Petros Dellaportas

Statistics and Probability · 2000–2012

A researcher in the Science corpus: 5 papers; trusts 23 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 17 citations into it; #2,169 of 12,932 by trust here, #3,609 by citations
• Probabilistic & Bayesian Methods — 9 citations into it
• Finance — 6 citations into it; #3,067 of 10,518 by trust here, #3,946 by citations

Whom Petros Dellaportas trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Sean P. Meyn
2. Gareth O. Roberts
3. Tim Hesterberg
4. Paul Glasserman
5. Alan E. Gelfand
6. Peter J. Green
7. Peter W. Glynn
8. Ioannis Kontoyiannis
9. Anne Philippe
10. Hugo Lewi Hammer

Who trusts Petros Dellaportas overall

1. Chris J. Oates
2. Theodore Papamarkou
3. Mark A. Girolami
4. Antonietta Mira
5. Christophe Andrieu
6. Steve P. Brooks
7. Gareth O. Roberts
8. Omiros Papaspiliopoulos
9. Anestis Antoniadis
10. Nicolas Chopin

Papers from Petros Dellaportas's perspective

Ordered by how strongly the researchers Petros Dellaportas trusts endorse each paper. Same corpus, a different order for every researcher.

1. Sampling-Based Approaches to Calculating Marginal Densities
2. Markov Chains and Stochastic Stability
3. Monte Carlo Strategies in Scientific Computing
4. Monte Carlo Methods in Financial Engineering
5. Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
6. Geometric ergodicity of Metropolis algorithms
7. Generalized autoregressive conditional heteroskedasticity
8. Metropolis Methods, Gaussian Proposals and Antithetic Variables
9. Examples of Adaptive MCMC
10. Bayesian analysis of binary and polychotomous response data

Their papers

• Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes (2004) — 142 citations
• Bayesian variable and link determination for generalised linear models (2003) — 100 citations
• Control variates for estimation based on reversible Markov chain Monte Carlo samplers (2012) — 61 citations
• Bayesian analysis of mortality data (2001) — 59 citations
• Full Bayesian Inference for GARCH and EGARCH Models (2000) — 152 citations