Edit Profile (opens in new tab) Papaspiliopoulos, Omiros Co-Author Distance Author ID: papaspiliopoulos.omiros Published as: Papaspiliopoulos, Omiros; Papaspiliopoulos, O. External Links: MGP Documents Indexed: 30 Publications since 2004, including 1 Book and 1 Additional arXiv Preprint 2 Further Contributions Co-Authors: 24 Co-Authors with 31 Joint Publications 618 Co-Co-Authors all top 5 Co-Authors 1 single-authored 19 Roberts, Gareth O. 6 Beskos, Alexandros 5 Fearnhead, Paul 4 Chopin, Nicolas 4 Ruggiero, Matteo 4 Stuart, Andrew M. 2 Agapiou, Sergios 2 Dellaportas, Petros 2 Doucet, Arnaud 2 Everitt, Richard Geoffrey 2 Girolami, Mark A. 2 Jacob, Pierre E. 2 Johansen, Adam M. 2 Latuszynski, Krzysztof 2 Lee, Anthony J. T. 2 Pitt, Michael K. 2 Robert, Christian P. 2 Spanò, Dario 2 Zanella, Giacomo 1 Alexopoulos, Angelos 1 Andrieu, Christophe 1 Arbel, Julyan 1 Aston, John A. D. 1 Bao, Le 1 Bardsley, Johnathan M. 1 Belmonte, Miguel A. G. 1 Bhadra, Anindya 1 Bornn, Luke 1 Campbell, Eddy 1 Cappé, Olivier 1 Castro, Daniela 1 Chen, Yuguo 1 Coad, D. Stephen 1 Cornebise, Julien 1 Creal, Drew D. 1 Crisan, Dan O. 1 Critchley, Frank 1 Draper, David 1 Finke, Axel 1 Flury, Thomas 1 Gandy, Axel 1 Gerber, Mathieu 1 Giordani, Paolo E. 1 Godsill, Simon J. 1 Golightly, Andrew 1 He, Zhijian 1 Hetland, Andreas L. 1 Holenstein, Roman 1 Holmes, Christopher C. 1 Ionides, Edward L. 1 Jasra, Ajay 1 Johannes, Michael S. 1 Jones, Emlyn M. 1 King, Guillaume Kon Kam 1 Kohn, Robert J. 1 Koopman, Siem Jan 1 Kosmidis, Ioannis 1 Künsch, Hans Rudolf 1 Lacoste-Julien, Simon 1 Lampinen, Jouko 1 Lau, F. Din-Houn 1 L’Ecuyer, Pierre 1 Lemieux, Christiane 1 Lindsten, Fredrik 1 Linton, Oliver Bruce 1 Liu, Han 1 Margvelashvili, Nugzar 1 Maskell, Simon 1 Mateu, Jorge 1 Murray, Lawrence M. 1 Nguyen, Dao 1 Oates, Chris J. 1 Owen, Art B. 1 Parslow, John 1 Paulin, Daniel 1 Peters, Gareth William 1 Pokern, Yvo 1 Pollock, Murray 1 Polson, Nick 1 Porcu, Emilio 1 Prünster, Igor 1 Rossell, David 1 Rudolf, Daniel 1 Rue, Håvard 1 Ryder, Robin J. 1 Sanz-Alonso, Daniel 1 Sermaidis, Giorgos 1 Shephard, Neil 1 Silva, Ralph S. 1 Simpson, Daniel Peter 1 Singh, Sumeetpal Sidhu 1 Sköld, Martin 1 Stumpf-Fétizon, Timothée 1 Tabet, Aline 1 Taylor, Kasia B. 1 Telesca, Donatello 1 Thiéry, Alexandre H. 1 Titsias, Michalis K. 1 Toivanen, Miika 1 Tong, Howell ...and 8 more Co-Authors all top 5 Serials 9 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 Biometrika 3 Electronic Journal of Statistics 2 The Annals of Statistics 2 Statistical Science 2 Bernoulli 1 Advances in Applied Probability 1 Scandinavian Journal of Statistics 1 Random Structures & Algorithms 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Bayesian Analysis 1 Springer Series in Statistics 1 SIAM/ASA Journal on Uncertainty Quantification all top 5 Fields 26 Statistics (62-XX) 15 Probability theory and stochastic processes (60-XX) 15 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Ordinary differential equations (34-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 29 Publications have been cited 852 times in 612 Documents Cited by ▼ Year ▼ Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 245 2010 Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (With discussion). Zbl 1100.62079 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Fearnhead, Paul 126 2006 Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models. Zbl 1437.62576 Papaspiliopoulos, Omiros; Roberts, Gareth O. 100 2008 Retrospective exact simulation of diffusion sample paths with applications. Zbl 1129.60073 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 72 2006 \(\mathrm{SMC}^2\): an