317 citations · 507 across the 6 of their papers we have counts for
4 papers · 1 filter
Particle Filters for Partially Observed Diffusions
Paul Fearnhead, Omiros Papaspiliopoulos, Gareth Roberts
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a…
Stability of the Gibbs Sampler for Bayesian Hierarchical Models
Omiros Papaspiliopoulos, Gareth Roberts
We characterise the convergence of the Gibbs sampler which samples from the joint posterior distribution of parameters and missing data in hierarchical linear models with arbitrary…
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical model
Omiros Papaspiliopoulos, Gareth Roberts
Inference for Dirichlet process hierarchical models is typically performed using Markov chain Monte Carlo methods, which can be roughly categorised into marginal and conditional me…
A General Framework for the Parametrization of Hierarchical Models
Omiros Papaspiliopoulos, Gareth O. Roberts, Martin Sköld
In this paper, we describe centering and noncentering methodology as complementary techniques for use in parametrization of broad classes of hierarchical models, with a view to the…