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Dellaportas, Petros

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Author ID: dellaportas.petros Recent zbMATH articles by "Dellaportas, Petros"
Published as: Dellaportas, Petros; Dellaportas, P.
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Publications by Year

Citations contained in zbMATH Open

38 Publications have been cited 461 times in 391 Documents Cited by Year
On Bayesian model and variable selection using MCMC. Zbl 1247.62086
Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis
78
2002
Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models. Zbl 0949.62050
Dellaportas, Petros; Forster, Jonathan J.
56
1999
Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. Zbl 1062.62049
Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros
43
2004
Bayesian inference for generalized linear and proportional hazards models via Gibbs sampling. Zbl 0825.62409
Dellaportas, P.; Smith, A. F. M.
38
1993
Bayesian variable and link determination for generalised linear models. Zbl 1033.62026
Ntzoufras, Ioannis; Dellaportas, Petros; Forster, Jonathan J.
31
2003
A full-factor multivariate GARCH model. Zbl 1065.91553
Vrontos, I. D.; Dellaportas, P.; Politis, D. N.
25
2003
Bayesian modelling of outstanding liabilities incorporating claim count uncertainty. Zbl 1084.62544
Ntzoufras, Ioannis; Dellaportas, Petros
22
2002
Bayesian analysis of errors-in-variables regression models. Zbl 0867.62013
Dellaportas, Petros; Stephens, David A.
22
1995
Model determination for categorical data with factor level merging. Zbl 1069.62049
Dellaportas, Petros; Tarantola, Claudia
13
2005
Bayesian analysis of mortality data. Zbl 1002.91504
Dellaportas, Petros; Smith, Adrian F. M.; Stavropoulos, Photis
12
2001
An introduction to MCMC. Zbl 1035.62083
Dellaportas, Petros; Roberts, Gareth O.
10
2003
Bayesian inference for nondecomposable graphical Gaussian models. Zbl 1192.62090
Dellaportas, Petros; Giudici, Paolo; Roberts, Gareth
10
2003
Bayesian variable selection using the Gibbs sampler. Zbl 1026.62023
Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis
9
2000
Bayesian analysis of extreme values by mixture modelling. Zbl 1053.62061
Bottolo, Leonardo; Consonni, Guido; Dellaportas, Petros; Lijoi, Antonio
8
2003
Cholesky-GARCH models with applications to finance. Zbl 1252.91080
Dellaportas, Petros; Pourahmadi, Mohsen
8
2012
Control variates for estimation based on reversible Markov chain Monte Carlo samplers. Zbl 1411.62056
Dellaportas, Petros; Kontoyiannis, Ioannis
7
2012
Joint specification of model space and parameter space prior distributions. Zbl 1330.62117
Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis
7
2012
Inference for stochastic volatility models using time change transformations. Zbl 1189.91220
Kalogeropoulos, Konstantinos; Roberts, Gareth O.; Dellaportas, Petros
7
2010
Stochastic search variable selection for log-linear models. Zbl 0968.62051
Ntzoufras, Ioannis; Forster, Jonathan J.; Dellaportas, Petros
6
2000
Contagion determination via copula and volatility threshold models. Zbl 1241.91134
Arakelian, Veni; Dellaportas, Petros
5
2012
Forecasting with non-homogeneous hidden Markov models. Zbl 1258.65010
Meligkotsidou, Loukia; Dellaportas, Petros
5
2011
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models. Zbl 1368.62244
Giannikis, D.; Vrontos, I. D.; Dellaportas, P.
5
2008
A novel reversible jump algorithm for generalized linear models. Zbl 1215.62069
Papathomas, M.; Dellaportas, P.; Vasdekis, V. G. S.
4
2011
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models. Zbl 1126.62098
Dellaportas, P.; Vrontos, I. D.
4
2007
Flexible threshold models for modelling interest rate volatility. Zbl 1112.62117
Dellaportas, Petros; Denison, David G. T.; Holmes, Chris
4
2007
Bayesian clustering for row effects models. Zbl 1134.62038
Tarantola, Claudia; Consonni, Guido; Dellaportas, Petros
4
2008
Assessment of Athens’s metro passenger behaviour via a multiranked probit model. Zbl 1111.62393
Linardakis, Michalis; Dellaportas, Petros
3
2003
Specification and interpretation of prior distributions for variable selection in linear models. Zbl 0944.62030
Ntzoufras, Ioannis; Dellaportas, Petros; Forster, Jonathan J.
2
1998
Likelihood-based inference for correlated diffusions. Zbl 1221.65027
Kalogeropoulos, Konstantinos; Dellaportas, Petros; Roberts, Gareth O.
2
2011
Bayesian theory and applications. Zbl 1277.62082
2
2013
Bayesian model selection for partially observed diffusion models. Zbl 1436.62407
Dellaportas, Petros; Friel, Nial; Roberts, Gareth O.
2
2006
Importance sampling from posterior distributions using copula-like approximations. Zbl 1452.62219
Dellaportas, Petros; Tsionas, Mike G.
1
2019
An application of three bivariate time-varying volatility models. Zbl 0967.91064
Vrontos, I. D.; Giakoumatos, S. G.; Dellaportas, P.; Politis, D. N.
1
2001
Quantification of automobile insurance liability: A Bayesian failure time approach. Zbl 1043.62092
Stephens, David A.; Crowder, Martin J.; Dellaportas, Petros
1
2004
Computational strategies for the implementation of the Bayesian paradigm. Zbl 0882.65152
Dellaportas, Petros
1
1997
Bayesian classification of Neolithic tools. Zbl 0904.62139
Dellaportas, Petros
1
1998
An MCMC model search algorithm for regression problems. Zbl 1453.62177
