← All authors Πέτρος Δελλαπόρτας University College Lahore (per OpenAlex) · ORCID · OpenAlex
59 papers in scope · 59 published · 1 on the econ.EM arXiv · 2,156 citations · h-index 20 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Y. Li Lyudmila Grigoryeva Giovanni Ballarin Juan-Pablo Ortega Sophie van Huellen Marcel Hirt Marc Hallin Byunghoon Kang Eduardo Mendes Quinlan Lee Matteo Barigozzi Iones Kelanemer Holban Lutz Kilian Elena Peavento Marcelo C. Medeiros Ricardo Masini Ana María Herrera Christian Gouriéroux Elena Pesavento Susan Athey Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 59)
Gaussian Invariant Markov Chain Monte Carlo
published 2026 · Journal of the American Statistical Association
with Michalis K. Titsias, Angelos Alexopoulos, S.J. Liu
A network approach to detect Value Added Tax fraud
published 2025 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 4 citations · first circulated 2021
with Angelos Alexopoulos, Stanley B. Gyoshev, Christos Kotsogiannis, Sofia C. Olhede, Trifon Pavkov
Towards a framework for a new research ecosystem
published 2025 · Humanities and Social Sciences Communications · 1 citations · first circulated 2023
with Roberto Savona, Andrea Modena, Lucia Alessi, Cristina M. Alberini, Iacopo Baussano, Ranieri Guerra, S. Pecorelli, Guido Rasi, P.D. Siviero, Sean Khozin, Roger M. Stein
Learning variational autoencoders via MCMC speed measures
published 2024 · Statistics and Computing · 2 citations · first circulated 2023
Bayesian tensor factorisations for time series of counts
published 2023 · Machine Learning · 3 citations
with Zhongzhen Wang, Ioannis Kosmidis
published 2023 · International Journal of Forecasting · 23 citations · first circulated 2022
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices
published 2023 · Bernoulli · 6 citations · first circulated 2021
with Mai Ngoc Bui, Yvo Pokern
Variance reduction for Metropolis–Hastings samplers
published 2022 · Statistics and Computing · 2 citations
with Angelos Alexopoulos, Michalis K. Titsias
How Good Are Low-Rank Approximations in Gaussian Process Regression?
published 2022 · Proceedings of the AAAI Conference on Artificial Intelligence · 4 citations · first circulated 2020
Scalable inference for a full multivariate stochastic volatility model
published 2021 · Journal of Econometrics · 4 citations · first circulated 2015
with Michalis K. Titsias, Kateřina Petrová, Anastasios Plataniotis
Large scale multi-label learning using Gaussian processes
published 2021 · Machine Learning · 4 citations
with Aristeidis Panos, Michalis K. Titsias
Sample Size Determination for Risk-Based Tax Auditing
published 2021 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 3 citations
with Evangelos E. Ioannidis, Christos Kotsogiannis
Interview with Professor Adrian FM Smith
published 2020 · International Statistical Review
with David A. Stephens
Sovereign risk zones in Europe during and after the debt crisis
published 2019 · Quantitative Finance · 16 citations · first circulated 2018
with Veni Arakelian, Roberto Savona, Marika Vezzoli
Efficient Sequential Monte Carlo Algorithms for Integrated Population Models
published 2019 · Journal of Agricultural Biological and Environmental Statistics · first circulated 2017
with Axel Finke, Ruth King, Alexandros Beskos
Importance sampling from posterior distributions using copula-like approximations
published 2018 · Journal of Econometrics · 7 citations
Volatility prediction based on scheduled macroeconomic announcements
published 2015 · Canadian Journal of Statistics · 5 citations
with Athanassios Petralias
An MCMC model search algorithm for regression problems
published 2012 · Journal of Statistical Computation and Simulation · 14 citations
with Athanassios Petralias
Conditional symmetry models for three-way contingency tables
published 2012 · Journal of Statistical Planning and Inference · 2 citations
with Maria Kateri
Control Variates for Estimation Based on Reversible Markov Chain Monte Carlo Samplers
published 2011 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 52 citations
Cholesky-GARCH models with applications to finance
published 2011 · Statistics and Computing · 36 citations
with Mohsen Pourahmadi
Likelihood-based inference for correlated diffusions
published 2011 · Canadian Journal of Statistics · 7 citations · first circulated 2007
A novel reversible jump algorithm for generalized linear models
published 2011 · Biometrika · 10 citations
with Michail Papathomas, Vassilis Vasdekis
Contagion determination via copula and volatility threshold models
published 2010 · Quantitative Finance · 24 citations
with Veni Arakelian
Forecasting with non-homogeneous hidden Markov models
published 2010 · Statistics and Computing · 43 citations
with Loukia Meligkotsidou
Inference for stochastic volatility models using time change transformations
published 2010 · The Annals of Statistics · 25 citations · first circulated 2007
Bayesian clustering for row effects models
published 2007 · Journal of Statistical Planning and Inference · 12 citations
with Claudia Tarantola, Guido Consonni
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models
published 2007 · Econometrics Journal · 20 citations
with Ioannis D. Vrontos
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models
published 2007 · Computational Statistics & Data Analysis · 19 citations
