Petros Dellaportas
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Marcel Hirt
,
Vasileios Kreouzis
,
Petros Dellaportas
(2024).
Learning variational autoencoders via MCMC speed measures
.
Statistics and Computing
.
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Zhongzhen Wang
,
Petros Dellaportas
,
Ioannis Kosmidis
(2023).
Bayesian Tensor Factorisations for Time Series of Counts
.
Machine Learning
.
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Code
Giovanni Ballarin
,
Petros Dellaportas
,
Lyudmila Grigoryeva
,
Marcel Hirt
,
Sophie van Huellen
,
Juan-Pablo Ortega
(2023).
Reservoir computing for macroeconomic forecasting with mixed frequency data
.
International Journal of Forecasting
.
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Angelos Alexopoulos
,
Petros Dellaportas
,
Michalis K Titsias
(2023).
Variance Reduction for Metropolis-Hastings Samplers
.
Statistics and Computing
.
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Jeremy Sellier
,
Petros Dellaportas
(2023).
Sparse Spectral Bayesian Permanental Process with Generalized Kernel
.
Artificial intelligence and Statistics (AISTAT 2023)
.
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Aristeidis Panos
,
Ioannis Kosmidis
,
Petros Dellaportas
(2023).
Scalable and Interpretable Marked Point Processes
.
Artificial intelligence and Statistics (AISTAT 2023)
.
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Mattia Stival
,
Mauro Bernardi
,
Manuela Catalan
,
Petros Dellaportas
(2023).
Missing data patterns in runners’ careers: do they matter?
.
Journal of the Royal Statistical Society Series C: Applied Statistics
.
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Mai Ngoc Bui
,
Yvo Pokern
,
Petros Dellaportas
(2023).
Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices
.
Bernoulli
.
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Santhosh Narayanan
,
Ioannis Kosmidis
,
Petros Dellaportas
(2023).
Flexible marked spatio-temporal point processes with applications to event sequences from association football
.
Discussion paper at the Journal of the Royal Statistical Society Series C: Applied Statistics
.
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Mattia Stival
,
Mauro Bernardi
,
Petros Dellaportas
(2023).
Doubly-online changepoint detection for monitoring health status during sports activities
.
Annals of Applied Statistics
.
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Jeremy Sellier
,
Petros Dellaportas
(2023).
Bayesian online change point detection with Hilbert space approximate Student-t process
.
Proceedings of the 40th International Conference on Machine Learning (ICML 2023)
.
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Angelos Alexopoulos
,
Petros Dellaportas
,
Omiros Papaspiliopoulos
(2022).
Bayesian prediction of jumps in large panels of time series data
.
Bayesian Analysis
.
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Constantinos Daskalakis
,
Petros Dellaportas
,
Aristeidis Panos
(2021).
How Good are Low-Rank Approximations in Gaussian Process Regression?
. 36th AAAI Conference on Artificial Intelligence (oral presentation).
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Petros Dellaportas
,
Michalis Titsias
,
Katerina Petrova
,
Anastasios Plataniotis
(2021).
Scalable inference for a full multivariate stochastic volatility model
.
Journal of Econometrics
.
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Aristeidis Panos
,
Petros Dellaportas
,
Michalis K Titsias
(2021).
Large scale multi-label learning using Gaussian processes
. Machine Learning.
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Marcel Hirt
,
Michalis K Titsias
,
Petros Dellaportas
(2021).
Entropy-based adaptive Hamiltonian Monte Carlo
.
Advances in Neural Information Processing Systems
.
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Angelos Alexopoulos
,
Petros Dellaportas
,
Stanley Gyoshev
,
Christos Kotsogiannis
,
Sofia C Olhede
,
Trifon Pavkov
(2021).
Detecting anomalies in heterogeneous population-scale VAT networks
. arXiv preprint arXiv:2203.02268.
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Petros Dellaportas
,
Evangelos Ioannidis
,
Christos Kotsogiannis
(2020).
Sample size determination for risk-based tax auditing
.
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Petros Dellaportas
,
David A Stephens
(2020).
Interview with Professor Adrian FM Smith
.
International Statistical Review
.
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Veni Arakelian
,
Petros Dellaportas
,
Roberto Savona
,
Marika Vezzoli
(2019).
Sovereign risk zones in Europe during and after the debt crisis
.
Quantitative Finance
.
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Petros Dellaportas
,
Anastasios Plataniotis
,
Michailis K Titsias
(2019).
