Curriculum Vitae

Name: Petros Dellaportas

Date and place of birth: 2-2-1963, Athens

Address: Department of Statistics

Athens University of Economics and Business

76 Patission STr.

10434 Athens

Greece

Tel: +30-210-8203567

Fax +30-210-8203565

E-mail:

www: http://stat-athens.aueb.gr/~ptd/

Education

1985: Degree in Mathematics, University of Athens, Greece.

1986: Msc in Statistics, University of Sheffield, UK.

1990: PhD in Statistics, University of Plymouth (formerly Plymouth Polytechnic), UK

Supervisor: Dr. David Wright, External examiner: Prof. Adrian F M Smith

Professional experience

25/2/1987 - 30/9/1989: Research Assistant, Department of Mathematics, University of Plymouth (formerly Plymouth polytechnic), UK

1/10/1989 - 31/3/1991: Post-doctoral Research Assistant, Department of Mathematics, University of Nottigham, UK

1/10/1992- 1/2/1998: Lecturer, Department of Statistics, Athens University of Economics and Business, Greece.

1/2/1998- 20/12/2000: Assistant Professor, Department of Statistics, Athens University of Economics and Business, Greece.

20/12/2000 – Today: Associate Professor, Department of Statistics, Athens University of Economics and Business, Greece

1/10/2002-30/9/2003: Visitor, Department of Mathematics, Imperial College, London, UK.

15/4/2003-15/7/2003: Visitor, Joint research Centre of EU, Ispra, Italy.

Academic activities

·  Associate editor for the Journal of the Royal statistical Society -series D (1996-2000)

·  Associate editor for the Statistical modeling: An international Journal (2001- )

·  Associate editor for the Statistics and Computing: An international Journal (2001- )

·  Member of the European Regional Committee of the Bernoulli Society (2002-2006)

·  Elected member of ISBA (International Society for Bayesian Analysis) board (1997-2000)

·  Member of the editorial board responsible for the ISBA proceedings that will be produced every 4 years.

·  Local Research coordinator for the research network “Statistical and computational methods for the analysis of spatial data” (EU project TMR “Training and mobility of researchers”).

·  Fellow of the Royal Statistical Society.

·  Member of the American Statistical Association.

Research activities

·  Journals

1.  Roberts G.O., Papaspiliopoulos O. and Dellaportas P., (2003) Bayesian inference for Non-Gaussian Ornstein-Uhlenbeck Stochastic Volatility processes.Journal of Royal Statistical Society - series B, 66, 369-393.

2.  Stephens D A, Crowder M. J. and Dellaportas P. (2003) Quantification of Automobile Insurance Liability: A Bayesian Failure Time Approach. Insurance: Mathematics and Economic, 34, 1-21.

3.  Spezia L., Paroli R. and Dellaportas P. (2004). Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution. Statistical modeling, 4, 19-38

4.  Dellaportas P., Giudici P. and Roberts G. (2003). Bayesian inference for nondecomposable graphical Gaussian models. Sankhya, Series A, 65, 43-55.

5.  Vrontos I.D, Dellaportas P. and Politis D.M. (2003). A full-factor multivariate GARCH model. The Econometrics Journal, 6,2,312-334.

6.  Bottolo P., Consonni G., Dellaportas P., and Lijoi A. (2003). Bayesian Analysis of extreme values by mixture modelling. Extremes, 6, 25-47.

7.  Vrontos I.D, Dellaportas P. and Politis D.M. (2003). Inference for some multivariate ARCH and GARCH models. Journal of forecasting, 22, 427-446.

8.  Linardakis M. and Dellaportas P. (2002). Bayesian extensions of the multinomial probit model. Journal of Royal Statistical Society - series C (Applied Statistics), 52,2, 185-200.

9.  Kateri M., Papaioannou T. and Dellaportas P. (2002) Bayesian analysis of correlated proportions. Sankhya Series B, 63,3,270-285.

10.  Ntzoufras I., Dellaportas P. and Forster J.J. (2002). Bayesian variable and link determination for generalised linear models. Journal of statistical planning and inference, 111,165-180.

11.  Ntzoufras I. and Dellaportas P. (2002). Bayesian Prediction of Outstanding Claims. North American actuarial journal, 6,1,113-136.

12.  Dellaportas P. and Karlis D. (2001). A simulation approach to empirical Bayes analysis. International Statistical Review, 69, 1, 63-79.

