Edit Profile (opens in new tab) Dellaportas, Petros Compute Distance To: Compute Author ID: dellaportas.petros Published as: Dellaportas, Petros; Dellaportas, P. External Links: MGP Documents Indexed: 51 Publications since 1993 3 Contributions as Editor Co-Authors: 46 Co-Authors with 52 Joint Publications 825 Co-Co-Authors all top 5 Co-Authors 2 single-authored 8 Forster, Jonathan J. 8 Ntzoufras, Ioannis 6 Roberts, Gareth O. 5 Stephens, David A. 5 Vrontos, Ioannis D. 4 Politis, Dimitris Nicolas 3 Damien, Paul 3 Polson, Nicholas G. 2 Arakelian, Veni 2 Bottolo, Leonardo 2 Consonni, Guido 2 Giakoumatos, Stefanos G. 2 Kalogeropoulos, Konstantinos 2 Kateri, Maria 2 Linardakis, Michalis 2 Meligkotsidou, Loukia 2 Petralias, Athanassios 2 Smith, Adrian F. M. 2 Tarantola, Claudia 1 Beskos, Alexandros 1 Crowder, Martin J. 1 Denison, David G. T. 1 Finke, Axel 1 Friel, Nial 1 Giannikis, D. 1 Giudici, Paolo 1 Holmes, Christopher C. 1 Karlis, Dimitris 1 King, Ruth 1 Kontoyiannis, Ioannis 1 Lijoi, Antonio 1 Morfiadakis, Evangelos E. 1 Neal, Peter J. 1 Panos, Aristeidis 1 Papaioannou, Takis 1 Papaspiliopoulos, Omiros 1 Papathomas, Michail 1 Paroli, Roberta 1 Pourahmadi, Mohsen 1 Savona, Roberto 1 Spezia, Luigi 1 Stavropoulos, Photis 1 Titsias, Michalis K. 1 Tsionas, Mike G. 1 Vasdekis, Vassilis G. S. 1 Vezzoli, Marika 1 Zaphiropoulos, Yiorgos D. all top 5 Serials 4 Statistics and Computing 3 Biometrika 3 Journal of Statistical Planning and Inference 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 The Canadian Journal of Statistics 2 Journal of Statistical Computation and Simulation 2 The Econometrics Journal 2 Journal of the Royal Statistical Society. Series C. Applied Statistics 2 Quantitative Finance 1 The Annals of Statistics 1 Biometrics 1 International Statistical Review 1 Journal of Econometrics 1 Sankhyā. Series B. Methodological 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Insurance Mathematics & Economics 1 Journal of Time Series Analysis 1 Statistical Science 1 Econometric Reviews 1 Machine Learning 1 Computational Statistics and Data Analysis 1 Journal of the Royal Statistical Society. Series A. Statistics in Society 1 Extremes 1 Applied Stochastic Models in Business and Industry 1 Statistical Modelling 1 North American Actuarial Journal 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Sankhyā all top 5 Fields 51 Statistics (62-XX) 26 Numerical analysis (65-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Probability theory and stochastic processes (60-XX) 3 General and overarching topics; collections (00-XX) 3 History and biography (01-XX) 2 Combinatorics (05-XX) 2 Operations research, mathematical programming (90-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 38 Publications have been cited 448 times in 379 Documents Cited by ▼ Year ▼ On Bayesian model and variable selection using MCMC. Zbl 1247.62086Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis 72 2002 Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models. Zbl 0949.62050Dellaportas, Petros; Forster, Jonathan J. 54 1999 Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. Zbl 1062.62049Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros 43 2004 Bayesian inference for generalized linear and proportional hazards models via Gibbs sampling. Zbl 0825.62409Dellaportas, P.; Smith, A. F. M. 38 1993 Bayesian variable and link determination for generalised linear models. Zbl 1033.62026Ntzoufras, Ioannis; Dellaportas, Petros; Forster, Jonathan J. 29 2003 A full-factor multivariate GARCH model. Zbl 1065.91553Vrontos, I. D.; Dellaportas, P.; Politis, D. N. 24 2003 Bayesian analysis of errors-in-variables regression models. Zbl 