Omiros Papaspiliopoulos

Bocconi University

PhD, Lancaster University

Research interests

  • Monte Carlo Methods (theory and methodology)
  • Stochastic Processes
  • Stochastic Modelling
  • Probabilistic Inference
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Contact

Omiros Papaspiliopoulos is a professor in the Department of Decision Sciences at Bocconi University. He is a former BSE Affiliated Professor.

Working Papers

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Working Paper

Bayesian Forecasting of Electoral Outcomes with new Parties’ Competition

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José García-Montalvo,Omiros Papaspiliopoulos, andTimothée Stumpf-Fétizon
BSE Working Paper 1065
December 2018

Publications

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Publication

Scalable inference for crossed random effects models

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Omiros Papaspiliopoulos, Gareth O. Roberts, and Giacomo Zanella
Biometrika

April 2020
Publication

Bayesian forecasting of electoral outcomes with new parties’ competition

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José García-Montalvo, Omiros Papaspiliopoulos, and Timothée Stumpf-Fétizon
European Journal of Political Economy

February 2019
Publication

Auxiliary gradient-based sampling algorithms

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Omiros Papaspiliopoulos
Journal of the Royal Statistical Society: Series B (Statistical Methodology)

March 2018
Publication

Importance sampling: Intrinsic dimension and computational cost

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Sergios Agapiou, Omiros Papaspiliopoulos, Daniel Sanz-Alonso, and Andrew M. Stuart
Statistical Science

September 2017
Publication

Bayesian block-diagonal variable selection and model averaging

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Omiros PapaspiliopoulosandDavid Rossell
Biometrika

September 2017
Publication

A Factorisation of Diffusion Measure and Finite Sample Path Constructions

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Alexandros Beskos, Omiros Papaspiliopoulos, and Gareth O. Roberts
Methodology and Computing in Applied Probability

December 2015
Publication

Analysis of the Gibbs Sampler for Hierarchical Inverse Problems

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Sergios Agapiou, Johnathan M. Bardsley, Omiros Papaspiliopoulos, and Andrew M. Stuart
SIAM/ASA Journal on Uncertainty Quantification

December 2015
Publication

Bayesian Nonparametric Hidden Markov Models with Application to the Analysis of Copy-Number-Variation in Mammalian Genomes.

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Chris Holmes, Omiros Papaspiliopoulos, Gareth O. Roberts, and Christopher Yau
Journal of the Royal Statistical Society: Series B (Statistical Methodology)

December 2015
Publication

Monte Carlo Maximum Likelihood Estimation for Discretely Observed Diffusion Processes

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Alexandros Beskos, Omiros Papaspiliopoulos, and Gareth O. Roberts
The Annals of Statistics

December 2015
Publication

Optimal Filtering and the Dual Process

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Omiros PapaspiliopoulosandMatteo Ruggiero
Bernoulli

December 2015
Publication

Particle Filters for Partially Observed Diffusions

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Paul Fearnhead, Omiros Papaspiliopoulos, and Gareth O. Roberts
Journal of the Royal Statistical Society: Series B (Statistical Methodology)

December 2015
Publication

Random-Weight Particle Filtering of Continuous Time Processes

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Paul Fearnhead, Omiros Papaspiliopoulos, Gareth O. Roberts, and Andrew M. Stuart
Journal of the Royal Statistical Society: Series B (Statistical Methodology)

December 2015
Publication

Retrospective Markov Chain Monte Carlo Methods for Dirichlet Process Hierarchical Models

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Omiros PapaspiliopoulosandGareth O. Roberts
Biometrika

December 2015
Publication

Simulating Events of Unknown Probabilities Via Reverse Time Martingales

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Ioannis Kosmidis, Krzysztof Łatuszyński, Omiros Papaspiliopoulos, and Gareth O. Roberts
Random Structures & Algorithms

December 2015
Publication

Stability of the Gibbs Sampler for Bayesian Hierarchical Models

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Omiros PapaspiliopoulosandGareth O. Roberts
The Annals of Statistics

December 2015
Publication

Smc 2 : an Efficient Algorithm for Sequential Analysis of State Space Models

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Nicolas Chopin, Pierre E. Jacob, and Omiros Papaspiliopoulos
Journal of the Royal Statistical Society: Series B (Statistical Methodology)

January 2013
Publication

Data Augmentation for Diffusions

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Omiros Papaspiliopoulos, Gareth O. Roberts, and Osnat Stramer
Journal of Computational and Graphical Statistics

January 2013
Publication

Markov Chain Monte Carlo for Exact Inference for Diffusions

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Alexandros Beskos, Paul Fearnhead, Omiros Papaspiliopoulos, Gareth O. Roberts, and Giorgos Sermaidis
Scandinavian Journal of Statistics

January 2013
Publication

Markov Chain Monte Carlo Approach to Parameter Estimation in the Fitzhugh-Nagumo Model

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Susanne Ditlevsen, Anders Chr. Jensen, Mathieu Kessler, and Omiros Papaspiliopoulos
Physical Review E

January 2012
Publication

Nonparametric Estimation of Diffusions: a Differential Equations Approach

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Omiros Papaspiliopoulos, Yvo Pokern, Gareth O. Roberts, and Andrew M. Stuart
Biometrika

January 2012
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