efficient algorithm for sequential analysis of state space models. Zbl 1411.62242 Chopin, N.; Jacob, P. E.; Papaspiliopoulos, O. 68 2013 A general framework for the parametrization of hierarchical models. Zbl 1246.62195 Papaspiliopoulos, Omiros; Roberts, Gareth O.; Sköld, Martin 52 2007 Importance sampling: intrinsic dimension and computational cost. Zbl 1442.62026 Agapiou, S.; Papaspiliopoulos, O.; Sanz-Alonso, D.; Stuart, A. M. 52 2017 Particle filters for partially observed diffusions. Zbl 05563368 Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O. 46 2008 Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. Zbl 1062.62049 Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros 46 2004 An introduction to sequential Monte Carlo. Zbl 1453.62005 Chopin, Nicolas; Papaspiliopoulos, Omiros 40 2020 A factorisation of diffusion measure and finite sample path constructions. Zbl 1152.65013 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 34 2008 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 32 2015 Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Zbl 1169.65004 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth 30 2009 Nonparametric estimation of diffusions: a differential equations approach. Zbl 1437.62575 Papaspiliopoulos, Omiros; Pokern, Yvo; Roberts, Gareth O.; Stuart, Andrew M. 25 2012 Bayesian non-parametric hidden Markov models with applications in genomics. Zbl 1411.62247 Yau, C.; Papaspiliopoulos, O.; Roberts, G. O.; Holmes, C. 25 2011 Analysis of the Gibbs sampler for hierarchical inverse problems. Zbl 1308.62097 Agapiou, Sergios; Bardsley, Johnathan M.; Papaspiliopoulos, Omiros; Stuart, Andrew M. 24 2014 Importance sampling techniques for estimation of diffusion models. Zbl 1272.65012 Papaspiliopoulos, Omiros; Roberts, Gareth 17 2012 Stability of the Gibbs sampler for Bayesian hierarchical models. Zbl 1144.65007 Papaspiliopoulos, Omiros; Roberts, Gareth 15 2008 Simulating events of unknown probabilities via reverse time martingales. Zbl 1236.60044 Łatuszyński, Krzysztof; Kosmidis, Ioannis; Papaspiliopoulos, Omiros; Roberts, Gareth O. 12 2011 Random-weight particle filtering of continuous time processes. Zbl 1411.60109 Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Stuart, Andrew 12 2010 Optimal filtering and the dual process. Zbl 1302.60071 Papaspiliopoulos, Omiros; Ruggiero, Matteo 10 2014 Markov chain Monte Carlo for exact inference for diffusions. Zbl 1328.65015 Sermaidis, Giorgos; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Beskos, Alexandros; Fearnhead, Paul 10 2013 Conjugacy properties of time-evolving Dirichlet and gamma random measures. Zbl 1353.62092 Papaspiliopoulos, Omiros; Ruggiero, Matteo; Spanò, Dario 8 2016 Scalable inference for crossed random effects models. Zbl 1435.62283 Papaspiliopoulos, O.; Roberts, G. O.; Zanella, G. 8 2020 Auxiliary gradient-based sampling algorithms. Zbl 1398.62035 Titsias, Michalis K.; Papaspiliopoulos, Omiros 8 2018 Exact sampling of diffusions with a discontinuity in the drift. Zbl 1426.65010 Papaspiliopoulos, Omiros; Roberts, Gareth O.; Taylor, Kasia B. 4 2016 Exact inference for a class of hidden Markov models on general state spaces. Zbl 1471.62449 Kon Kam King, Guillaume; Papaspiliopoulos, Omiros; Ruggiero, Matteo 4 2021 Bayesian block-diagonal variable selection and model averaging. Zbl 1506.62339 Papaspiliopoulos, Omiros; Rossell, David 3 2017 Book review of: R. Vershynin, High-dimensional probability. An introduction with applications in data science. Zbl 1451.00047 Papaspiliopoulos, Omiros 1 2020 Exact inference for a class of hidden Markov models on general state