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ArticlesPeer ReviewedFull Text
Auxiliary gradient-based sampling algorithms
Author / Creator:Titsias, Michalis K. ; Papaspiliopoulos, Omiros
Publisher:Oxford: Wiley
Journal title:Journal of the Royal Statistical Society. Series B, Statistical methodology, 2018-09, Vol.80 (4), p.749-767
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ArticlesPeer ReviewedFull Text
A General Framework for the Parametrization of Hierarchical Models
Author / Creator:Papaspiliopoulos, Omiros ; Roberts, Gareth O. ; Sköld, Martin
Publisher:Institute of Mathematical Statistics
Journal title:Statistical science, 2007-02, Vol.22 (1), p.59-73
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ArticlesPeer ReviewedFull Text
Particle filters for partially observed diffusions
Author / Creator:Fearnhead, Paul ; Papaspiliopoulos, Omiros ; Roberts, Gareth O.
Publisher:Oxford, UK: Blackwell Publishing Ltd
Journal title:Journal of the Royal Statistical Society. Series B, Statistical methodology, 2008-09, Vol.70 (4), p.755-777
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ArticlesPeer ReviewedFull Text
Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)
Author / Creator:Beskos, Alexandros ; Papaspiliopoulos, Omiros ; Roberts, Gareth O. ; Fearnhead, Paul
Publisher:Oxford, UK: Blackwell Publishing Ltd
Journal title:Journal of the Royal Statistical Society. Series B, Statistical methodology, 2006-06, Vol.68 (3), p.333-382
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ArticlesPeer ReviewedFull Text
Optimal filtering and the dual process
Author / Creator:PAPASPILIOPOULOS, OMIROS ; RUGGIERO, MATTEO
Publisher:International Statistical Institute and Bernoulli Society for Mathematical Statistics and Probability
Journal title:Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2014-11, Vol.20 (4), p.1999-2019
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ArticlesPeer ReviewedFull Text
Stability of the Gibbs Sampler for Bayesian Hierarchical Models
Author / Creator:Papaspiliopoulos, Omiros ; Roberts, Gareth
Publisher:Hayward, CA: Institute of Mathematical Statistics
Journal title:The Annals of statistics, 2008-02, Vol.36 (1), p.95-117
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ArticlesPeer ReviewedFull Text
Monte Carlo Maximum Likelihood Estimation for Discretely Observed Diffusion Processes
Author / Creator:Beskos, Alexandros ; Papaspiliopoulos, Omiros ; Roberts, Gareth
Publisher:Cleveland, OH: Institute of Mathematical Statistics
Journal title:The Annals of statistics, 2009-02, Vol.37 (1), p.223-245
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ArticlesPeer ReviewedFull Text
explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
Author / Creator:Lindgren, Finn ; Rue, Håvard ; Lindström, Johan
Publisher:Oxford, UK: Blackwell Publishing Ltd
Journal title:Journal of the Royal Statistical Society. Series B, Statistical methodology, 2011-09, Vol.73 (4), p.423-498
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ArticlesPeer ReviewedFull Text
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
Author / Creator:Papaspiliopoulos, Omiros ; Roberts, Gareth O.
Publisher:Oxford: Oxford University Press
Journal title:Biometrika, 2008-03, Vol.95 (1), p.169-186
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ArticlesPeer ReviewedFull Text
Retrospective Exact Simulation of Diffusion Sample Paths with Applications
Author / Creator:Beskos, Alexandros ; Papaspiliopoulos, Omiros ; Roberts, Gareth O.
Publisher:International Statistics Institute / Bernoulli Society
Journal title:Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2006-12, Vol.12 (6), p.1077-1098
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ArticlesPeer ReviewedFull Text
Data Augmentation for Diffusions
Author / Creator:Papaspiliopoulos, Omiros ; Roberts, Gareth O. ; Stramer, Osnat
Publisher:Alexandria: Taylor & Francis Group
Journal title:Journal of computational and graphical statistics, 2013-09, Vol.22 (3), p.665-688
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ArticlesPeer ReviewedFull Text
Nonparametric estimation of diffusions: a differential equations approach
Author / Creator:PAPASPILIOPOULOS, OMIROS ; POKERN, YVO ; ROBERTS, GARETH O. ; STUART, ANDREW M.
Publisher:Oxford: Biometrika Trust, University College London
Journal title:Biometrika, 2012-09, Vol.99 (3), p.511-531
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ArticlesPeer ReviewedFull Text
Random-weight particle filtering of continuous time processes
Author / Creator:Fearnhead, Paul ; Papaspiliopoulos, Omiros ; Roberts, Gareth O. ; Stuart, Andrew
Publisher:Oxford, UK: Oxford, UK : Blackwell Publishing Ltd
Journal title:Journal of the Royal Statistical Society. Series B, Statistical methodology, 2010-09, Vol.72 (4), p.497-512