Petralias, Athanassios; Dellaportas, Petros
1
2013
Volatility prediction based on scheduled macroeconomic announcements. Zbl 1328.62632
Petralias, Athanassios; Dellaportas, Petros
1
2015
Importance sampling from posterior distributions using copula-like approximations. Zbl 1452.62219
Dellaportas, Petros; Tsionas, Mike G.
1
2019
Volatility prediction based on scheduled macroeconomic announcements. Zbl 1328.62632
Petralias, Athanassios; Dellaportas, Petros
1
2015
Bayesian theory and applications. Zbl 1277.62082
2
2013
An MCMC model search algorithm for regression problems. Zbl 1453.62177
Petralias, Athanassios; Dellaportas, Petros
1
2013
Cholesky-GARCH models with applications to finance. Zbl 1252.91080
Dellaportas, Petros; Pourahmadi, Mohsen
8
2012
Control variates for estimation based on reversible Markov chain Monte Carlo samplers. Zbl 1411.62056
Dellaportas, Petros; Kontoyiannis, Ioannis
7
2012
Joint specification of model space and parameter space prior distributions. Zbl 1330.62117
Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis
7
2012
Contagion determination via copula and volatility threshold models. Zbl 1241.91134
Arakelian, Veni; Dellaportas, Petros
5
2012
Forecasting with non-homogeneous hidden Markov models. Zbl 1258.65010
Meligkotsidou, Loukia; Dellaportas, Petros
5
2011
A novel reversible jump algorithm for generalized linear models. Zbl 1215.62069
Papathomas, M.; Dellaportas, P.; Vasdekis, V. G. S.
4
2011
Likelihood-based inference for correlated diffusions. Zbl 1221.65027
Kalogeropoulos, Konstantinos; Dellaportas, Petros; Roberts, Gareth O.
2
2011
Inference for stochastic volatility models using time change transformations. Zbl 1189.91220
Kalogeropoulos, Konstantinos; Roberts, Gareth O.; Dellaportas, Petros
7
2010
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models. Zbl 1368.62244
Giannikis, D.; Vrontos, I. D.; Dellaportas, P.
5
2008
Bayesian clustering for row effects models. Zbl 1134.62038
Tarantola, Claudia; Consonni, Guido; Dellaportas, Petros
4
2008
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models. Zbl 1126.62098
Dellaportas, P.; Vrontos, I. D.
4
2007
Flexible threshold models for modelling interest rate volatility. Zbl 1112.62117
Dellaportas, Petros; Denison, David G. T.; Holmes, Chris
4
2007
Bayesian model selection for partially observed diffusion models. Zbl 1436.62407
Dellaportas, Petros; Friel, Nial; Roberts, Gareth O.
2
2006
Model determination for categorical data with factor level merging. Zbl 1069.62049
Dellaportas, Petros; Tarantola, Claudia
13
2005
Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. Zbl 1062.62049
Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros
43
2004
Quantification of automobile insurance liability: A Bayesian failure time approach. Zbl 1043.62092
Stephens, David A.; Crowder, Martin J.; Dellaportas, Petros
1
2004
Bayesian variable and link determination for generalised linear models. Zbl 1033.62026
Ntzoufras, Ioannis; Dellaportas, Petros; Forster, Jonathan J.
31
2003
A full-factor multivariate GARCH model. Zbl 1065.91553
Vrontos, I. D.; Dellaportas, P.; Politis, D. N.
25
2003
An introduction to MCMC. Zbl 1035.62083
Dellaportas, Petros; Roberts, Gareth O.
10
2003
Bayesian inference for nondecomposable graphical Gaussian models. Zbl 1192.62090
Dellaportas, Petros; Giudici, Paolo; Roberts, Gareth
10
2003
Bayesian analysis of extreme values by mixture modelling. Zbl 1053.62061
Bottolo, Leonardo; Consonni, Guido; Dellaportas, Petros; Lijoi, Antonio
8
2003
Assessment of Athens’s metro passenger behaviour via a multiranked probit model. Zbl 1111.62393
Linardakis, Michalis; Dellaportas, Petros
3
2003
On Bayesian model and variable selection using MCMC. Zbl 1247.62086
Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis
78
2002
Bayesian modelling of outstanding liabilities incorporating claim count uncertainty. Zbl 1084.62544
Ntzoufras, Ioannis; Dellaportas, Petros
22
2002
Bayesian analysis of mortality data. Zbl 1002.91504
Dellaportas, Petros; Smith, Adrian F. M.; Stavropoulos, Photis
12
2001
An application of three bivariate time-varying volatility models. Zbl 0967.91064
Vrontos, I. D.; Giakoumatos, S. G.; Dellaportas, P.; Politis, D. N.
1
2001
Bayesian variable selection using the Gibbs sampler. Zbl 1026.62023
Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis
9
2000
Stochastic search variable selection for log-linear models. Zbl 0968.62051
Ntzoufras, Ioannis; Forster, Jonathan J.; Dellaportas, Petros
6
2000
Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models. Zbl 0949.62050
Dellaportas, Petros; Forster, Jonathan J.
56
1999
Specification and interpretation of prior distributions for variable selection in linear models. Zbl 0944.62030
Ntzoufras, Ioannis; Dellaportas, Petros; Forster, Jonathan J.
2
1998
Bayesian classification of Neolithic tools. Zbl 0904.62139
Dellaportas, Petros
1
1998
Computational strategies for the implementation of the Bayesian paradigm. Zbl 0882.65152
Dellaportas, Petros
1
1997
Bayesian analysis of errors-in-variables regression models. Zbl 0867.62013
Dellaportas, Petros; Stephens, David A.
22
1995
Bayesian inference for generalized linear and proportional hazards models via Gibbs sampling. Zbl 0825.62409
Dellaportas, P.; Smith, A. F. M.
38
1993
all top 5

