activity
20132020
most citedOn the use of marginal posteriors in marginal likelihood estimation via importance-sampling

94 citations · 114 across the 5 of their papers we have counts for

collaborators

6 papers

stat.ME2020★ 14 cited

Bayesian inference for transportation origin-destination matrices: the Poisson-inverse Gaussian and other Poisson mixtures

Konstantinos Perrakis, Dimitris Karlis, Mario Cools +1

In this paper we present Poisson mixture approaches for origin-destination (OD) modeling in transportation analysis. We introduce covariate-based models which incorporate different…

stat.ME2019

Regularized joint mixture models

Konstantinos Perrakis, Thomas Lartigue, Frank Dondelinger +1

Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are h…

stat.ME2017★ 5 cited

Scalable Bayesian regression in high dimensions with multiple data sources

Konstantinos Perrakis, Sach Mukherjee, the Alzheimers Disease Neuroimaging Initiative

Applications of high-dimensional regression often involve multiple sources or types of covariates. We propose methodology for this setting, emphasizing the "wide data" regime with…

stat.ME2016★ 1 cited

Variations of Power-Expected-Posterior Priors in Normal Regression Models

Dimitris Fouskakis, Ioannis Ntzoufras, Konstantinos Perrakis

The power-expected-posterior (PEP) prior is an objective prior for Gaussian linear models, which leads to consistent model selection inference, under the M-closed scenario, and ten…

stat.ME2015

Power-Expected-Posterior Priors for Generalized Linear Models

Dimitris Fouskakis, Ioannis Ntzoufras, Konstantinos Perrakis

The power-expected-posterior (PEP) prior provides an objective, automatic, consistent and parsimonious model selection procedure. At the same time it resolves the conceptual and co…

stat.CO2013★ 94 cited

On the use of marginal posteriors in marginal likelihood estimation via importance-sampling

K. Perrakis, I. Ntzoufras, E. G. Tsionas

We investigate the efficiency of a marginal likelihood estimator where the product of the marginal posterior distributions is used as an importance-sampling function. The approach…