98 citations · 196 across the 32 of their papers we have counts for
8 papers · 1 filter
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…
Bayesian Tensor Factorisations for Time Series of Counts
Zhongzhen Wang, Petros Dellaportas, Ioannis Kosmidis
We propose a flexible nonparametric Bayesian modelling framework for multivariate time series of count data based on tensor factorisations. Our models can be viewed as infinite sta…
Variance Reduction for Metropolis-Hastings Samplers
Angelos Alexopoulos, Petros Dellaportas, Michalis K. Titsias
We introduce a general framework that constructs estimators with reduced variance for random walk Metropolis and Metropolis-adjusted Langevin algorithms. The resulting estimators r…
Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices
Mai Ngoc Bui, Yvo Pokern, Petros Dellaportas
We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our developmen…
Efficient sequential Monte Carlo algorithms for integrated population models
Axel Finke, Ruth King, Alexandros Beskos +1
State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is…
Joint Specification of Model Space and Parameter Space Prior Distributions
Petros Dellaportas, Jonathan J. Forster, Ioannis Ntzoufras
We consider the specification of prior distributions for Bayesian model comparison, focusing on regression-type models. We propose a particular joint specification of the prior dis…