Dr Kostas Kalogeropoulos

Signal Processing Laboratory

Introduction

I am a Research Associate with the Cambridge University Engineering Department Signal Processing Laboratory from June 2006 working with Simon Godsill. From September 2008, I will be working as a lecturer in the Department of Statistics of London School of Economics. I did my PhD in the Statistics Department of the Athens University of Economics and Business with Petros Dellaportas. During my phD, I also spent some time in the University of Lancaster (Department of Mathematics and Statistics) working with Gareth O. Roberts. Before that I did an MSc in Biostatistics at Brown University working with Constantine Gatsonis. My CV can be found here.

Contact Information

E-mail: kk384 {at} cam {dot} ac {dot} uk
Department Address: University of Cambridge, Department of Engineering, Trumpington Street, Cambridge CB2 1PZ
Telephone: +44 (0)1223 332 766

Research Interests

Bayesian Inference through Markov Chain Monte Carlo methods.
Inference on models with Stochastic Differential Equations.
Online estimation in high frequency financial time series.
Stochastic pharmacokinetic modelling.

Journal Papers

Likelihood based inference for a class of multidimensional diffusions with unobserved paths. Journal of Statistical Planning and Inference. 2007, 137: 3092-3102. Available draft in [pdf].

Inference for stochastic volatility models using time change transformations. Submitted. Available draft in [pdf].

Likelihood based inference for correlated diffusions. Submitted. Available draft in [pdf].

Other

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. (2006). Discussion on Beskos et al (2006 Journal of Royal Statistical Society Series B 68(3):333-382).

Irreducible MCMC schemes for diffusion driven stochastic volatility models. (2006) Nonlinear Statistical Signal Processing Workshop (NSSPW) 2006.

Hierarchical Stochastic Pharmacokinetic Models. Poster presented in ISCB 2007, available in [pdf].

Bayesian inference for multidimensional diffusion processes. Phd thesis, available draft in [pdf].

Defining and testing diagnostic equivalence using a Bayesian hierarchical model. Msc thesis, available draft in [pdf].

Friends / Collaborators

Nikos Demiris
Omiros Papaspiliopoulos
Alexandros Beskos
Aris Nikoloulopoulos