Petros Dellaportas

A Full-Factor Multivariate GARCH Model

Ioannis D. Vrontos, Petros Dellaportas, Dimitris N. Politis, 2003 .

Bayesian Prediction of Jumps in Large Panels of Time Series Data

Omiros Papaspiliopoulos, Angelos Alexopoulos, Petros Dellaportas, 2019, Bayesian Analysis.

Gradient-based Adaptive Markov Chain Monte Carlo

Petros Dellaportas, Michalis K. Titsias, 2019, NeurIPS.

Scalable Gaussian Processes, with Guarantees: Kernel Approximations and Deep Feature Extraction

Constantinos Daskalakis, Aristeidis Panos, Petros Dellaportas, 2020 .

Inference for stochastic volatility model using time change transformations

Konstantinos Kalogeropoulos, Gareth Roberts, Petros Dellaportas, 2007, 0711.1594.

Faster Gaussian Processes via Deep Embeddings pdf

Constantinos Daskalakis, Aristeidis Panos, Petros Dellaportas, 2020, ArXiv.