Papaspiliopoulos, O.; Roberts, G. O.; Zanella, G. Scalable inference for crossed random effects models. (English) Zbl 1435.62283 Biometrika 107, No. 1, 25-40 (2020). MSC: 62J10 62P25 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} et al., Biometrika 107, No. 1, 25--40 (2020; Zbl 1435.62283) Full Text: DOI arXiv Link
Papaspiliopoulos, Omiros; Roberts, Gareth O.; Taylor, Kasia B. Exact sampling of diffusions with a discontinuity in the drift. (English) Zbl 1426.65010 Adv. Appl. Probab. 48, No. A, 249-259 (2016). MSC: 65C30 60H35 65C05 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} et al., Adv. Appl. Probab. 48, No. A, 249--259 (2016; Zbl 1426.65010) Full Text: DOI arXiv
Gerber, Mathieu; Chopin, Nicolas [Pitt, Michael; Doucet, Arnaud; Oates, Chris J.; Simpson, Daniel; Girolami, Mark; Pollock, M.; Johansen, Adam M.; Łatuszyński, K.; Roberts, G. O.; Finke, Axel; Hetland, Andreas L.; Lee, Anthony; Critchley, Frank; Nguyen, Dao; Arbel, Julyan; Prünster, Igor; Bao, Le; Beskos, Alexandros; Jasra, Ajay; Castro, Daniela; Porcu, Emilio; Coad, D. S.; Weng, R. C.; Everitt, Richard G.; Gandy, Axel; Lau, F. Din-Houn; He, Zhijian; Owen, Art B.; Paulin, Daniel; Thiery, Alexandre H.; Künsch, Hans R.; Lacoste-Julien, Simon; Lindsten, Fredrik; L’Ecuyer, Pierre; Lemieux, Christiane; Singh, Sumeetpal S.; Liu, Han; Zeng, Yong; Mateu, Jorge; Papaspiliopoulos, Omiros; Robert, Christian P.; Rudolf, Daniel; Ryder, Robin J.; Telesca, Donatello; Wong, Weng Kee; Tong, Howell; Wu, Ruochen; Linton, Oliver] Sequential quasi Monte Carlo. With discussion and authors’ reply. (English) Zbl 1414.62109 J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 3, 509-579 (2015). MSC: 62G05 65C60 PDFBibTeX XMLCite \textit{M. Gerber} and \textit{N. Chopin}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 3, 509--579 (2015; Zbl 1414.62109) Full Text: DOI arXiv
Sermaidis, Giorgos; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Beskos, Alexandros; Fearnhead, Paul Markov chain Monte Carlo for exact inference for diffusions. (English) Zbl 1328.65015 Scand. J. Stat. 40, No. 2, 294-321 (2013). MSC: 65C40 60J60 60H10 PDFBibTeX XMLCite \textit{G. Sermaidis} et al., Scand. J. Stat. 40, No. 2, 294--321 (2013; Zbl 1328.65015) Full Text: DOI arXiv
Papaspiliopoulos, Omiros; Roberts, Gareth Importance sampling techniques for estimation of diffusion models. (English) Zbl 1272.65012 Kessler, Mathieu (ed.) et al., Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. Boca Raton, FL: CRC Press (ISBN 978-1-4398-4940-8/hbk; 978-1-4398-4976-7/ebook). Monographs on Statistics and Applied Probability 124, 311-340 (2012). MSC: 65C50 60G17 60J60 65C05 62D05 60J22 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} and \textit{G. Roberts}, Monogr. Stat. Appl. Probab. 124, 311--340 (2012; Zbl 1272.65012) Full Text: DOI
Papaspiliopoulos, Omiros; Pokern, Yvo; Roberts, Gareth O.; Stuart, Andrew M. Nonparametric estimation of diffusions: a differential equations approach. (English) Zbl 1437.62575 Biometrika 99, No. 3, 511-531 (2012). MSC: 62P10 62M05 60J60 62G05 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} et al., Biometrika 99, No. 3, 511--531 (2012; Zbl 1437.62575) Full Text: DOI Link
Yau, C.; Papaspiliopoulos, O.; Roberts, G. O.; Holmes, C. Bayesian non-parametric hidden Markov models with applications in genomics. (English) Zbl 1411.62247 J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 1, 37-57 (2011). MSC: 62M05 62F15 60J20 62P10 PDFBibTeX XMLCite \textit{C. Yau} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 1, 37--57 (2011; Zbl 1411.62247) Full Text: DOI Link
Łatuszyński, Krzysztof; Kosmidis, Ioannis; Papaspiliopoulos, Omiros; Roberts, Gareth O. Simulating events of unknown probabilities via reverse time martingales. (English) Zbl 1236.60044 Random Struct. Algorithms 38, No. 4, 441-452 (2011). Reviewer: Tzvetan Semerdjiev (Sofia) MSC: 60G42 65C60 PDFBibTeX XMLCite \textit{K. Łatuszyński} et al., Random Struct. Algorithms 38, No. 4, 441--452 (2011; Zbl 1236.60044) Full Text: DOI arXiv Link
Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Stuart, Andrew Random-weight particle filtering of continuous time processes. (English) Zbl 1411.60109 J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 4, 497-512 (2010). MSC: 60J22 65C40 62M20 PDFBibTeX XMLCite \textit{P. Fearnhead} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 4, 497--512 (2010; Zbl 1411.60109) Full Text: DOI
Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman [Fearnhead, Paul; Godsill, Simon; Chopin, Nicolas; Chen, Rong; Girolami, Mark; Whiteley, Nick; Roberts, Gareth; Belmonte, Miguel A.; Papaspiliopoulos, Omiros; Łatuszyński, Krzysztof; Flury, Thomas; Shephard, Neil; Robert, Christian P.; Jacob, Pierre; Rue, Håvard; Bhadra, Anindya; Bornn, Luke; Tabet, Aline; Cappé, Olivier; Cornebise, J.; Peters, G. W.; Creal, Drew D.; Koopman, Siem Jan; Crisan, Dan; Draper, David; Everitt, Richard; Golightly, Andrew; Wilkinson, Darren J.; Ionides, Edward L.; Johannes, Michael; Polson, Nick; Yae, Seung Min; Johansen, Adam M.; Aston, John A. D.; Lee, Anthony; Holmes, Chris; Maskell, Simon; Murray, Lawrence; Jones, Emlyn; Parslow, John; Campbell, Eddy; Margvelashvili, Nugzar; Silva, Ralph S.; Kohn, Robert; Giordani, Paolo; Pitt, Michael K.; Toivanen, Miika; Lampinen, Jouko; Yun, Jonghyun; Chen, Yuguo] Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. (English) Zbl 1411.65020 J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 3, 269-342 (2010). MSC: 65C40 65C05 65C60 62P20 65-02 PDFBibTeX XMLCite \textit{C. Andrieu} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 3, 269--342 (2010; Zbl 1411.65020) Full Text: DOI
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. (English) Zbl 1169.65004 Ann. Stat. 37, No. 1, 223-245 (2009). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 62M05 60J60 65C05 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{A. Beskos} et al., Ann. Stat. 37, No. 1, 223--245 (2009; Zbl 1169.65004) Full Text: DOI arXiv Euclid
Papaspiliopoulos, Omiros; Roberts, Gareth O. Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models. (English) Zbl 1437.62576 Biometrika 95, No. 1, 169-186 (2008). MSC: 62P10 65C40 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} and \textit{G. O. Roberts}, Biometrika 95, No. 1, 169--186 (2008; Zbl 1437.62576) Full Text: DOI arXiv
Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O. Particle filters for partially observed diffusions. (English) Zbl 05563368 J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 4, 755-777 (2008). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Fearnhead} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 4, 755--777 (2008; Zbl 05563368) Full Text: DOI arXiv
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. A factorisation of diffusion measure and finite sample path constructions. (English) Zbl 1152.65013 Methodol. Comput. Appl. Probab. 10, No. 1, 85-104 (2008). Reviewer: Serghey G. Suvorov (Donetsk) MSC: 65C50 60J60 60J65 PDFBibTeX XMLCite \textit{A. Beskos} et al., Methodol. Comput. Appl. Probab. 10, No. 1, 85--104 (2008; Zbl 1152.65013) Full Text: DOI Link
Papaspiliopoulos, Omiros; Roberts, Gareth Stability of the Gibbs sampler for Bayesian hierarchical models. (English) Zbl 1144.65007 Ann. Stat. 36, No. 1, 95-117 (2008). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 65C60 65C05 62D05 62J12 60G15 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} and \textit{G. Roberts}, Ann. Stat. 36, No. 1, 95--117 (2008; Zbl 1144.65007) Full Text: DOI arXiv Euclid
Papaspiliopoulos, Omiros; Roberts, Gareth O.; Sköld, Martin A general framework for the parametrization of hierarchical models. (English) Zbl 1246.62195 Stat. Sci. 22, No. 1, 59-73 (2007). MSC: 62M99 65C40 62F15 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} et al., Stat. Sci. 22, No. 1, 59--73 (2007; Zbl 1246.62195) Full Text: DOI arXiv Euclid
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. Retrospective exact simulation of diffusion sample paths with applications. (English) Zbl 1129.60073 Bernoulli 12, No. 6, 1077-1098 (2006). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60J60 60G17 PDFBibTeX XMLCite \textit{A. Beskos} et al., Bernoulli 12, No. 6, 1077--1098 (2006; Zbl 1129.60073) Full Text: DOI Euclid
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Fearnhead, Paul Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (With discussion). (English) Zbl 1100.62079 J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 333-382 (2006). MSC: 62M05 65C05 62F15 65C40 PDFBibTeX XMLCite \textit{A. Beskos} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 333--382 (2006; Zbl 1100.62079) Full Text: DOI
Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. (English) Zbl 1062.62049 J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 2, 369-393 (2004). MSC: 62F15 62M99 62P05 65C40 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 2, 369--393 (2004; Zbl 1062.62049) Full Text: DOI