Omiros Papaspiliopoulos

Universitat Pompeu Fabra (UPF)

Social & Behavioural Sciences

Omiros Papaspiliopoulos is ICREA Research Professor at Universitat Pompeu Fabra. Previous positions include Research Associate at Lancaster and Oxford University, Assistant Professor at Warwick University, and Professor at UPF. He is currently the scientific director of the Masters in Data Science at Barcelona GSE. His research has appeared in the top journals in Statistics. He has served as Associate Editor for the Journal of the Royal Statistical Society Series B, Biometrika and Statistics and Computing. He has delivered more than 80 invited talks, and has given courses at ENSAE in Paris, the Berlin Mathematical School, the Department of Mathematics at University of Copenhagen, and the Engineering Department at Osaka University. In 2010 he was awarded the Royal Statistical Society's Guy Medal in Bronze. His research interests include Monte Carlo Methods, Bayesian Statistics, Stochastic Processes, Prediction, Statistical Modelling, Data Science.

Research interests

I develop modern statistical methodology appropriate for problems that arise in Economics, Finance, the Social Sciences and Biology. A unifying theme in my research is the statistical estimation of highly structured stochastic models from partially informative observations using computational methods. I am interested in phenomena that exhibit temporal dependence that can be modelled using stochastic processes, e.g. stochastic differential equations, hidden Markov models, state-space models, and cross-sectional dependence, which can be modelled using networks and partial differential equations. I often work within the framework of Bayesian inference. My research has focused on the development of new algorithms for statistical inference in such settings, and the theoretical analysis of their properties. In particular, I have worked extensively on Markov chain Monte Carlo methods, particle filters, and the simulation of stochastic processes.

Selected publications

Papaspiliopoulos O, Roberts GO & Taylor KB 2016, ‘EXACT SAMPLING OF DIFFUSIONS WITH A DISCONTINUITY IN THE DRIFT’, Advances In Applied Probability, 48, A, 249 – 259.

Papaspiliopoulos O, Ruggiero M & Spanò D 2016, ‘Conjugacy properties of time-evolving Dirichlet and gamma random measures Filtering hidden Markov measures’, Electronic Journal of Statistics, 10:2, 3452–3489.

Selected research activities

Editorial activity:

SIAM Journal of Uncertainty Quantification
Statistics and Computing
Bulletin of the Hellenic Mathematical Society

Research visits:

TU Delft (April)
University of Chicago (July-August)
Big Data Institute University College London (December)


Institute for Statistics and Mathematics, Vienna, January 2016
Department of Statistics, University of Warwick, January 2016
Van Dantzig Seminar, Delft, April, 2016
Department of Probability and Statistics, Delft, April 2016
Department of Statistics, Chalmers University, April 2016
Department of Statistics, Athens University of Economics and Business, June 2016
Department of Decision Sciences, Bocconi University, November 2016
Department of Statistical Science, UCL, December 2016

Invited talks at conferences and workshops:

“Data Assimilation and Inverse Problems”, Warwick, February 2016
Uncertainty Quantification, SIAM conference, Lausanne, April 2016

Predicting elections: