Items where Author is "Papaspiliopoulos, Omiros"

Journal Article

Sermaidis, Giorgos and Papaspiliopoulos, Omiros and Roberts, Gareth and Beskos, Alexandros and Fearnhead, Paul (2013) Markov chain Monte Carlo for exact inference for diffusions. Scandinavian Journal of Statistics, 40 (2). pp. 294-321. ISSN 0303-6898

Fearnhead, Paul and Papaspiliopoulos, Omiros and Roberts, Gareth O. and Stuart, Andrew (2010) Random weight particle filtering of continuous-time processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 72 (4). pp. 497-512. ISSN 1369-7412

Gonzalez Belmonte, Miguel Angel and Papaspiliopoulos, Omiros (2010) Discussion on the paper of 'Particle Markov chain Monte Carlo methods' by Christophe Andrieu, Arnaud Doucet, and Roman Holenstein. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 72 (3). pp. 308-310. ISSN 1369-7412

Beskos, Alexandros and Papaspiliopoulos, Omiros and Roberts, Gareth O. and Fearnhead, Paul (2006) Observed diffusion processes (with discussion). Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68 (3). pp. 333-382. ISSN 1369-7412

Roberts, Gareth O. and Papaspiliopoulos, Omiros and Dellaportas, Petros (2004) Bayesian inference for non-Gaussian Ornstein–Uhlenbeck stochastic volatility processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 66 (2). pp. 369-393. ISSN 1369-7412

Contribution to Conference

Papaspiliopoulos, Omiros and Gonzalez Belmonte, Miguel Angel and Pitt, Michael (2008) Particle filters for state and parameter estimation of Cox Process : likelihood based estimation for diffusion models. In: International Workshop on Applied Probability 2008, 2008-07-07 - 2008-07-10, Université de Technologie de Compiègne.