13.  Dellaportas P., Smith A.F.M. and Stavropoulos P. (2001). Bayesian analysis of mortality data.Journal of Royal Statistical Society - series A, 164-2,275-292.

14.  Denison D.G.T., Dellaportas P., and Mallick B.K.(2001). Wind speed prediction in a complex terrain. Envirometrics, 12, 6, 499-515.

15.  Dellaportas P., Forster J.J., Ntzoufras I. (2002). On Bayesian Model and Variable Selection Using MCMC. Statistics and Computing. 12, 27-36.

16.  Vrontos I.D., Giakoumatos S.G., Dellaportas P., and Politis D.N.(2000). An application of three bivariate time varying volatility models. Applied stochastic models in business and industry, 17, 121-133.

17.  Ntzoufras I., P.Dellaportas and J.J.Forster (2000) Stochastic Search Variable Selection for Hierarchical Log-linear Models. Journal of statistical computation and simulation, 68,23-38.

18.  Vrontos I., Dellaportas P. and Politis D. (2000) Full Bayesian inference for GARCH and EGARCH models. Journal of Business and Economics Statistics, 18, 187-198.

19.  Giakoumatos S.G., Vrontos I.D., Dellaportas P., and Politis D.N.(1999). An MCMC Convergence Diagnostic using Subsampling. Journal of Computational and Graphical Statistics, 8, 431-451.

20.  Zaphiropoulos Y., Dellaportas P., Morfiadakis E. and Glinou G. (1999) Prediction of wind speed and direction in potential site. Wind Engineering, 23,167-175.

21.  Dellaportas P and Forster J J (1999) Markov chain Monte Carlo Model Determination for Hierarchical and Graphical Log-linear models. Biometrika, 86, 615-633.

22.  Mouzakis, F.; Morfiadakis, E.; Dellaportas, P. (1999) Fatigue loading parameter identification of a wind turbine operating in complex terrain. Journal of Wind Engineering and Industrial Aerodynamics, 82, 69 - 88.

23.  Dellaportas P. (1998). Bayesian classification of neolithic tools. Applied Statistics-Journal of the Royal Statistical Society series C, 47, 279-297.

24.  Brooks S., Dellaportas P. and Roberts G. (1997). An approach to diagnosing total variation convergence of MCMC algorithms. Journal of Computational and Graphical Statistics, 6, 251-265.

25.  Cools R. and Dellaportas P. (1996). The role of embedded integration rules in Bayesian Statistics. Statistics and Computing, 6, 245-250..

26.  Dellaportas P and Smith AFM (1996). Conflict between prior and current data-response. Applied statistics-Journal of the Royal statistical society series C, 45, 2, 249-251.

27.  Dellaportas P. and Stephens D.A. (1995). Bayesian analysis of error-in-variables regression models. Biometrics, 51, 1085-1095.

28.  Dellaportas P. (1995). Random variate transformations on Gibbs sampler: issues of efficiency and convergence. Statistics and Computing, 5, 133-140.

29.  Dellaportas P. and Smith A.F.M. (1993). Bayesian inference for generalised linear and proportional hazards models via Gibbs Sampler. Applied Statistics-Journal of the Royal Statistical Society series C, 42, 443-459.

30.  Dellaportas P. and Wright D.E. (1991). Positive embedded integration in Bayesian analysis. Statistics and Computing, 1, 1-12.

31.  Dellaportas P. and Wright D.E. (1991). Numerical prediction for the two parameter Weibull distribution. The Statistician, 40, 365-372.

·  Contributions in books

1.  Dellaportas P. and Roberts G.O. (2003) An introduction to MCMC. In: Spatial Statistics and Computational methods, J. Muller (editor), 1-42. Springer-Verlag, NY.