Scalable inference for a full multivariate stochastic volatility model
.
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Marcel Hirt
,
Petros Dellaportas
(2019).
Scalable Bayesian Learning for State Space Models using Variational Inference with SMC Samplers
. *AISTATS, Proceedings of Machine Learning Research.
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Petros Dellaportas
,
Mike G Tsionas
(2019).
Importance sampling from posterior distributions using copula-like approximations
.
Journal of Econometrics
.
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Titsias Michalis
,
Petros Dellaportas
(2019).
Gradient-based adaptive Markov chain Monte Carlo
.
Advances in Neural Information Processing Systems
.
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Axel Finke
,
Ruth King
,
Alexandros Beskos
,
Petros Dellaportas
(2019).
Efficient sequential Monte Carlo algorithms for integrated population models
.
Journal of Agricultural, Biological and Environmental Statistics
.
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Marcel Hirt
,
Petros Dellaportas
,
Alain Durmus
(2019).
Copula-like Variational Inference
.
Advances in Neural Information Processing Systems
.
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Angelos Alexopoulos
,
Petros Dellaportas
,
Jonathan J Forster
(2019).
Bayesian forecasting of mortality rates by using latent Gaussian models
.
Journal of the Royal Statistical Society: Series A (Statistics in Society)
.
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Owen JL Rackham
,
Sarah R Langley
,
Thomas Oates
,
Eleni Vradi
,
Nathan Harmston
,
Prashant K Srivastava
,
Jacques Behmoaras
,
Petros Dellaportas
,
Leonardo Bottolo
,
Enrico Petretto
(2017).
A Bayesian Approach for Analysis of Whole-Genome Bisulfite Sequencing Data Identifies Disease-Associated Changes in DNA Methylation
.
Genetics
.
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Leonardo Bottolo
,
Petros Dellaportas
(2016).
Bayesian Hierarchical Mixture Models
.
Statistical Analysis for High Dimensional Data, Abel Symposia 11
.
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Owen JL Rackham
,
Petros Dellaportas
,
Enrico Petretto
,
Leonardo Bottolo
(2015).
WGBSSuite: simulating whole-genome bisulphite sequencing data and benchmarking differential DNA methylation analysis tools
.
Bioinformatics
.
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Athanassios Petralias
,
Petros Dellaportas
(2015).
Volatility prediction based on scheduled macroeconomic announcements
.
Canadian Journal of Statistics
.
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Petros Dellaportas
,
Effie Papageorgiou
,
Georgios Panagiaris
(2014).
Museum factors affecting the ageing process of organic materials: review on experimental designs and the INVENVORG project as a pilot study
.
Heritage Science
.
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Jorgen Vitting Andersen
,
Ioannis Vrontos
,
Petros Dellaportas
,
Serge Galam
(2014).
Communication impacting financial markets
.
EPL (Europhysics Letters)
.
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Petros Dellaportas
,
Aleksandar Mijatovic
(2014).
Arbitrage-free prediction of the implied volatility smile
.
Risk Magazine
.
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Paul Damien
,
Petros Dellaportas
,
Nicholas G Polson
,
David A Stephens
(2013).
Bayesian Theory and Applications
.
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Athanassios Petralias
,
Petros Dellaportas
(2013).
An MCMC model search algorithm for regression problems
.
Journal of Statistical Computation and Simulation
.
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Petros Dellaportas
,
Jonathan J Forster
,
Ioannis Ntzoufras
(2012).
Joint specification of model space and parameter space prior distributions
.
Statistical Science
.
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Petros Dellaportas
,
Ioannis Kontoyiannis
(2012).
Control variates for estimation based on reversible Markov chain Monte Carlo samplers
.
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
.
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Veni Arakelian
,
Petros Dellaportas
(2012).
Contagion determination via copula and volatility threshold models
.
Quantitative Finance
.
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Maria Kateri
,
Petros Dellaportas
(2012).
Conditional symmetry models for three-way contingency tables
.
Journal of Statistical Planning and Inference
.
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Petros Dellaportas
,
Mohsen Pourahmadi
(2012).
Cholesky-GARCH models with applications to finance
.
Statistics and Computing
.
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Konstantinos Kalogeropoulos
,
Petros Dellaportas
,
Gareth O Roberts
(2011).
Likelihood-based inference for correlated diffusions
.
Canadian journal of statistics
.
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Loukia Meligkotsidou
,
Petros Dellaportas
(2011).
