Omiros Papaspiliopoulos |
| PhD, Lancaster University |
| Barcelona GSE Affiliated Professor |
| Personal Homepage |
|
|
 Program(s): |
| MSc in Finance, GPEFM |
|
| Biography: |
| Omiros Papaspiliopoulos is an assistant professor and Ramon y Cajal Research Fellow at the Universitat Pompeu Fabra. |
|
| Professional affiliations: |
| Professor Papaspiliopoulos is an associate editor for Biometrika. |
|
| Research interests: |
| Computation and statistical inference for stochastic processes |
|
| Selected publications: |
| - "Retrospective MCMC for Dirichlet process hierarchical models" (with Roberts, G.O), Biometrika, 95, 169-186, 2008.
- "A general framework for parametrisation of hierarchical models" (with Roberts, G.O. and Sköld, M.), Statistical Science, 22, 59-73, 2007.
- "Exact and computationally efficient likelihood--based inference for discretely observed diffusions" (with Beskos, A., Roberts, G.O., and Fearnhead, P.), Journal of the Royal Statistical Society, series B 68, 1-25, 2006.
|
 |
omiros.papaspiliopoulos@upf.edu
|
Close Window
