Omiros Papaspiliopoulos and Markov Chain Monte - Free people check

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Retrospective Markov chain Monte Carlo methods for Dirichlet process...

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All RePEc services are meant to be be free forever, as they are all run ... author(s): Omiros Papaspiliopoulos

[ ] Retrospective Markov chain Monte Carlo methods for...

arxiv.org

Submission history From: Omiros Papaspiliopoulos [v1] Tue, 23 Oct :27:36 GMT (53kb)

EconPapers: Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck...

econpapers.repec.org

By Gareth O. Roberts, Omiros Papaspiliopoulos and Petros Dellaportas; Abstract: We develop Markov chain Monte Carlo methodology for Bayesian inference ...

SMC^2 algorithm for state-space models « Statisfaction

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With Nicolas Chopin and Omiros Papaspiliopoulos, we've just submitted a paper called SMC^2: a sequential Monte Carlo algorithm with particle Markov chain Monte Carlo updates. You can read the article online on arXiv ...

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(PDF) Markov chain Monte Carlo approach to parameter estimation in...

www.academia.edu

Omiros Papaspiliopoulos ... Spain Omiros Papaspiliopoulos ICREA and Department of Economics, Universitat Pompeu Fabra, Barcelona, Spain (Received

Phys. Rev. E 86, (2012) - Markov chain Monte Carlo approach...

journals.aps.org

Anders Chr. Jensen, Susanne Ditlevsen, Mathieu Kessler, and Omiros Papaspiliopoulos. Phys. Rev. E 86, – Published 10 October ...

Postgraduate Students

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Thesis Title. Year Fiori Labrinakou. Time series with jumps (jointly supervised with Omiros Papaspiliopoulos). current. 9. Aggelos Alexopoulos. Jump Diffussions (jointly supervised with Omiros Papaspiliopoulos). current. 8. Zoe Tsourti. Issues of Markov chain Monte Carlo (jointly supervised with Yiannis Kontoyiannis).

SMC^2: A sequential Monte Carlo algorithm with particle Markov chain...

hal.archives-ouvertes.fr

Nicolas Chopin, Pierre E. Jacob, Omiros Papaspiliopoulos. SMC^2: A sequential Monte Carlo algorithm with particle Markov chain Monte Carlo updates.

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Omiros Papaspiliopoulos and Markov Chain Monte Free People Check