Omiros Papaspiliopoulos
Publications by Year
Research Areas
Bayesian Methods and Mixture Models, Markov Chains and Monte Carlo Methods, Statistical Methods and Inference, Gaussian Processes and Bayesian Inference, Statistical Methods and Bayesian Inference
Most-Cited Works
- → Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models(2008)355 cited
- → Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)(2006)351 cited
- → SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models(2012)332 cited
- → A General Framework for the Parametrization of Hierarchical Models(2007)304 cited
- → An Introduction to Sequential Monte Carlo(2020)281 cited
- → Retrospective exact simulation of diffusion sample paths with applications(2006)193 cited
- → Bayesian Time Series Models(2011)147 cited
- → Particle Filters for Partially Observed Diffusions(2008)134 cited
- → Importance Sampling: Intrinsic Dimension and Computational Cost(2017)133 cited
- → Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes(2004)122 cited