  1. Dellaportas P, Forster J J and Ntzoufras I (2000) Bayesian model and variable selection for generalised linear models. Bayesian Generalised Linear models: A Bayesian perspective (D.K.Dey, S. Ghosh and B. Mallick, eds). New York: Marcel Dekker.
  2. Dellaportas P., Stephens D.A., Smith A.F.M. and Cuttman I. (1995). A comparative study of perinatal mortality using a two-component mixture model. In: Bayesian Biostatistics, pp 601-616, Berry D.A. and Stangl D.K. (editors), New York: Marcel Dekker.
  3. Kokolakis G. and Dellaportas P. (1995). Hierarchical classification of binary data. In Bayesian Statistics 5, pp 647-652, Bernardo J.M., Berger J.O., Dawid A.P. and Smith A.F.M. (editors), London: Oxford University Press
  4. Stephens D.A. and Dellaportas P. (1992). Bayesian inference of generalised linear models with covariate measurement errors. In Bayesian Statistics 4, pp 813-820, Bernardo J.M., Berger J.O., Dawid A.P. and Smith A.F.M. (editors), London: Oxford University Press.
  5. Dellaportas P. and Wright D.E. (1992). A numerical integration strategy in Bayesian analysis. Bayesian Statistics 4, 660-666, Oxford University Press.
  6. Dellaportas P. (1999). Invited discussion on the paper by Merlise Clyde "Model averaging and model search". In Bayesian Statistics 6, pp 172-175, Bernardo J.M., Berger J.O., Dawid A.P. and Smith A.F.M. (editors), London: Oxford University Press.
  7. Dellaportas P. (1997). Invited discussion on the paper by Ed George "Empirical Bayes variable selection". In: Model Selection, Racugno W. (Editor), p.p. 101-103, Pitagora editrice, Italy.
  8. Dellaportas P and Smith AFM (1996). Conflict between prior and current data - response. Applied statistics-Journal of the Royal statistical society series C, 45, 2, 249-251.

·  Contributions in conference proceedings

  1. Dellaportas Π. and Moundrea-Agrafioti A. (1999). An Application of Markov chaim Monte Carlo methodologies to some common archaeological problems. In: Proceedings of 3rd archaeometry symposium, Athens, Greece.
  2. Ntzoufras I., Dellaportas P., and Forster J.J. (1999). Specification and interpretation of prior distributions for variable selection in linear models. Hercma '98: 4th Hellenic European Conference on Computer Mathematics and its applications, E.A. Lipitakis (Ed), pp. 451-458.
  3. Vrontos I.D., Dellaportas P. and Politis D.N. (1999). Bayesian analysis of bivariate ARCH and GARCH models. Hercma '98: 4th Hellenic European Conference on Computer Mathematics and its applications, E.A. Lipitakis (Ed), pp. 459-466.
  4. Zaphiropoulos Y., Dellaportas P. and Morfiadakis E. (1999). Hercma '98: 4th Hellenic European Conference on Computer Mathematics and its applications, E.A. Lipitakis (Ed), pp. 471-478.
  5. Giakoumatos S.G., Dellaportas P. and Politis D.N. (1999). Auxiliary variables in time-varying volatility models. Hercma '98: 4th Hellenic European Conference on Computer Mathematics and its applications, E.A. Lipitakis (Ed), pp. 479-486.
  1. Linardakis M. and Dellaportas P. (1999). How much does your travel time cost?: A Bayesian evaluation. Hercma '98: 4th Hellenic European Conference on Computer Mathematics and its applications, E.A. Lipitakis (Ed), pp. 604-611.
  2. Glinou G., Morfiadakis E., Zaphiropoulos Y. and Dellaportas P. (1999). A statistical approach to wind potential assessment using multivariate ARFIMA modelling. Procs of the European Wind Energy Conference, France, pp 1138-1141, James & James (Science Publishers) Ltd., London.

12.  Dellaportas P. (1996). Computational strategies for the implementation of the Bayesian paradigm. Hermis'96: 3rd Hellenic European Conference on Mathematics and Informatics.

13.  Ntzoufras I, Dellaportas P. and Forster J J (1996). A comparison of Markov chain Monte Carlo methods for model choice in log-linear models. Hermis'96: 3rd Hellenic European Conference on Mathematics and Informatics.

·  Citations in books

1.  O’Hagan A. And Forster J. (2004) Kendall’s advanced theory of statistics, volume 2b: Bayesian inference. Arnold, UK.

2.  Gordon P. (2002) Bayesian statistical modeling. Wiley, NY.

3.  Denison D.G.T., Holmes C.C., Mallick B.K. and Smith A.F.M. (2002). Bayesian methods for nonlinear classification and regression. Wiley, NY.