0867.62013Dellaportas, Petros; Stephens, David A. 22 1995 Bayesian modelling of outstanding liabilities incorporating claim count uncertainty. Zbl 1084.62544Ntzoufras, Ioannis; Dellaportas, Petros 22 2002 Model determination for categorical data with factor level merging. Zbl 1069.62049Dellaportas, Petros; Tarantola, Claudia 13 2005 Bayesian analysis of mortality data. Zbl 1002.91504Dellaportas, Petros; Smith, Adrian F. M.; Stavropoulos, Photis 11 2001 Bayesian inference for nondecomposable graphical Gaussian models. Zbl 1192.62090Dellaportas, Petros; Giudici, Paolo; Roberts, Gareth 10 2003 An introduction to MCMC. Zbl 1035.62083Dellaportas, Petros; Roberts, Gareth O. 10 2003 Bayesian variable selection using the Gibbs sampler. Zbl 1026.62023Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis 9 2000 Bayesian analysis of extreme values by mixture modelling. Zbl 1053.62061Bottolo, Leonardo; Consonni, Guido; Dellaportas, Petros; Lijoi, Antonio 8 2003 Control variates for estimation based on reversible Markov chain Monte Carlo samplers. Zbl 1411.62056Dellaportas, Petros; Kontoyiannis, Ioannis 7 2012 Inference for stochastic volatility models using time change transformations. Zbl 1189.91220Kalogeropoulos, Konstantinos; Roberts, Gareth O.; Dellaportas, Petros 7 2010 Joint specification of model space and parameter space prior distributions. Zbl 1330.62117Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis 7 2012 Cholesky-GARCH models with applications to finance. Zbl 1252.91080Dellaportas, Petros; Pourahmadi, Mohsen 7 2012 Stochastic search variable selection for log-linear models. Zbl 0968.62051Ntzoufras, Ioannis; Forster, Jonathan J.; Dellaportas, Petros 6 2000 Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models. Zbl 1368.62244Giannikis, D.; Vrontos, I. D.; Dellaportas, P. 5 2008 Contagion determination via copula and volatility threshold models. Zbl 1241.91134Arakelian, Veni; Dellaportas, Petros 5 2012 Forecasting with non-homogeneous hidden Markov models. Zbl 1258.65010Meligkotsidou, Loukia; Dellaportas, Petros 5 2011 Flexible threshold models for modelling interest rate volatility. Zbl 1112.62117Dellaportas, Petros; Denison, David G. T.; Holmes, Chris 4 2007 Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models. Zbl 1126.62098Dellaportas, P.; Vrontos, I. D. 4 2007 A novel reversible jump algorithm for generalized linear models. Zbl 1215.62069Papathomas, M.; Dellaportas, P.; Vasdekis, V. G. S. 4 2011 Bayesian clustering for row effects models. Zbl 1134.62038Tarantola, Claudia; Consonni, Guido; Dellaportas, Petros 4 2008 Assessment of Athens’s metro passenger behaviour via a multiranked probit model. Zbl 1111.62393Linardakis, Michalis; Dellaportas, Petros 3 2003 Specification and interpretation of prior distributions for variable selection in linear models. Zbl 0944.62030Ntzoufras, Ioannis; Dellaportas, Petros; Forster, Jonathan J. 2 1998 Likelihood-based inference for correlated diffusions. Zbl 1221.65027Kalogeropoulos, Konstantinos; Dellaportas, Petros; Roberts, Gareth O. 2 2011 Bayesian model selection for partially observed diffusion models. Zbl 1436.62407Dellaportas, Petros; Friel, Nial; Roberts, Gareth O. 2 2006 Bayesian theory and applications. Zbl 1277.62082 2 2013 Importance sampling from posterior distributions using copula-like approximations. Zbl 1452.62219Dellaportas, Petros; Tsionas, Mike G. 1 2019 Computational strategies for the implementation of the Bayesian paradigm. Zbl 0882.65152Dellaportas, Petros 1 1997 An MCMC model search algorithm for regression problems. Zbl 1453.62177Petralias, Athanassios; Dellaportas, Petros 1 2013 Bayesian classification of Neolithic tools. Zbl 0904.62139Dellaportas, Petros 1 1998 An