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 curve estimation, PK/PD modeling, Epidemic evolution.

Advanced MCMC methods: particle MCMC, Hamiltonian MCMC methods.

Financial Econometrics: volatility estimation.

Epidemic models: Temporal Models time-varying parameters, structured populations.

Journal Papers

Beskos A., Kalogeropoulos K. and Pazos E. (2012). Advanced Markov Chain Monte Carlo Methods on Diffusions Pathspace. Working paper

Dureau J., Kalogeropoulos K. and Baguelin M. (2012). Capturing the time-varying drivers of an epidemic via stochastic dynamical systems. Working paper

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

Inference for Stochastic Volatility Models Using Time Change Transformations. (2010) Annals of Statistics, 38(2): 784-807 Available draft in [pdf].

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

Diffusion-driven models for Physiological Processes. International Workshop in Applied Probability (IWAP) 2008, 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].

Awards

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

Marie Currie Fellowship 2004.

Workshops

Co-organiser of Joint Econometrics and Statistics Workshop. Click here for the detailed programme.

Part of the organising committee of the workshops "Greek Stoschastics ".
The workshop will be continued this year. Details will be added soon.

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
For details go to the Moodle page. Contact me if you want to login as a guest.

ST308 Bayesian Inference
For details go to the Moodle page. Contact me if you want to login as a guest.

Office Hours: Thursday 13:30 - 15:00 Taught Students, 15:00 - 15:30 Tutees etc.

LSE Home Page | Departmental Home Page

[Last modified: 07 October 2009 by K Kalogeropoulos]