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ArticlesPeer ReviewedFull Text
Bayesian non-parametric hidden Markov models with applications in genomics
Author / Creator:Yau, C. ; Papaspiliopoulos, O. ; Roberts, G. O. ; Holmes, C.
Publisher:Oxford, UK: Blackwell Publishing Ltd
Journal title:Journal of the Royal Statistical Society. Series B, Statistical methodology, 2011, Vol.73 (1), p.37-57
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ReviewsPeer ReviewedFull Text
High-Dimensional Probability: An Introduction with Applications in Data Science
Author / Creator:Papaspiliopoulos, Omiros
Publisher:Bristol: Routledge
Journal title:Quantitative finance, 2020, Vol.20 (10), p.1591-1594
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ArticlesPeer ReviewedFull Text
Markov Chain Monte Carlo for Exact Inference for Diffusions
Author / Creator:SERMAIDIS, GIORGOS ; PAPASPILIOPOULOS, OMIROS ; ROBERTS, GARETH O. ; BESKOS, ALEXANDROS ; FEARNHEAD, PAUL
Publisher:Oxford, UK: Blackwell Publishing Ltd
Journal title:Scandinavian journal of statistics, 2013-06, Vol.40 (2), p.294-321
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ArticlesPeer ReviewedFull Text
Exact sampling of diffusions with a discontinuity in the drift
Author / Creator:Papaspiliopoulos, Omiros ; Roberts, Gareth O. ; Taylor, Kasia B.
Publisher:Cambridge, UK: Cambridge University Press
Journal title:Advances in applied probability, 2016-07, Vol.48 (A), p.249-259
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ArticlesPeer ReviewedFull Text
A Factorisation of Diffusion Measure and Finite Sample Path Constructions
Author / Creator:Beskos, Alexandros ; Papaspiliopoulos, Omiros ; Roberts, Gareth O.
Publisher:Boston: Springer US
Journal title:Methodology and computing in applied probability, 2008-03, Vol.10 (1), p.85-104
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ArticlesFull Text
Partially factorized variational inference for high-dimensional mixed models
Author / Creator:Goplerud, Max ; Papaspiliopoulos, Omiros ; Zanella, Giacomo
Publisher:Ithaca: Cornell University Library, arXiv.org
Journal title:arXiv.org, 2024-12
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ArticlesPeer ReviewedFull Text
Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes
Author / Creator:Roberts, Gareth O. ; Papaspiliopoulos, Omiros ; Dellaportas, Petros
Publisher:Oxford, UK: Blackwell Publishing
Journal title:Journal of the Royal Statistical Society. Series B, Statistical methodology, 2004-01, Vol.66 (2), p.369-393
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Auxiliary gradient-based sampling algorithms

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A General Framework for the Parametrization of Hierarchical Models

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Particle filters for partially observed diffusions

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Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)

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Optimal filtering and the dual process

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Stability of the Gibbs Sampler for Bayesian Hierarchical Models

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Monte Carlo Maximum Likelihood Estimation for Discretely Observed Diffusion Processes

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explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

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Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models

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Retrospective Exact Simulation of Diffusion Sample Paths with Applications

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Data Augmentation for Diffusions

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Nonparametric estimation of diffusions: a differential equations approach

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Random-weight particle filtering of continuous time processes

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Bayesian non-parametric hidden Markov models with applications in genomics

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High-Dimensional Probability: An Introduction with Applications in Data Science

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Markov Chain Monte Carlo for Exact Inference for Diffusions

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Exact sampling of diffusions with a discontinuity in the drift

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A Factorisation of Diffusion Measure and Finite Sample Path Constructions

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Partially factorized variational inference for high-dimensional mixed models

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

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