1 citations · 2 across the 5 of their papers we have counts for
6 papers
Fraud Detection via Bayesian Positive-Unlabeled Learning with Gaussian Processes and Multilayer Networks
Konstantinos Bourazas, Angelos Alexopoulos, Petros Dellaportas +1
Tax fraud remains a central challenge for public revenue authorities worldwide, imposing fiscal losses estimated to reach up to 1 trillion euros annually in the EU alone. Fraudulen…
Exchangeable Gaussian Processes for Staggered-Adoption Policy Evaluation
Hayk Gevorgyan, Konstantinos Kalogeropoulos, Angelos Alexopoulos
We study the use of exchangeable multi-task Gaussian processes (GPs) for causal inference in panel data, applying the framework to two settings: one with a single treated unit subj…
Sequential Bayesian Learning for Hidden Semi-Markov Models
Patrick Aschermayr, Konstantinos Kalogeropoulos
In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic proc…
Evaluating the Impact of COVID-19 Vaccination in the United Kingdom: A Gaussian Process Approach
Gianluca Giudice, Sara Geneletti, Konstantinos Kalogeropoulos
The rapid rollout of COVID-19 vaccines in the United Kingdom in early 2021 differed markedly from that of many other European countries, providing a natural setting to assess the i…
Likelihood-based inference for correlated diffusions
Konstantinos Kalogeropoulos, Petros Dellaportas, Gareth O. Roberts
We address the problem of likelihood based inference for correlated diffusion processes using Markov chain Monte Carlo (MCMC) techniques. Such a task presents two interesting probl…
Inference for stochastic volatility models using time change transformations
Konstantinos Kalogeropoulos, Gareth O. Roberts, Petros Dellaportas
We address the problem of parameter estimation for diffusion driven stochastic volatility models through Markov chain Monte Carlo (MCMC). To avoid degeneracy issues we introduce an…