The Library
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Number of items: 25.
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 ISSN 0883-4237.
2016
Papaspiliopoulos, Omiros, Ruggiero, Matteo and SpanΓ², 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 ISSN 1935-7524.
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 ISSN 2166-2525.
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 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. doi:10.1111/j.1467-9469.2012.00812.x 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 SΓΈrensen, 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 βtis 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 ISSN 1061-8600.
ΕatuszyΕski, 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 ISSN 1042-9832.
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 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. doi:10.1111/j.1467-9868.2010.00756.x ISSN 1369-7412.
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 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).
ΕatuszyΕski, 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 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. doi:10.1093/biomet/asm086 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. doi:10.1007/s11009-007-9060-4 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. doi:10.1214/088342307000000014 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 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).
This list was generated on Thu Apr 25 09:23:34 2024 BST.