Forecasting with non-homogeneous hidden Markov models
.
Statistics and Computing
.
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Michalis Papathomas
,
Petros Dellaportas
,
Vasilis GS Vasdekis
(2011).
A novel reversible jump algorithm for generalized linear models
.
Biometrika
.
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Konstantinos Kalogeropoulos
,
Gareth O Roberts
,
Petros Dellaportas
(2010).
Inference for stochastic volatility models using time change transformations
.
The Annals of Statistics
.
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Dimitris Giannikis
,
Ioannis D Vrontos
,
Petros Dellaportas
(2008).
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models
.
Computational Statistics & Data Analysis
.
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Claudia Tarantola
,
Guido Consonni
,
Petros Dellaportas
(2008).
Bayesian clustering for row effects models
.
Journal of Statistical Planning and Inference
.
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Petros Dellaportas
,
Ioannis D Vrontos
(2007).
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models
.
The Econometrics Journal
.
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Petros Dellaportas
,
David GT Denison
,
Chris Holmes
(2007).
Flexible threshold models for modelling interest rate volatility
.
Econometric reviews
.
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Petros Dellaportas
,
Ioulia Papageorgiou
(2006).
Multivariate mixtures of normals with unknown number of components
.
Statistics and Computing
.
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Petros Dellaportas
,
Nial Friel
,
Gareth O Roberts
(2006).
Bayesian model selection for partially observed diffusion models
.
Biometrika
.
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Petros Dellaportas
,
Claudia Tarantola
(2005).
Model determination for categorical data with factor level merging
.
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
.
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Stefanos G Giakoumatos
,
Petros Dellaportas
,
Dimitris N Politis
(2005).
Bayesian analysis of the unobserved arch model
.
Statistics and Computing
.
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David A Stephens
,
Martin J Crowder
,
Petros Dellaportas
(2004).
Quantification of automobile insurance liability: a Bayesian failure time approach
.
Insurance: Mathematics and Economics
.
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Luigi Spezia
,
Roberta Paroli
,
Petros Dellaportas
(2004).
Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution
.
Statistical Modelling
.
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Gareth O Roberts
,
Omiros Papaspiliopoulos
,
Petros Dellaportas
(2004).
Bayesian inference for non-Gaussian Ornstein--Uhlenbeck stochastic volatility processes
.
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
.
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Ioannis D Vrontos
,
Petros Dellaportas
,
Dimitris N Politis
(2003).
Inference for some multivariate ARCH and GARCH models
.
Journal of Forecasting
.
Cite
Ioannis Ntzoufras
,
Petros Dellaportas
,
Jonathan J Forster
(2003).
Bayesian variable and link determination for generalised linear models
.
Journal of statistical planning and inference
.
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Petros Dellaportas
,
Paolo Giudici
,
Gareth Roberts
(2003).
Bayesian inference for nondecomposable graphical Gaussian models
.
Sankhyā: The Indian Journal of Statistics
.
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Leonardo Bottolo
,
Guido Consonni
,
Petros Dellaportas
,
Antonio Lijoi
(2003).
Bayesian analysis of extreme values by mixture modeling
.
Extremes
.
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Michalis Linardakis
,
Petros Dellaportas
(2003).
Assessment of Athens's metro passenger behaviour via a multiranked probit model
.
Journal of the Royal Statistical Society: Series C (Applied Statistics)
.
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Petros Dellaportas
,
Gareth O Roberts
(2003).
An introduction to MCMC
.
Spatial statistics and computational methods
.
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Ioannis D Vrontos
,
Petros Dellaportas
,
Dimitris N Politis
(2003).
A full-factor multivariate GARCH model
.
The Econometrics Journal
.
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Petros Dellaportas
,
Jonathan J Forster
,
Ioannis Ntzoufras
(2002).
On Bayesian model and variable selection using MCMC
.
Statistics and Computing
.
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Ioannis Ntzoufras
,
Petros Dellaportas
(2002).
Bayesian modelling of outstanding liabilities incorporating claim count uncertainty
.
North American Actuarial Journal
.
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David GT Denison
,
Petros Dellaportas
,
Bani K Mallick
(2001).
Wind speed prediction in a complex terrain
.
Environmetrics
.
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Petros Dellaportas
,
Adrian FM Smith
,
Photis Stavropoulos
(2001).
Bayesian analysis of mortality data
.
Journal of the Royal Statistical Society: Series A (Statistics in Society)
.