application of three bivariate time-varying volatility models. Zbl 0967.91064Vrontos, I. D.; Giakoumatos, S. G.; Dellaportas, P.; Politis, D. N. 1 2001 Quantification of automobile insurance liability: A Bayesian failure time approach. Zbl 1043.62092Stephens, David A.; Crowder, Martin J.; Dellaportas, Petros 1 2004 Volatility prediction based on scheduled macroeconomic announcements. Zbl 1328.62632Petralias, Athanassios; Dellaportas, Petros 1 2015 Importance sampling from posterior distributions using copula-like approximations. Zbl 1452.62219Dellaportas, Petros; Tsionas, Mike G. 1 2019 Volatility prediction based on scheduled macroeconomic announcements. Zbl 1328.62632Petralias, Athanassios; Dellaportas, Petros 1 2015 Bayesian theory and applications. Zbl 1277.62082 2 2013 An MCMC model search algorithm for regression problems. Zbl 1453.62177Petralias, Athanassios; Dellaportas, Petros 1 2013 Control variates for estimation based on reversible Markov chain Monte Carlo samplers. Zbl 1411.62056Dellaportas, Petros; Kontoyiannis, Ioannis 7 2012 Joint specification of model space and parameter space prior distributions. Zbl 1330.62117Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis 7 2012 Cholesky-GARCH models with applications to finance. Zbl 1252.91080Dellaportas, Petros; Pourahmadi, Mohsen 7 2012 Contagion determination via copula and volatility threshold models. Zbl 1241.91134Arakelian, Veni; Dellaportas, Petros 5 2012 Forecasting with non-homogeneous hidden Markov models. Zbl 1258.65010Meligkotsidou, Loukia; Dellaportas, Petros 5 2011 A novel reversible jump algorithm for generalized linear models. Zbl 1215.62069Papathomas, M.; Dellaportas, P.; Vasdekis, V. G. S. 4 2011 Likelihood-based inference for correlated diffusions. Zbl 1221.65027Kalogeropoulos, Konstantinos; Dellaportas, Petros; Roberts, Gareth O. 2 2011 Inference for stochastic volatility models using time change transformations. Zbl 1189.91220Kalogeropoulos, Konstantinos; Roberts, Gareth O.; Dellaportas, Petros 7 2010 Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models. Zbl 1368.62244Giannikis, D.; Vrontos, I. D.; Dellaportas, P. 5 2008 Bayesian clustering for row effects models. Zbl 1134.62038Tarantola, Claudia; Consonni, Guido; Dellaportas, Petros 4 2008 Flexible threshold models for modelling interest rate volatility. Zbl 1112.62117Dellaportas, Petros; Denison, David G. T.; Holmes, Chris 4 2007 Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models. Zbl 1126.62098Dellaportas, P.; Vrontos, I. D. 4 2007 Bayesian model selection for partially observed diffusion models. Zbl 1436.62407Dellaportas, Petros; Friel, Nial; Roberts, Gareth O. 2 2006 Model determination for categorical data with factor level merging. Zbl 1069.62049Dellaportas, Petros; Tarantola, Claudia 13 2005 Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. Zbl 1062.62049Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros 43 2004 Quantification of automobile insurance liability: A Bayesian failure time approach. Zbl 1043.62092Stephens, David A.; Crowder, Martin J.; Dellaportas, Petros 1 2004 Bayesian variable and link determination for generalised linear models. Zbl 1033.62026Ntzoufras, Ioannis; Dellaportas, Petros; Forster, Jonathan J. 29 2003 A full-factor multivariate GARCH model. Zbl 1065.91553Vrontos, I. D.; Dellaportas, P.; Politis, D. N. 24 2003 Bayesian inference for nondecomposable graphical Gaussian models. Zbl 1192.62090Dellaportas, Petros; Giudici, Paolo; Roberts, Gareth 10 2003 An introduction to MCMC. Zbl 1035.62083Dellaportas, Petros; Roberts, Gareth O. 10 2003 Bayesian analysis of extreme values by mixture modelling. Zbl 1053.62061Bottolo, Leonardo; Consonni, Guido; Dellaportas, Petros; Lijoi, Antonio 