2014

Papaspiliopoulos, Omiros, Ruggiero, Matteo and Spanò, Dario (2014) Filtering hidden Markov measures. Scandinavian Journal of Statistics . ISSN 0303-6898 (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. ISSN 1061-8600

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. ISSN 0303-6898

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. ISSN 1061-8600

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. ISSN 1369-7412

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. ISSN 1369-7412

Łatuszyński, Krzysztof, Kosmidis, Ioannis, Papaspiliopoulos, Omiros and Roberts, Gareth O.. (2010) Simulating events of unknown probabilities via reverse time martingales. Random Structures & Algorithms, Volume 38 (Number 4). pp. 441-452. ISSN 10429832

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. ISSN 0090-5364

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. ISSN 1369-7412

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. ISSN 0006-3444

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. ISSN 1387-5841

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. ISSN 0883-4237

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. ISSN 0035-9254

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).