spaces. Zbl 1471.62449 Kon Kam King, Guillaume; Papaspiliopoulos, Omiros; Ruggiero, Matteo 4 2021 An introduction to sequential Monte Carlo. Zbl 1453.62005 Chopin, Nicolas; Papaspiliopoulos, Omiros 40 2020 Scalable inference for crossed random effects models. Zbl 1435.62283 Papaspiliopoulos, O.; Roberts, G. O.; Zanella, G. 8 2020 Book review of: R. Vershynin, High-dimensional probability. An introduction with applications in data science. Zbl 1451.00047 Papaspiliopoulos, Omiros 1 2020 Auxiliary gradient-based sampling algorithms. Zbl 1398.62035 Titsias, Michalis K.; Papaspiliopoulos, Omiros 8 2018 Importance sampling: intrinsic dimension and computational cost. Zbl 1442.62026 Agapiou, S.; Papaspiliopoulos, O.; Sanz-Alonso, D.; Stuart, A. M. 52 2017 Bayesian block-diagonal variable selection and model averaging. Zbl 1506.62339 Papaspiliopoulos, Omiros; Rossell, David 3 2017 Conjugacy properties of time-evolving Dirichlet and gamma random measures. Zbl 1353.62092 Papaspiliopoulos, Omiros; Ruggiero, Matteo; Spanò, Dario 8 2016 Exact sampling of diffusions with a discontinuity in the drift. Zbl 1426.65010 Papaspiliopoulos, Omiros; Roberts, Gareth O.; Taylor, Kasia B. 4 2016 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 32 2015 Analysis of the Gibbs sampler for hierarchical inverse problems. Zbl 1308.62097 Agapiou, Sergios; Bardsley, Johnathan M.; Papaspiliopoulos, Omiros; Stuart, Andrew M. 24 2014 Optimal filtering and the dual process. Zbl 1302.60071 Papaspiliopoulos, Omiros; Ruggiero, Matteo 10 2014 \(\mathrm{SMC}^2\): an efficient algorithm for sequential analysis of state space models. Zbl 1411.62242 Chopin, N.; Jacob, P. E.; Papaspiliopoulos, O. 68 2013 Markov chain Monte Carlo for exact inference for diffusions. Zbl 1328.65015 Sermaidis, Giorgos; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Beskos, Alexandros; Fearnhead, Paul 10 2013 Nonparametric estimation of diffusions: a differential equations approach. Zbl 1437.62575 Papaspiliopoulos, Omiros; Pokern, Yvo; Roberts, Gareth O.; Stuart, Andrew M. 25 2012 Importance sampling techniques for estimation of diffusion models. Zbl 1272.65012 Papaspiliopoulos, Omiros; Roberts, Gareth 17 2012 Bayesian non-parametric hidden Markov models with applications in genomics. Zbl 1411.62247 Yau, C.; Papaspiliopoulos, O.; Roberts, G. O.; Holmes, C. 25 2011 Simulating events of unknown probabilities via reverse time martingales. Zbl 1236.60044 Łatuszyński, Krzysztof; Kosmidis, Ioannis; Papaspiliopoulos, Omiros; Roberts, Gareth O. 12 2011 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 245 2010 Random-weight particle filtering of continuous time processes. Zbl 1411.60109 Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Stuart, Andrew 12 2010 Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Zbl 1169.65004 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth 30 2009 Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models. Zbl 1437.62576 Papaspiliopoulos, Omiros; Roberts, Gareth O. 100 2008 Particle filters for partially observed diffusions. Zbl 05563368 Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O. 46 2008 A factorisation of diffusion measure and finite sample path constructions. Zbl 1152.65013 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 34 2008 Stability of the Gibbs sampler for Bayesian hierarchical models. Zbl 1144.65007 Papaspiliopoulos, Omiros; Roberts, Gareth 15 2008 A general framework for the parametrization of hierarchical models. Zbl 1246.62195 Papaspiliopoulos, Omiros; Roberts, Gareth O.; Sköld, Martin 52 2007 Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (With