10.1214/16-EJS1194

2014

Agapiou, Sergios, Bardsley, Johnathan M., Papaspiliopoulos, Omiros and Stuart, A. M. (2014) Analysis of the Gibbs Sampler for hierarchical inverse problems. SIAM/ASA Journal on Uncertainty Quantification, 2 (1). pp. 511-544. doi:10.1137/130944229

Papaspiliopoulos, Omiros, Ruggiero, Matteo and Spanò, Dario (2014) Filtering hidden Markov measures. Scandinavian Journal of Statistics . (Submitted)

2013

Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stramer, Osnat (2013) Data augmentation for diffusions. Journal of Computational and Graphical Statistics, Volume 22 (Number 3). pp. 665-688. doi:10.1080/10618600.2013.783484

Sermaidis, Giorgos, Papaspiliopoulos, Omiros, Roberts, Gareth O., Beskos, Alexandros and Fearnhead, Paul (2013) Markov chain monte carlo for exact inference for diffusions. Scandinavian Journal of Statistics, Volume 40 (Number 2). pp. 294-321. doi:10.1111/j.1467-9469.2012.00812.x

2012

Papaspiliopoulos, Omiros and Roberts, Gareth O. (2012) Importance sampling techniques for estimation of diffusion models. In: Kessler, Mathieu and Linder, Alexander and Sørensen, Michael, (eds.) Statistical methods for stochastic differential equations. CRC Monographs on Statistics & Applied Probability, Volume 124 . Boca Raton, Florida, USA: CRC Press, pp. 311-340. ISBN 9781439849408

2011

Papaspiliopoulos, Omiros, Roberts, Gareth O. and Sermaidis, Giorgos (2011) Whether ’tis nobler in the mind to suffer the slings and arrows of outrageous mixing problems, or to take arms against a sea of troubles, and by opposing end them? Journal of Computational and Graphical Statistics, Vol.20 (No.3). pp. 592-602. doi:10.1198/jcgs.2011.203d

Łatuszyński, Krzysztof, Kosmidis, Ioannis, Papaspiliopoulos, Omiros and Roberts, Gareth O. (2011) Simulating events of unknown probabilities via reverse time martingales. Random Structures & Algorithms, 38 (4). pp. 441-452. doi:10.1002/rsa.20333

2010

Fearnhead, Paul, Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stuart, A. M. (2010) Random-weight particle filtering of continuous time processes. Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol.72 (No.4). pp. 497-512. doi:10.1111/j.1467-9868.2010.00744.x

Yau, C., Papaspiliopoulos, Omiros, Roberts, Gareth O. and Holmes, Christopher (2010) Bayesian non-parametric hidden Markov models with applications in genomics. Journal of the Royal Statistical Society : Series B (Statistical Methodology), Vol.73 (No.1). pp. 37-57. doi:10.1111/j.1467-9868.2010.00756.x

2009

Beskos, Alexandros, Papaspiliopoulos, Omiros and Roberts, Gareth O. (2009) Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Annals of statistics, Vol.37 (No.1). pp. 223-245. doi:10.1214/07-AOS550

Yau, C., Papaspiliopoulos, Omiros, Roberts, Gareth O. and Holmes, Christopher (2009) Bayesian nonparametric hidden Markov models with application to the analysis of copy-number-variation in mammalian genomes. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.12).

Papaspiliopoulos, Omiros and Roberts, Gareth O. (2009) Importance sampling techniques for estimation of diffusions models. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.28).

Pokern, Yvo, Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stuart, A. M. (2009) Non parametric Bayesian drift estimation for one-dimensional diffusion processes. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.29).

Łatuszyński, Krzysztof, Kosmidis, Ioannis, Papaspiliopoulos, Omiros and Roberts, Gareth O. (2009) Simulating events of unknown probabilities via reverse time martingales. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Volume 2009 (Number 30).

Papaspiliopoulos, Omiros (2009) A methodological framework for Monte Carlo probabilistic inference for diffusion processes. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.31).

2008

Fearnhead, Paul, Papaspiliopoulos, Omiros and Roberts, Gareth O. (2008) Particle filters for partially observed diffusions. Royal Statistical Society. Journal. Series B: Statistical Methodology, Volume 70 (Number 4). pp. 755-777. doi:10.1111/j.1467-9868.2008.00661.x

Papaspiliopoulos, Omiros and Roberts, Gareth O. (2008) Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models. Biometrika, Vol.95 (No.1). pp. 169-186. doi:10.1093/biomet/asm086

Beskos, Alexandros, Papaspiliopoulos, Omiros and Roberts, Gareth O. (2008) A factorisation of diffusion measure and finite sample path constructions. Methodology and Computing in Applied Probability, Vol.10 (No.1). pp. 85-104. doi:10.1007/s11009-007-9060-4

Papaspiliopoulos, Omiros (2008) A note on posterior sampling from Dirichlet mixture models. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2008 (No.20).

2007

Papaspiliopoulos, Omiros, Roberts, Gareth O. and Skold, Martin (2007) A general framework for the parametrization of hierarchical models. Statistical Science, Vol.22 (No.1). pp. 59-73. doi:10.1214/088342307000000014

Fearnhead, Paul, Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stuart, A. M. (2007) Filtering systems of coupled stochastic differential equations partially observed at high frequency. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2007 (No.11).

Papaspiliopoulos, Omiros and Sermaidis, Giorgos (2007) Monotonicity properties of the Monte Carlo EM algorithm and connections with simulated likelihood. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2007 (No.24).

Papaspiliopoulos, Omiros, Andrieu, Christophe, Glasbey, Chris, Blok, Joleen H., Visser, Gerhard H., Aitkin, Murray, Fearnside, A. T., Gibson, Gavin J., McGrory, Clare Anne, Stashuk, Daniel W. and Torsney, Ben (2007) Motor unit number estimation using reversible jump Markov chain Monte Carlo methods - Discussion paper. Royal Statistical Society. Journal. Series C : Applied Statistics , Volume 56 (Part 3). pp. 260-269. doi:10.1111/j.1467-9876.2007.00576.x

Papaspiliopoulos, Omiros and Sermaidis, Giorgos (2007) Parametric estimation of discretely observed diffusions using the EM algorithm. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2007 (No.21).