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Papaspiliopoulos, Omiros

Author ID: papaspiliopoulos.omiros Recent zbMATH articles by "Papaspiliopoulos, Omiros"
Published as: Papaspiliopoulos, Omiros; Papaspiliopoulos, O.
External Links: MGP
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

Publications by Year

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 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

Citations by Year