317 citations · 539 across the 26 of their papers we have counts for
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math.ST2013★ 1 cited
Analysis of the Gibbs sampler for hierarchical inverse problems
Sergios Agapiou, Johnathan M. Bardsley, Omiros Papaspiliopoulos +1
Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem…
math.ST2013★ 26 cited
Optimal filtering and the dual process
Omiros Papaspiliopoulos, Matteo Ruggiero
We link optimal filtering for hidden Markov models to the notion of duality for Markov processes. We show that when the signal is dual to a process that has two components, one det…