EPrints submitted by Omiros Papaspiliopoulos
Click here to see user's record. 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.
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