PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

EPrints submitted by Omiros Papaspiliopoulos

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Number of EPrints submitted by this user: 11

Stability of the Gibbs sampler for Bayesian hierarchical models
Omiros Papaspiliopoulos and Gareth Roberts
Annals of Statistics Volume 36, 2008.

Retrospective MCMC for Dirichlet process hierarchical models
Omiros Papaspiliopoulos and Gareth Roberts
Biometrika 2008.

Particle filters for partially observed diffusions
Omiros Papaspiliopoulos, Gareth Roberts and Paul Fearnhead
Journal of the Royal Statistical Society, series B 2008.

Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
Omiros Papaspiliopoulos, Gareth Roberts and Alex Beskos
Annals of Statistics 2009.

Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes
Omiros Papaspiliopoulos, Chris Yau, Gareth Roberts and Chris Holmes
Journal of the Royal Statistical Society, series B 2008.

Filtering systems of coupled stochastic differential equations partially observed at high frequency
Paul Fearnhead, Omiros Papaspiliopoulos, Gareth Roberts and Andrew Stuart
Journal of the Royal Statistical Society, series B 2008.

Particle filter estimation of duration models
Miguel Belmonte, Omiros Papaspiliopoulos and Mike Pitt
Computational Statistics and Data Analysis 2008.

Online multi-task learning with hard constraints
Gábor Lugosi, Omiros Papaspiliopoulos and Gilles Stoltz
In: COLT(2009).

A methodological framework for Monte Carlo probabilistic inference for diffusion processes.
Omiros Papaspiliopoulos
In: Inference and Learning in Dynamic Models, Cambridge University Press (2009) Cambridge University Press .

Simulating Events of Unknown Probabilities via Reverse Time Martingales.
Krzystof \L atuszy\'nski, K., Ioannis Kosmidis, Omiros Papaspiliopoulos and Gareth Roberts
Random Structures and Algorithms 2009.

Nonparametric Bayesian drift estimation for one-dimensional diffusion processes
Yvo Pokern, Omiros Papaspiliopoulos, Gareth Roberts and Andrew Stuart
Bernoulli 2009.