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Dr Omiros Papaspiliopoulos

Formerly at Lancaster University

  1. 2010
  2. Published

    Random weight particle filtering of continuous-time processes.

    Fearnhead, P., Papaspiliopoulos, O., Roberts, G. O. & Stuart, A., 09/2010, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 72, 4, p. 497-512 16 p.

    Research output: Contribution to journalJournal article

  3. Published

    Discussion on the paper of 'Particle Markov chain Monte Carlo methods' by Christophe Andrieu, Arnaud Doucet, and Roman Holenstein

    Gonzalez Belmonte, M. A. & Papaspiliopoulos, O., 2010, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 72, 3, p. 308-310 3 p.

    Research output: Contribution to journalComment/debate

  4. 2008
  5. Published

    Particle filters for partially-observed diffusions.

    Fearnhead, P., Papaspiliopoulos, O. & Roberts, G. O., 09/2008, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 70, 4, p. 755-777 23 p.

    Research output: Contribution to journalJournal article

  6. Published
  7. 2006
  8. Published

    Observed diffusion processes (with discussion).

    Beskos, A., Papaspiliopoulos, O., Roberts, G. O. & Fearnhead, P., 06/2006, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 68, 3, p. 333-382 50 p.

    Research output: Contribution to journalJournal article

  9. 2005
  10. Published

    Contribution to discussion of Kou, S. C., Xie, X. S. and Liu, J. S.

    Papaspiliopoulos, O., 2005, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 54, 3, p. 469-506 38 p.

    Research output: Contribution to journalJournal article

  11. 2004
  12. Published

    Bayesian inference for non-Gaussian Ornstein–Uhlenbeck stochastic volatility processes.

    Roberts, G. O., Papaspiliopoulos, O. & Dellaportas, P., 05/2004, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 66, 2, p. 369-393 25 p.

    Research output: Contribution to journalJournal article

  13. 2003
  14. Published

    Non-centred parameterisations for hierarchical models and data augmentation.

    Roberts, G. O., Papaspiliopoulos, O. & Skold, M., 2003, Bayesian statistics VII. Bernardo, J. M., Bayarri, M. J., Berger, J. O., Dawid, A. P., Heckerman, D., Smith, A. F. M. & West, M. (eds.). p. 307-327 21 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

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