SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models N Chopin, PE Jacob, O Papaspiliopoulos Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2013 | 513 | 2013 |
Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion) A Beskos, O Papaspiliopoulos, GO Roberts, P Fearnhead Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2006 | 490 | 2006 |
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models O Papaspiliopoulos, GO Roberts Biometrika 95 (1), 169-186, 2008 | 481 | 2008 |
A general framework for the parametrization of hierarchical models O Papaspiliopoulos, GO Roberts, M Sköld Statistical Science, 59-73, 2007 | 352 | 2007 |
An introduction to sequential Monte Carlo N Chopin, O Papaspiliopoulos Springer, 2020 | 319 | 2020 |
Retrospective exact simulation of diffusion sample paths with applications A Beskos, O Papaspiliopoulos, GO Roberts Bernoulli 12 (6), 1077-1098, 2006 | 294 | 2006 |
Non-centered parameterisations for hierarchical models and data augmentation O Papaspiliopoulos, GO Roberts, M Sköld Bayesian statistics 7, 307-326, 2003 | 225 | 2003 |
Particle filters for partially observed diffusions P Fearnhead, O Papaspiliopoulos, GO Roberts Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2008 | 206 | 2008 |
Importance sampling: Intrinsic dimension and computational cost S Agapiou, O Papaspiliopoulos, D Sanz-Alonso, AM Stuart Statistical Science, 405-431, 2017 | 199* | 2017 |
Bayesian inference for non-Gaussian Ornstein–Uhlenbeck stochastic volatility processes GO Roberts, O Papaspiliopoulos, P Dellaportas Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2004 | 172 | 2004 |
Bayesian non-parametric hidden Markov models with applications in genomics C Yau, O Papaspiliopoulos, GO Roberts, C Holmes Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2011 | 153 | 2011 |
A factorisation of diffusion measure and finite sample path constructions A Beskos, O Papaspiliopoulos, GO Roberts Methodology and Computing in Applied Probability 10, 85-104, 2008 | 131 | 2008 |
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes A Beskos, O Papaspiliopoulos, G Roberts | 113 | 2009 |
Random-weight particle filtering of continuous time processes P Fearnhead, O Papaspiliopoulos, GO Roberts, A Stuart Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2010 | 82 | 2010 |
Nonparametric estimation of diffusions: a differential equations approach O Papaspiliopoulos, Y Pokern, GO Roberts, AM Stuart Biometrika 99 (3), 511-531, 2012 | 79 | 2012 |
A note on posterior sampling from Dirichlet mixture models O Papaspiliopoulos University of Warwick. Centre for Research in Statistical Methodology 2008 (20), 2008 | 72 | 2008 |
Importance sampling techniques for estimation of diffusion models O Papaspiliopoulos, G Roberts Statistical methods for stochastic differential equations 124, 311-340, 2012 | 68 | 2012 |
Stability of the Gibbs sampler for Bayesian hierarchical models O Papaspiliopoulos, G Roberts | 63 | 2008 |
Analysis of the Gibbs sampler for hierarchical inverse problems S Agapiou, JM Bardsley, O Papaspiliopoulos, AM Stuart SIAM/ASA Journal on Uncertainty Quantification 2 (1), 511-544, 2014 | 60 | 2014 |
Online multi-task learning with hard constraints G Lugosi, O Papaspiliopoulos, G Stoltz arXiv preprint arXiv:0902.3526, 2009 | 50 | 2009 |