Dubiel-Teleszynski T. Kalogeropoulos K. and Karouzakis N. (2023) Sequential Learning and Economic Benefits from Dynamic Term Structure Models. Management Science. Published Online. Draft available here.
Vamvourellis K., Kalogeropoulos K., and Moustaki I. (2023) Generalised Bayesian structural equation modelling. British Journal of Mathematical and Statistical Psychology. 76(3) 559-584. Draft available here.
Malesios C., Demiris N. Kalogeropoulos K., and I. Ntzoufras. (2017) Bayesian spatio-temporal epidemic models with applications to sheep pox. Statistics in Medicine 36(20): 3216-3230. Draft available here.
Dureau J., Kalogeropoulos K., Vickerman P., Pickles M., Boily M.C. (2016) A Bayesian approach to estimate changes in condom use from limited HIV prevalence data. Journal of Royal Statistical Society, Series C (Applied Statistics), 65(2) 237-257. Draft available here.
Beskos A, Dureau J. and Kalogeropoulos K. (2015) Bayesian Inference for partially observed SDEs Driven by Fractional Brownian Motion. Biometrika, 102 (4): 809-827. Draft available here.
Dureau, J. Kalogeropoulos, K, and Baguelin, M. (2013) Capturing the time varying drivers of an epidemic using stochastic dynamical systems. Biostatistics, 14(3):541-555. Draft available here.
Beskos, A., Kalogeropoulos, K., and Pazos, E. (2013) Advanced Markov Chain Monte Carlo methods for sampling on diffusion pathspace. Stochastic Processes and their Applications, 123 (4) 1415-1453. Draft available here.
Kalogeropoulos K., Dellaportas P. and Roberts G.O. (2011). Likelihood based inference for correlated diffusions. Canadian Journal of Statistics, 39(1): 52-72. Draft available here.
Kalogeropoulos K., Roberts G.O. and Dellaportas P. (2010). Inference for stochastic volatility models using time change transformations. Annals of Statistics, 38(2) 784:807. Draft available here.
Kalogeropoulos K. and Papaspiliopoulos O. (2008). Discussion on Goubar et al (2008) Journal of Royal Statistical Society Series A 171(3):1-27).
Kalogeropoulos K., Demiris N. and Papaspiliopoulos O. (2008). Diffusion-driven models for physiological processes. International Workshop on Applied Probability (IWAP) 2008.
Kalogeropoulos K. (2006). Discussion on Beskos et al (2006) Journal of Royal Statistical Society Series B 68(3):333-382).
Kalogeropoulos K., Roberts G.O. and Dellaportas P. (2006). Irreducible MCMC schemes for diffusion driven stochastic volatility models. Nonlinear Statistical Signal Processing Workshop (NSSPW) 2006.
Kalogeropoulos K. (2007). Likelihood-Based inference for a class of multivariate diffusions with unobserved paths. Journal of Statistical Planning and Inference, 137:3092-3102. Draft available here.