Petros Dellaportas

Professor Petros Dellaportas holds a chair in Statistical Science in the department of Statistical Science, University College London. He is also a faculty fellow of the Alan Turing Institute.

Research interests : Bayesian theory and applications, financial modelling, big data.

Professor Dellaportas' Google Scholar profile is here.

Recent articless:

Dellaportas P., Plataniotis A. and Titsias M. Scalable inference for a full multivariate stochastic volatility model.

Owen JL Rackham, Sarah R Langley, Thomas Oates, Eleni Vradi, Nathan Harmston, Prashant K Srivastava, Jacques Behmoaras, Petros Dellaportas, Leonardo Bottolo, and Enrico Petretto. “A Bayesian Approach for Analysis of Whole-Genome Bisulfite Sequencing Data Identifies DiseaseAssociated Changes in DNA Methylation”. In: Genetics 205.4 (2017), pp. 1443–1458.

Finke, Axel, Ruth King, Alexandros Beskos, and Petros Dellaportas. "Efficient sequential Monte Carlo algorithms for integrated population models." arXiv preprint arXiv:1708.04221 (2017).

Dellaportas, P. and Tsionas MG (2017). Importance sampling from posterior distributions using copula-based approximations. To appear in the Journal of Econometrics.

Last Greek Stochastics conference:

Greek Stochastics ι : Model determination, Milos, Greece, 14-17 July 2017. Lectures by David Rossell, Judith Rousseau and Dimitris Politis

Address for mail:
Department of Statistical Science,
University College ,
Gower Street ,
London, WC1E 6BT

Address for visiting:
Department of Statistical Science,
University College ,
1-19 Torrington Place,
London WC1E 7HB

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