Petros Dellaportas
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Petros Dellaportas
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Bayesian Tensor Factorisations for Time Series of Counts
Reservoir computing for macroeconomic forecasting with mixed frequency data
Bayesian online change point detection with Hilbert space approximate Student-t process
Doubly-online changepoint detection for monitoring health status during sports activities
Flexible marked spatio-temporal point processes with applications to event sequences from association football
Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices
Missing data patterns in runnersâ€™ careers: do they matter?
Scalable and Interpretable Marked Point Processes
Sparse Spectral Bayesian Permanental Process with Generalized Kernel
Variance Reduction for Metropolis-Hastings Samplers
Bayesian prediction of jumps in large panels of time series data
How Good are Low-Rank Approximations in Gaussian Process Regression?
Detecting anomalies in heterogeneous population-scale VAT networks
Entropy-based adaptive Hamiltonian Monte Carlo
Large scale multi-label learning using Gaussian processes
Scalable inference for a full multivariate stochastic volatility model
Interview with Professor Adrian FM Smith
Sample size determination for risk-based tax auditing
Bayesian forecasting of mortality rates by using latent Gaussian models
Copula-like Variational Inference
Efficient sequential Monte Carlo algorithms for integrated population models
Gradient-based adaptive Markov chain Monte Carlo
Importance sampling from posterior distributions using copula-like approximations
Scalable Bayesian Learning for State Space Models using Variational Inference with SMC Samplers
Scalable inference for a full multivariate stochastic volatility model
Sovereign risk zones in Europe during and after the debt crisis
A Bayesian Approach for Analysis of Whole-Genome Bisulfite Sequencing Data Identifies Disease-Associated Changes in DNA Methylation
Bayesian Hierarchical Mixture Models
Volatility prediction based on scheduled macroeconomic announcements
WGBSSuite: simulating whole-genome bisulphite sequencing data and benchmarking differential DNA methylation analysis tools
Arbitrage-free prediction of the implied volatility smile
Communication impacting financial markets
Museum factors affecting the ageing process of organic materials: review on experimental designs and the INVENVORG project as a pilot study
An MCMC model search algorithm for regression problems
Bayesian Theory and Applications
Cholesky-GARCH models with applications to finance
Conditional symmetry models for three-way contingency tables
Contagion determination via copula and volatility threshold models
Control variates for estimation based on reversible Markov chain Monte Carlo samplers
Joint specification of model space and parameter space prior distributions
A novel reversible jump algorithm for generalized linear models
Forecasting with non-homogeneous hidden Markov models
Likelihood-based inference for correlated diffusions
Inference for stochastic volatility models using time change transformations
Bayesian clustering for row effects models
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models
Flexible threshold models for modelling interest rate volatility
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models
Bayesian model selection for partially observed diffusion models
Multivariate mixtures of normals with unknown number of components
Bayesian analysis of the unobserved arch model
Model determination for categorical data with factor level merging
Bayesian inference for non-Gaussian Ornstein--Uhlenbeck stochastic volatility processes
Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution
Quantification of automobile insurance liability: a Bayesian failure time approach
A full-factor multivariate GARCH model
An introduction to MCMC
Assessment of Athens's metro passenger behaviour via a multiranked probit model
Bayesian analysis of extreme values by mixture modeling
Bayesian inference for nondecomposable graphical Gaussian models
Bayesian variable and link determination for generalised linear models
Inference for some multivariate ARCH and GARCH models
Bayesian modelling of outstanding liabilities incorporating claim count uncertainty
On Bayesian model and variable selection using MCMC
A simulation approach to hierarchical models
A simulation approach to nonparametric empirical Bayes analysis
An application of three bivariate time-varying volatility models
Bayesian analysis of correlated proportions
Bayesian analysis of mortality data
Wind speed prediction in a complex terrain
An approach to multidimensional item response modeling
Bayesian variable selection using the Gibbs sampler
Full Bayesian inference for GARCH and EGARCH models
Stochastic search variable selection for log-linear models
A Markov chain Monte Carlo convergence diagnostic using subsampling
Fatigue loading parameter identification of a wind turbine operating in complex terrain
Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
Prediction of wind speed and direction at a potential site
Bayesian classification of neolithic tools
An approach to diagnosing total variation convergence of MCMC algorithms
The role of embedded integration rules in Bayesian statistics
Bayesian analysis of errors-in-variables regression models
Random variate transformations in the Gibbs sampler: Issues of efficiency and convergence
Bayesian inference for generalized linear and proportional hazards models via Gibbs sampling
Numerical prediction for the two-parameter Weibull distribution
Positive embedded integration in Bayesian analysis
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