discussion). Zbl 1100.62079 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Fearnhead, Paul 126 2006 Retrospective exact simulation of diffusion sample paths with applications. Zbl 1129.60073 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 72 2006 Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. Zbl 1062.62049 Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros 46 2004 all cited Publications top 5 cited Publications all top 5 Cited by 1,071 Authors 38 Roberts, Gareth O. 21 Jasra, Ajay 15 Papaspiliopoulos, Omiros 13 Johansen, Adam M. 12 Beskos, Alexandros 12 van der Meulen, Frank Henri 10 Stuart, Andrew M. 9 Law, Kody J. H. 9 Sanz-Alonso, Daniel 8 Chopin, Nicolas 8 Dunson, David Brian 8 Griffin, Jim E. 8 Latuszynski, Krzysztof 8 Marzouk, Youssef M. 8 Robert, Christian P. 8 Schauer, Moritz 8 Walker, Stephen Grahm 7 Del Moral, Pierre 7 Fearnhead, Paul 7 Jacob, Pierre E. 7 Teh, Yee Whye 6 Bardsley, Johnathan M. 6 Cui, Tiangang 6 Dellaportas, Petros 6 Doucet, Arnaud 6 Favaro, Stefano 6 Girolami, Mark A. 6 Golightly, Andrew 6 Lijoi, Antonio 6 Pollock, Murray 5 Dunlop, Matthew M. 5 Everitt, Richard Geoffrey 5 Frühwirth-Schnatter, Sylvia 5 Hobert, James P. 5 Jenkins, Paul A. 5 Jones, Galin L. 5 Míguez, Joaquín 5 Olsson, Jimmy 5 Prünster, Igor 5 Roininen, Lassi 5 Ullmann, Elisabeth 4 Agapiou, Sergios 4 Antoniano-Villalobos, Isadora 4 Casella, Bruno 4 Chow, Sy-Miin 4 Crisan, Dan O. 4 Drovandi, Christopher C. 4 Elvira, Víctor 4 Herbei, Radu 4 Ionides, Edward L. 4 Kohn, Robert J. 4 Latz, Jonas 4 Mena, Ramsés H. 4 Nieto-Barajas, Luis E. 4 Opper, Manfred 4 Prangle, Dennis 4 Rosenthal, Jeffrey S. 4 Samson, Adeline 4 Singh, Sumeetpal Sidhu 4 Spreij, Peter 4 Steel, Mark F. J. 4 Tan, Linda S. L. 4 Trillos, Nicolás García 4 van Zanten, Harry 4 Vihola, Matti 4 Yang, Mingan 3 Andrieu, Christophe 3 Argiento, Raffaele 3 Bassetti, Federico 3 Bierkens, Joris 3 Brown, D. Andrew 3 Calvetti, Daniela 3 Casarin, Roberto 3 Chada, Neil K. 3 Chen, Yuming 3 Crucinio, Francesca Romana 3 De Iorio, Maria 3 Friel, Nial 3 Fulop, Andras 3 Gonçalves, Flávio Bambirra 3 Guglielmi, Alessandra 3 Gugushvili, Shota 3 Guindani, Michele 3 Haario, Heikki 3 Helin, Tapio 3 Heng, Jeremy 3 Herrmann, Samuel 3 Huber, Mark L. 3 Johnson, Alicia A. 3 Kalogeropoulos, Konstantinos 3 Kamatani, Kengo 3 Kohatsu-Higa, Arturo 3 Koskela, Jere 3 Kypraios, Theodore 3 Lu, Zhaohua 3 Maskell, Simon 3 Miasojedow, Błażej 3 Morzfeld, Matthias 3 Murray, Lawrence M. 3 Niemiro, Wojciech ...and 971 more Authors all top 5 Cited in 151 Serials 56 Statistics and Computing 33 Computational Statistics and Data Analysis 24 Bayesian Analysis 20 SIAM/ASA Journal on Uncertainty Quantification 19 The Annals of Statistics 19 Bernoulli 18 Statistical Science 17 Journal of the American Statistical Association 14 Journal of Econometrics 14 SIAM Journal on Scientific Computing 14 Methodology and Computing in Applied Probability 12 Electronic Journal of Statistics 12 The Annals of Applied Statistics 11 Journal of Computational and Graphical Statistics 10 Advances in Applied Probability 10 Inverse Problems 9 The Annals of Applied Probability 9 Stochastic Processes and their Applications 8 Statistics & Probability Letters 7 Scandinavian Journal of Statistics 7 Annals of the Institute of Statistical Mathematics 7 Biometrics 7 Journal of Applied Probability 7 Journal of Statistical Planning and Inference 7 Journal of Statistical Computation and Simulation 7 Journal of the Royal Statistical Society. Series B. Statistical Methodology 6 Computational Statistics 6 Journal of Machine Learning Research (JMLR) 5 Journal of Computational Physics 5 International