Petros Dellaportas
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Bayesian online change point detection with Hilbert space approximate Student-t process
Entropy-based adaptive Hamiltonian Monte Carlo
Copula-like Variational Inference
Gradient-based adaptive Markov chain Monte Carlo
Control variates for estimation based on reversible Markov chain Monte Carlo samplers
A novel reversible jump algorithm for generalized linear models
Inference for stochastic volatility models using time change transformations
Bayesian model selection for partially observed diffusion models
Model determination for categorical data with factor level merging
Bayesian inference for non-Gaussian Ornstein--Uhlenbeck stochastic volatility processes
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