8 2003 Assessment of Athens’s metro passenger behaviour via a multiranked probit model. Zbl 1111.62393Linardakis, Michalis; Dellaportas, Petros 3 2003 On Bayesian model and variable selection using MCMC. Zbl 1247.62086Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis 72 2002 Bayesian modelling of outstanding liabilities incorporating claim count uncertainty. Zbl 1084.62544Ntzoufras, Ioannis; Dellaportas, Petros 22 2002 Bayesian analysis of mortality data. Zbl 1002.91504Dellaportas, Petros; Smith, Adrian F. M.; Stavropoulos, Photis 11 2001 An application of three bivariate time-varying volatility models. Zbl 0967.91064Vrontos, I. D.; Giakoumatos, S. G.; Dellaportas, P.; Politis, D. N. 1 2001 Bayesian variable selection using the Gibbs sampler. Zbl 1026.62023Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis 9 2000 Stochastic search variable selection for log-linear models. Zbl 0968.62051Ntzoufras, Ioannis; Forster, Jonathan J.; Dellaportas, Petros 6 2000 Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models. Zbl 0949.62050Dellaportas, Petros; Forster, Jonathan J. 54 1999 Specification and interpretation of prior distributions for variable selection in linear models. Zbl 0944.62030Ntzoufras, Ioannis; Dellaportas, Petros; Forster, Jonathan J. 2 1998 Bayesian classification of Neolithic tools. Zbl 0904.62139Dellaportas, Petros 1 1998 Computational strategies for the implementation of the Bayesian paradigm. Zbl 0882.65152Dellaportas, Petros 1 1997 Bayesian analysis of errors-in-variables regression models. Zbl 0867.62013Dellaportas, Petros; Stephens, David A. 22 1995 Bayesian inference for generalized linear and proportional hazards models via Gibbs sampling. Zbl 0825.62409Dellaportas, P.; Smith, A. F. M. 38 1993 all cited Publications top 5 cited Publications all top 5 Cited by 700 Authors 23 Ntzoufras, Ioannis 20 Dellaportas, Petros 10 Roberts, Gareth O. 8 Forster, Jonathan J. 7 Dobra, Adrian 7 Fouskakis, Dimitris 6 Papaspiliopoulos, Omiros 6 Tarantola, Claudia 5 Consonni, Guido 5 Massam, Helene M. 4 Brooks, Stephen P. 4 Corander, Jukka 4 Dunson, David Brian 4 Fearnhead, Paul 4 Iglesias, Pilar Loreto 4 Overstall, Antony M. 4 Spezia, Luigi 4 Stephens, David A. 4 Vrontos, Ioannis D. 3 Arakelian, Veni 3 Arellano-Valle, Reinaldo Boris 3 Belomestny, Denis 3 Cai, Bo 3 Chan, Jennifer So Kuen 3 Congdon, Peter D. 3 Czado, Claudia 3 Demirhan, Haydar 3 Frühwirth-Schnatter, Sylvia 3 Golightly, Andrew 3 Griffin, Jim E. 3 Hafner, Christian Matthias 3 Iliopoulos, George 3 Kang, Xiaoning 3 Karlis, Dimitris 3 King, Ruth 3 Kohn, Robert J. 3 Lopes, Hedibert Freitas 3 Moulines, Eric 3 Nieto-Barajas, Luis E. 3 Paroli, Roberta 3 Perrakis, Konstantinos 3 Samsonov, Sergeĭ Petrovich 3 Sherlock, Chris 3 So, Mike K. P. 3 Taufer, Emanuele 3 Tawn, Jonathan A. 3 Tjelmeland, Håkon 3 Vidal, Ignacio 3 Vitoratou, Silia 3 Walker, Stephen Grahm 3 Zhang, Xinsheng 2 Andrieu, Christophe 2 Antonio, Katrien 2 Araki, Takamitsu 2 Bartolucci, Francesco 2 Beskos, Alexandros 2 Bolfarine, Heleno 2 Carvalho, Carlos Marinho 2 Cazzaro, Manuela 2 Chen, Minghui 2 Chopin, Nicolas 2 Creal, Drew D. 2 Crowder, Martin J. 2 De Alba, Enrique 2 Dong, Alice X. D. 2 Doucet, Arnaud 2 Draper, David 2 Drton, Mathias 2 Fitch, A. Marie 2 Friel, Nial 2 Fu, Michael C. 2 Gelfand, Alan Enoch 2 Ghosh, Joyee 2 Gigante, Patrizia 2 Giudici, Paolo 2 Glickman, Mark E. 2 Green, Peter J. 2 Guindani, Michele 2 Hamurkaroglu, Canan 2 Holmes, Christopher C. 2 Ibrahim, Joseph George 2 Ikeda, Kazushi 2 Iosipoi, Leonid 2 Jasra, Ajay 2 Jones, Beatrix 2 Jongbloed, Geurt 2 Kalogeropoulos, Konstantinos 2 Kateri, Maria 2 Latuszynski, Krzysztof 2 Leonenko, Nikolai N. 2 Li, Cheng 