Cited by 724 Authors

23 Ntzoufras, Ioannis
20 Dellaportas, Petros
10 Roberts, Gareth O.
8 Forster, Jonathan J.
7 Dobra, Adrian
7 Fouskakis, Dimitris
6 Papaspiliopoulos, Omiros
6 Tarantola, Claudia
5 Consonni, Guido
5 Massam, Helene M.
4 Brooks, Stephen P.
4 Corander, Jukka
4 Dunson, David Brian
4 Fearnhead, Paul
4 Iglesias, Pilar Loreto
4 Lopes, Hedibert Freitas
4 Overstall, Antony M.
4 Spezia, Luigi
4 Stephens, David A.
4 Vrontos, Ioannis D.
4 Walker, Stephen Grahm
3 Arakelian, Veni
3 Arellano-Valle, Reinaldo Boris
3 Belomestny, Denis
3 Cai, Bo
3 Chan, Jennifer So Kuen
3 Congdon, Peter D.
3 Czado, Claudia
3 Demirhan, Haydar
3 Frühwirth-Schnatter, Sylvia
3 Golightly, Andrew
3 Griffin, Jim E.
3 Hafner, Christian Matthias
3 Iliopoulos, George
3 Kang, Xiaoning
3 Karlis, Dimitris
3 King, Ruth
3 Kohn, Robert J.
3 Moulines, Eric
3 Nieto-Barajas, Luis E.
3 Paroli, Roberta
3 Perrakis, Konstantinos
3 Samsonov, Sergeĭ Petrovich
3 Sherlock, Chris
3 So, Mike K. P.
3 Taufer, Emanuele
3 Tawn, Jonathan A.
3 Tjelmeland, Håkon
3 Vidal, Ignacio
3 Vitoratou, Silia
3 Zhang, Xinsheng
2 Andrieu, Christophe
2 Antonio, Katrien
2 Araki, Takamitsu
2 Bartolucci, Francesco
2 Beskos, Alexandros
2 Bolfarine, Heleno
2 Carvalho, Carlos Marinho
2 Cazzaro, Manuela
2 Chen, Minghui
2 Chopin, Nicolas
2 Creal, Drew D.
2 Crowder, Martin J.
2 De Alba, Enrique
2 Dong, Alice X. D.
2 Doucet, Arnaud
2 Draper, David
2 Drton, Mathias
2 Fitch, A. Marie
2 Friel, Nial
2 Fu, Michael C.
2 Gelfand, Alan Enoch
2 Ghosh, Joyee
2 Gigante, Patrizia
2 Giudici, Paolo
2 Glickman, Mark E.
2 Green, Peter J.
2 Guindani, Michele
2 Hamurkaroglu, Canan
2 Holmes, Christopher C.
2 Ibrahim, Joseph George
2 Ikeda, Kazushi
2 Iosipoi, Leonid
2 Jasra, Ajay
2 Jones, Beatrix
2 Jongbloed, Geurt
2 Kalogeropoulos, Konstantinos
2 Kateri, Maria
2 Latuszynski, Krzysztof
2 Leonenko, Nikolai N.
2 Li, Cheng
2 Lindberg, Carl
2 Linke, Yuliana Yu.
2 Liu, Jinnan
2 Lupparelli, Monia
2 Makov, Udi E.
2 Mallick, Bani K.
2 McAleer, Michael
2 Meligkotsidou, Loukia
2 Moustaki, Irini
...and 624 more Authors
all top 5