Statistical Review 4 The Canadian Journal of Statistics 4 Mathematical Biosciences 4 Psychometrika 4 Communications in Statistics. Theory and Methods 4 Monte Carlo Methods and Applications 4 Statistical Inference for Stochastic Processes 4 Econometric Theory 4 SIAM Journal on Imaging Sciences 3 Journal of Mathematical Analysis and Applications 3 Physica A 3 Journal of Multivariate Analysis 3 Journal of Time Series Analysis 3 Statistics 3 Communications in Statistics. Simulation and Computation 3 European Journal of Operational Research 3 Electronic Journal of Probability 3 The Econometrics Journal 3 Brazilian Journal of Probability and Statistics 3 Quantitative Finance 3 Statistical Modelling 3 Stochastics 3 AStA. Advances in Statistical Analysis 3 Statistics Surveys 3 Foundations of Data Science 2 The American Statistician 2 Biometrical Journal 2 Journal of Mathematical Psychology 2 Mathematics and Computers in Simulation 2 SIAM Journal on Numerical Analysis 2 Insurance Mathematics & Economics 2 Stochastic Analysis and Applications 2 Physica D 2 Statistical Papers 2 Journal of Nonparametric Statistics 2 Studies in Nonlinear Dynamics and Econometrics 2 Australian & New Zealand Journal of Statistics 2 Extremes 2 Communications in Nonlinear Science and Numerical Simulation 2 Biostatistics 2 Applied Stochastic Models in Business and Industry 2 Statistical Applications in Genetics and Molecular Biology 2 Acta Numerica 2 Statistical Methods and Applications 2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 2 Journal of the Korean Statistical Society 2 Journal of Agricultural, Biological, and Environmental Statistics 2 Annals of Finance 2 Japanese Journal of Statistics and Data Science 2 SIAM Journal on Mathematics of Data Science 1 Journal of the Franklin Institute 1 Journal of Mathematical Biology 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal 1 Mathematics of Computation 1 Bulletin of Mathematical Biology 1 Illinois Journal of Mathematics 1 Journal of Computational and Applied Mathematics 1 Kybernetika 1 Mathematics of Operations Research 1 Numerische Mathematik 1 Operations Research 1 Statistica Neerlandica 1 Operations Research Letters 1 Journal of Complexity 1 Econometric Reviews 1 Computers & Operations Research 1 International Journal of Approximate Reasoning 1 Journal of Economic Dynamics & Control 1 Mathematical and Computer Modelling 1 Queueing Systems ...and 51 more Serials all top 5 Cited in 32 Fields 471 Statistics (62-XX) 257 Numerical analysis (65-XX) 251 Probability theory and stochastic processes (60-XX) 52 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 36 Biology and other natural sciences (92-XX) 24 Computer science (68-XX) 19 Systems theory; control (93-XX) 16 Partial differential equations (35-XX) 9 Dynamical systems and ergodic theory (37-XX) 9 Information and communication theory, circuits (94-XX) 8 Geophysics (86-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Operator theory (47-XX) 6 Operations research, mathematical programming (90-XX) 5 Ordinary differential equations (34-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Approximations and expansions (41-XX) 3 History and biography (01-XX) 3 Integral equations (45-XX) 2 Combinatorics (05-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mechanics of particles and systems (70-XX) 2 Fluid mechanics (76-XX) 2 Optics, electromagnetic theory (78-XX) 1 General and overarching topics; collections (00-XX) 1 Topological groups, Lie groups (22-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Mechanics of deformable solids (74-XX) 1 Quantum theory (81-XX) Citations by Year