2 Lindberg, Carl 2 Linke, Yuliana Yu. 2 Liu, Jinnan 2 Lupparelli, Monia 2 Makov, Udi E. 2 Mallick, Bani K. 2 McAleer, Michael 2 Meligkotsidou, Loukia 2 Moustaki, Irini ...and 600 more Authors all top 5 Cited in 91 Serials 49 Computational Statistics and Data Analysis 20 Journal of Statistical Planning and Inference 20 Statistics and Computing 13 Communications in Statistics. Theory and Methods 11 Biometrics 11 Journal of Econometrics 11 Insurance Mathematics & Economics 11 Bayesian Analysis 10 Statistical Science 9 The Annals of Statistics 9 Communications in Statistics. Simulation and Computation 9 The Annals of Applied Statistics 8 The Canadian Journal of Statistics 8 Journal of Statistical Computation and Simulation 8 Quantitative Finance 8 Statistical Modelling 8 North American Actuarial Journal 7 Journal of Multivariate Analysis 7 Journal of Applied Statistics 6 Scandinavian Journal of Statistics 6 Journal of the Royal Statistical Society. Series B. Statistical Methodology 6 Statistical Methodology 5 European Journal of Operational Research 5 ASTIN Bulletin 4 Lifetime Data Analysis 3 Annals of the Institute of Statistical Mathematics 3 Journal of the American Statistical Association 3 Statistics & Probability Letters 3 Computational Statistics 3 Bernoulli 3 Journal of the Royal Statistical Society. Series C. Applied Statistics 3 Extremes 3 Econometric Theory 3 Brazilian Journal of Probability and Statistics 3 Scandinavian Actuarial Journal 3 Statistical Methods and Applications 3 Statistical Analysis and Data Mining 3 Journal of Computational and Graphical Statistics 2 Advances in Applied Probability 2 Journal of Computational Physics 2 Psychometrika 2 Biometrical Journal 2 Siberian Mathematical Journal 2 Journal of Time Series Analysis 2 Journal of Economic Dynamics & Control 2 Neural Networks 2 Computational Economics 2 Test 2 Statistical Papers 2 The Econometrics Journal 2 Journal of Statistical Theory and Practice 2 Electronic Journal of Statistics 2 Sankhyā. Series B 2 European Actuarial Journal 2 SIAM/ASA Journal on Uncertainty Quantification 1 Artificial Intelligence 1 Inverse Problems 1 Journal of Statistical Physics 1 Applied Mathematics and Computation 1 Automatica 1 Econometrica 1 Journal of Applied Probability 1 Journal of Mathematical Psychology 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 Metron 1 Statistica Neerlandica 1 Revista Colombiana de Estadística 1 Statistics 1 Econometric Reviews 1 Mathematical and Computer Modelling 1 Science in China. Series A 1 Signal Processing 1 Machine Learning 1 Discrete Event Dynamic Systems 1 Journal of Nonparametric Statistics 1 Mathematical Finance 1 European Journal of Mechanics. B. Fluids 1 Methodology and Computing in Applied Probability 1 Applied Stochastic Models in Business and Industry 1 Mathematical Geology 1 Advances in Complex Systems 1 SIAM Journal on Applied Dynamical Systems 1 Multiscale Modeling & Simulation 1 Statistical Methods in Medical Research 1 Stochastics 1 Journal of the Korean Statistical Society 1 Sankhyā. Series A 1 Annals of Finance 1 Journal of Time Series Econometrics all top 5 Cited in 20 Fields 345 Statistics (62-XX) 112 Numerical analysis (65-XX) 68 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 53 Probability theory and stochastic processes (60-XX) 12 Computer science (68-XX) 9 Combinatorics (05-XX) 8 Operations research, mathematical programming (90-XX) 8 Biology and other natural sciences (92-XX) 4 Systems theory; control (93-XX) 2 Partial differential equations (35-XX) 2 Operator theory (47-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Geophysics (86-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Citations by Year