96 citations · 531 across the 50 of their papers we have counts for
58 papers
Fast PAC Global Optimization via Restarted Langevin: Exploration, Exploitation, and Degenerate Cooling
Ioannis Kontoyiannis, Sean Meyn
This paper addresses a fundamental question in non-convex optimization: \textit{How should a stochastic optimizer allocate computation between global exploration and local exploita…
The Bayesian Context Trees State Space Model for time series modelling and forecasting
Ioannis Papageorgiou, Ioannis Kontoyiannis
A hierarchical Bayesian framework is introduced for developing tree-based mixture models for time series, partly motivated by applications in finance and forecasting. At the top le…
Temporally Causal Discovery Tests for Discrete Time Series and Neural Spike Trains
A. Theocharous, G. G. Gregoriou, P. Sapountzis +1
We consider the problem of detecting causal relationships between discrete time series, in the presence of potential confounders. A hypothesis test is introduced for identifying th…
Generalised shot noise representations of stochastic systems driven by non-Gaussian Lévy processes
Marcos Tapia Costa, Ioannis Kontoyiannis, Simon Godsill
We consider the problem of obtaining effective representations for the solutions of linear, vector-valued stochastic differential equations (SDEs) driven by non-Gaussian pure-jump…
A Third Information-Theoretic Approach to Finite de Finetti Theorems
Mario Berta, Lampros Gavalakis, Ioannis Kontoyiannis
A new finite form of de Finetti's representation theorem is established using elementary information-theoretic tools. The distribution of the first random variables in an excha…
Truly Bayesian Entropy Estimation
Ioannis Papageorgiou, Ioannis Kontoyiannis
Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and na…