Kostas Kalogeropoulos

Lecturer in Statistics

Office: Room B610, Columbia House

Mail:

Department of Statistics
London School of Economics
Houghton Street
London, WC2A 2AE
United Kingdom

Phone: +44 (0)20 7955 6017

Fax: +44 (0)20 7955 7416

Email: k.kalogeropoulos at lse.ac.uk

Research

Reasearch Interests

Inference for Diffusion Processes under various observations regimes: Partial and noisy observations, observations on functionals. Applications to various fields: Financial/Econometric time series, ODE dynamical systems, Growth curves, Epidemic models.

Advanced MCMC methods: particle MCMC, Hamiltonian MCMC methods.

Financial Econometrics: volatility estimation from options and asset prices.

Epidemic models: Population models, time-varying parameters, structured populations.

Journal Papers

Dureau J., Kalogeropoulos K., Vickerman P., Pickles M. and Boily M.C. (2012). A Bayesian approach to estimate changes in condom use from limited HIV prevalence data. Submitted [Arxiv]

Demiris N., Kalogeropoulos K. and Kominakis A. (2012). Flexible stochastic modelling of growth processes with applications. To be submitted.

Beskos A., Kalogeropoulos K. and Pazos E. (2012). Advanced Markov Chain Monte Carlo Methods for Sampling on Diffusion Pathspace. Stochastic Processes and their Applications. To appear. [Arxiv]

Dureau J., Kalogeropoulos K. and Baguelin M. (2012). Capturing the time-varying drivers of an epidemic via stochastic dynamical systems. Biostatistics. To appear. [Arxiv]

Likelihood-based Inference for Correlated Diffusions. (2011) Canadian Journal of Statistics. 39(1) 52-72. Available draft in [pdf].

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 Available draft in [pdf].

Kalogeropoulos K. Likelihood-based Inference for a Class of Multidimensional Diffusions with Unobserved Paths. (2007) Journal of Statistical Planning and Inference, 137: 3092-3102. 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., Demiris N. and Papaspiliopoulos O. (2008). Diffusion-driven models for Physiological Processes. International Workshop in Applied Probability (IWAP) 2008, available in [pdf].

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. [pdf]

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

Kalogeropoulos K. (2006). Bayesian inference for multidimensional diffusion processes. Phd thesis, available draft in [pdf].

Kalogeropoulos K. (2003). Defining and testing diagnostic equivalence using a Bayesian hierarchical model. Msc thesis, available draft in [pdf].

Awards

Savage Award for best Bayesian thesis of 2007 in Theory and Methods.

Marie Currie Fellowship 2004.

Workshops

Part of the organising committee of the workshops "Greek Stoschastics ".

In the past I was co-organising of Joint Econometrics and Statistics Workshop.

Teaching

ST202 Probability, Distribution Theory and Inference (Lent term)
For details go to the Moodle page. Contact me if you want to login as a guest.

ST212 Applied Statistics Project
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ST308 Bayesian Inference
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Office Hours: Thursday 12:30 - 14:00 Taught Students, 14:00 - 14:30 Tutees etc.

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[Last modified: 07 October 2009 by K Kalogeropoulos]