with Dimitrios Giannikis, Ioannis D. Vrontos
Flexible Threshold Models for Modelling Interest Rate Volatility
published 2007 · Econometric Reviews · 9 citations
with D. G. T. Denison, Chris Holmes
Bayesian model selection for partially observed diffusion models
published 2006 · Biometrika · 7 citations
with Nial Friel, Gareth O. Roberts
Multivariate mixtures of normals with unknown number of components
published 2006 · Statistics and Computing · 129 citations
with Ι. Παπαγεωργίου
Bayesian analysis of the unobserved ARCH model
published 2005 · Statistics and Computing · 19 citations
with Stefanos Giakoumatos, Dimitris N. Politis
Model Determination for Categorical Data With Factor Level Merging
published 2005 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 20 citations
with Claudia Tarantola
Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
published 2004 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 123 citations
with Gareth O. Roberts, Omiros Papaspiliopoulos
Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution
published 2004 · Statistical Modelling · 4 citations
with Luigi Spezia, Roberta Paroli
Quantification of automobile insurance liability: a Bayesian failure time approach
published 2003 · Insurance Mathematics and Economics · 8 citations
with David A. Stephens, M. J. Crowder
A full-factor multivariate GARCH model
published 2003 · Econometrics Journal · 148 citations
with Ioannis D. Vrontos, Dimitris N. Politis
Inference for some multivariate ARCH and GARCH models
published 2003 · Journal of Forecasting · 3 citations
with Ioannis D. Vrontos, Dimitris N. Politis
Assessment of Athens's Metro Passenger Behaviour Via a Multiranked Probit Model
published 2003 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 13 citations
with Michalis Linardakis
Bayesian Analysis of Extreme Values by Mixture Modeling
published 2003 · Extremes · 34 citations
with Leonardo Bottolo, Guido Consonni, Antonio Lijoi
Discussion on the paper by Brooks, Giudici and Roberts
published 2003 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 3 citations
with Christian P. Robert, Xiao-Li Meng, Jesper Møller, Jeffrey S. Rosenthal, Christopher Jennison, M. A. Hurn, Fahimah Al-Awadhi, Peter McCullagh, Christophe Andrieu, Arnaud Doucet, Ι. Παπαγεωργίου, Ricardo S. Ehlers, …
Bayesian variable and link determination for generalised linear models
published 2002 · Journal of Statistical Planning and Inference · 96 citations
with Ioannis Ntzoufras, Jonathan J. Forster
On Bayesian model and variable selection using MCMC
published 2002 · Statistics and Computing · 457 citations
with Jonathan J. Forster, Ioannis Ntzoufras
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
published 2002 · North American Actuarial Journal · 81 citations
with Ioannis Ntzoufras
A Simulation Approach to Nonparametric Empirical Bayes Analysis
published 2001 · International Statistical Review · 4 citations
with Dimitris Karlis
Bayesian Analysis of Mortality Data
published 2001 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 61 citations
with A. F. M. Smith, Photis Stavropoulos
An application of three bivariate time‐varying volatility models
published 2001 · Applied Stochastic Models in Business and Industry · 6 citations
with I. D. Vrontos, Stefanos Giakoumatos, D. N. Politis
Métodos bayesianos en estadística oficial: el Proyecto Bayoff
published 2001 · XXVI Congreso Nacional de Estadística e Investigación Operativa: Úbeda, 6-9 de noviembre de 2001, 2001, ISBN 84-8439-080-2
with David Ríos Insua, José L. Cervera Ferri, Juan Miguel Marín Diazaraque, Jorge Muruzábal, Javier Muñoz
no link
Stochastic search variable selection for log-linear models
published 2000 · Journal of Statistical Computation and Simulation · 38 citations
with Ioannis Ntzoufras, Jonathan J. Forster
Full Bayesian Inference for GARCH and EGARCH Models
published 2000 · Journal of Business and Economic Statistics · 137 citations
with Ioannis D. Vrontos, Dimitris N. Politis, I. D. Vrontos, D. N. Politis
Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
published 1999 · Biometrika · 167 citations
A Markov Chain Monte Carlo Convergence Diagnostic Using Subsampling
published 1999 · Journal of Computational and Graphical Statistics · 16 citations
with Stefanos Giakoumatos, Ioannis D. Vrontos, D. N. Politis, I. D. Vrontos
An Approach to Diagnosing Total Variation Convergence of MCMC Algorithms
published 1997 · Journal of Computational and Graphical Statistics · 27 citations
with Stephen P. Brooks, Gareth O. Roberts
The role of embedded integration rules in Bayesian statistics
published 1996 · Statistics and Computing · 4 citations
with Ronald Cools
Bayesian Analysis of Errors-in-Variables Regression Models
published 1995 · Biometrics · 140 citations
with David A. Stephens
Random variate transformations in the Gibbs sampler: issues of efficiency and convergence
published 1995 · Statistics and Computing · 3 citations
Positive embedded integration in Bayesian analysis
published 1991 · Statistics and Computing · 14 citations
with David Wright
Numerical Prediction for the Two-Parameter Weibull Distribution
published 1991 · Journal of the Royal Statistical Society Series D (The Statistician) · 37 citations
with David Wright
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