Cite
Maria Kateri
,
Takis Papaioannou
,
Petros Dellaportas
(2001).
Bayesian analysis of correlated proportions
.
Sankhyā: The Indian Journal of Statistics, Series B
.
Cite
Ioannis D Vrontos
,
Stefanos G Giakoumatos
,
Petros Dellaportas
,
Dimitris N Politis
(2001).
An application of three bivariate time-varying volatility models
.
Applied stochastic models in business and industry
.
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Petros Dellaportas
,
Dimitris Karlis
(2001).
A simulation approach to nonparametric empirical Bayes analysis
.
International statistical review
.
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Petros Dellaportas
,
Dimitris Karlis
(2001).
A simulation approach to hierarchical models
.
International Statistical Review
.
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Ioannis Ntzoufras
,
Jonathan J Forster
,
Petros Dellaportas
(2000).
Stochastic search variable selection for log-linear models
.
Journal of Statistical Computation and Simulation
.
Cite
Ioannis D Vrontos
,
Petros Dellaportas
,
Dimitris N Politis
(2000).
Full Bayesian inference for GARCH and EGARCH models
.
Journal of Business & Economic Statistics
.
Cite
Petros Dellaportas
,
Jonathan J Forster
,
Ioannis Ntzoufras
(2000).
Bayesian variable selection using the Gibbs sampler
.
Biostatistics-Basel
.
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Michalis Linardakis
,
Petros Dellaportas
(2000).
An approach to multidimensional item response modeling
.
The Sixth World Meeting of the International Society for Bayesian Analysis ISBA
.
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Yiorgos Zaphiropoulos
,
Petros Dellaportas
,
Evangelos Morfiadakis
,
Georgia Glinou
(1999).
Prediction of wind speed and direction at a potential site
.
Wind Engineering
.
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Petros Dellaportas
,
Jonathan J Forster
(1999).
Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
.
Biometrika
.
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Fragiskos Mouzakis
,
Evaggelos Morfiadakis
,
Petros Dellaportas
(1999).
Fatigue loading parameter identification of a wind turbine operating in complex terrain
.
Journal of Wind Engineering and Industrial Aerodynamics
.
Cite
Stefanos G Giakoumatos
,
Ioannis D Vrontos
,
Petros Dellaportas
,
Dimitris N Politis
(1999).
A Markov chain Monte Carlo convergence diagnostic using subsampling
.
Journal of Computational and Graphical Statistics
.
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Petros Dellaportas
(1998).
Bayesian classification of neolithic tools
.
Journal of the Royal Statistical Society: Series C (Applied Statistics)
.
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Steve P Brooks
,
Petros Dellaportas
,
Gareth O Roberts
(1997).
An approach to diagnosing total variation convergence of MCMC algorithms
.
Journal of Computational and Graphical Statistics
.
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Ronald Cools
,
Petros Dellaportas
(1996).
The role of embedded integration rules in Bayesian statistics
.
Statistics and Computing
.
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G Kokolakis
,
P Dellaportas
(1996).
Hierarchical modelling for classifying binary data
.
Bayesian Statistics 5
.
Cite
P Dellaportas
,
DA Stephens
,
AFM Smith
,
I Guttman
(1996).
A comparative study of perinatal mortality using a two-component mixture model
.
Bayesian Biostatistics, (Statistics textbooks and monographs)
.
Cite
Petros Dellaportas
(1995).
Random variate transformations in the Gibbs sampler: Issues of efficiency and convergence
.
Statistics and Computing
.
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Petros Dellaportas
,
David A Stephens
(1995).
Bayesian analysis of errors-in-variables regression models
.
Biometrics
.
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Petros Dellaportas
,
Adrian FM Smith
(1993).
Bayesian inference for generalized linear and proportional hazards models via Gibbs sampling
.
Applied Statistics
.
Cite
D Stephens
,
P Dellaportas
(1992).
Bayesian analysis of generalised linear models with covariate measurement error
.
Bayesian statistics 4
.
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P. Dellaportas
,
D. Wright
(1992).
A Numerical Integration Strategy in Bayesian Analysis
.
Bayesian Statistics 4
.
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Petros Dellaportas
,
David E Wright
(1991).
Positive embedded integration in Bayesian analysis
.
Statistics and Computing
.
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Petros Dellaportas
,
David Wright
(1991).
Numerical prediction for the two-parameter Weibull distribution
.
The Statistician
.
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