Cited in 93 Serials

49 Computational Statistics and Data Analysis
21 Statistics and Computing
20 Journal of Statistical Planning and Inference
14 Communications in Statistics. Theory and Methods
13 Communications in Statistics. Simulation and Computation
12 Journal of Econometrics
11 Biometrics
11 Insurance Mathematics & Economics
11 Bayesian Analysis
10 Statistical Science
9 The Annals of Statistics
9 The Annals of Applied Statistics
8 The Canadian Journal of Statistics
8 Journal of Statistical Computation and Simulation
8 Quantitative Finance
8 Statistical Modelling
8 North American Actuarial Journal
7 Journal of Multivariate Analysis
7 Journal of Applied Statistics
6 Scandinavian Journal of Statistics
6 Journal of the Royal Statistical Society. Series B. Statistical Methodology
6 Statistical Methodology
5 European Journal of Operational Research
5 ASTIN Bulletin
5 Journal of Computational and Graphical Statistics
4 Computational Statistics
4 Lifetime Data Analysis
3 Annals of the Institute of Statistical Mathematics
3 Journal of the American Statistical Association
3 Statistics & Probability Letters
3 Bernoulli
3 Journal of the Royal Statistical Society. Series C. Applied Statistics
3 Extremes
3 Econometric Theory
3 Brazilian Journal of Probability and Statistics
3 Scandinavian Actuarial Journal
3 Statistical Methods and Applications
3 Statistical Analysis and Data Mining
2 Advances in Applied Probability
2 Journal of Computational Physics
2 Psychometrika
2 Biometrical Journal
2 Siberian Mathematical Journal
2 Journal of Time Series Analysis
2 Journal of Economic Dynamics & Control
2 Neural Networks
2 Computational Economics
2 Test
2 Statistical Papers
2 The Econometrics Journal
2 Journal of Statistical Theory and Practice
2 Electronic Journal of Statistics
2 Sankhyā. Series B
2 European Actuarial Journal
2 SIAM/ASA Journal on Uncertainty Quantification
1 The American Statistician
1 Artificial Intelligence
1 Inverse Problems
1 Journal of Statistical Physics
1 Applied Mathematics and Computation
1 Automatica
1 Econometrica
1 Journal of Applied Probability
1 Journal of Mathematical Psychology
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Metron
1 Statistica Neerlandica
1 Revista Colombiana de Estadística
1 Statistics
1 Econometric Reviews
1 Mathematical and Computer Modelling
1 Science in China. Series A
1 Signal Processing
1 Machine Learning
1 Discrete Event Dynamic Systems
1 Journal of Nonparametric Statistics
1 Mathematical Finance
1 European Journal of Mechanics. B. Fluids
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 Mathematical Geology
1 Advances in Complex Systems
1 SIAM Journal on Applied Dynamical Systems
1 Multiscale Modeling & Simulation
1 Statistical Methods in Medical Research
1 Stochastics
1 Journal of the Korean Statistical Society
1 Foundations and Trends in Econometrics
1 Sankhyā. Series A
1 Annals of Finance
1 Journal of Time Series Econometrics

Citations by Year