Omiros Papaspiliopoulos

Omiros Papaspiliopoulos

Universitat Pompeu Fabra - Barcelona / Spain
Economics & Econometrics / Economics
AD Scientific Index ID: 1396756
Pompeu Fabra University
person_outline Omiros Papaspiliopoulos's MOST POPULAR ARTICLES
1-) SMC2: An Efficient Algorithm for Sequential Analysis of State Space ModelsN Chopin, PE Jacob, O PapaspiliopoulosJournal of the Royal Statistical Society Series B: Statistical Methodology …, 2013483*2013
2-) Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)A Beskos, O Papaspiliopoulos, GO Roberts, P FearnheadJournal of the Royal Statistical Society Series B: Statistical Methodology …, 20064832006
3-) Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical modelsO Papaspiliopoulos, GO RobertsBiometrika 95 (1), 169-186, 20084662008
4-) An introduction to sequential Monte CarloN Chopin, O PapaspiliopoulosSpringer, 20203842020
5-) A general framework for the parametrization of hierarchical modelsO Papaspiliopoulos, GO Roberts, M SköldStatistical Science, 59-73, 20073802007