4.  Robert C and Casella G (1999). Monte Carlo statistical methods, Springer-Verlag, NY.

5.  Politis D N, Romano J P and Wolf M. (1999). Subsampling. Springer Verlag; USA.

6.  Gentle J. E. (1998). Random Number Generation and Monte Carlo Methods. Springer Verlag; USA.

7.  Gamerman D (1997). Markov chain Monte Carlo. Chapman and Hall, GB.

8.  Carlin B P and Louis T A (1996) Bayes and Empirical Bayes methods for data analysis. Chapman and Hall, NY.

9.  Gelman A, Carlin J B, Stern H S and Rubin D B (1995). Bayesian data analysis. Chapman and Hall, UK.

10.  Bernardo J M and Smith A F M (1994) Bayesian Theory. John Wiley, NY.

·  Citations in journals

1.  Tjelmeland H, Eidsvik J (2004). On the use of local optimizations within Metropolis-Hastings updates
J ROY STAT SOC B 66: 411-427.

2.  Tarantola C (2004). MCMC model determination for discrete graphical models. STAT MODEL 4 (1): 39-61.

3.  Jackson CH, Sharples LD (2004). Models for longitudinal data with censored changepoints. J ROY STAT SOC C-APP 53: 149-162.

4.  Petris G, Tardella L (2003). A geometric approach to transdimensional Markov chain Monte Carlo
CAN J STAT 31 (4): 469-482.

5.  Dagne GA, Brown CH, Howe GW (2003). Bayesian hierarchical modeling of heterogeneity in multiple contingency tables: An application to behavioral observation data. J EDUC BEHAV STAT 28 (4): 339-352.

6.  Lopes HF, West M (2004). Bayesian model assessment in factor analysis. STAT SINICA 14 (1): 41-67.

7.  Gianola D, Odegard J, Heringstad B, et al. (2004). Mixture model for inferring susceptibility to mastitis in dairy cattle: a procedure for likelihood-based inference. GENET SEL EVOL 36 (1): 3-27.

8.  Eskandari F, Meshkani MR (2003) Empirical Bayes analysis of log-linear models for contingency tables IRAN J SCI TECHNOL 27 (A2): 389-401.

9.  Green PE, Park T (2004). Bayesian methods for contingency tables using Gibbs sampling. STAT PAP 45 (1): 33-50.

10. Wong F, Carter CK, Kohn R (2003) Efficient estimation of covariance selection models. BIOMETRIKA 90 (4): 809-830.

11. Yeung YG, Stanley ER (2003). Proteomic approaches to the analysis of early events in colony-stimulating factor-1 signal transduction. MOL CELL PROTEOMICS 2 (11): 1143-1155.

12. Yi, NJ , Xu, SZ and Allison, DB (2003). Bayesian model choice and search strategies for mapping interacting quantitative trait loci. GENETICS, 165, 867-883.

13. Nicolato, E and Venardos, E (2003). Option pricing in stochastic volatility models of the Ornstein- Uhlenbeck type. MATHEMATICAL FINANCE, 13, 445-466.

14. Corander, J (2003). Labelled graphical models. SCANDINAVIAN JOURNAL OF STATISTICS, 30, 493-508.

15. Barnes, TG, Jefferys, WH, Berger, JO, Mueller, PJ, Orr, K and Rodriguez, R (2003). A Bayesian analysis of the Cepheid distance scale. ASTROPHYSICAL JOURNAL, 592, 539-554.

16. Yang, ZL, See, SP and Xie, M (2003). Transformation approaches for the construction of Weibull prediction interval. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 43,357-368.

17. Gustafson, P, Le, ND and Vallee, M (2003). A Bayesian approach to case-control studies with errors in covariables. BIOSTATISTICS, 3, 229-243.

18. Dunson, DB (2003). Bayesian inference on order-constrained parameters in generalized linear models. BIOMETRICS, 59, 286-295.

19. Corander, J (2003). Bayesian graphical model determination using decision theory. JOURNAL OF MULTIVARIATE ANALYSIS, 85, 253-266.

20. Leonte, D, Nott, DJ and Dunsmuir, ATM (2003). Smoothing and change point detection for gamma ray count data. MATHEMATICAL GEOLOGY, 35, 175-194.

21. Lopes, HF, Muller, P and Rosner, GL (2003). Bayesian meta-analysis for longitudinal data models using multivariate mixture priors. BIOMETRICS, 59, 66-75.

22. Wright, DE and Bray, I (2003). A mixture model for rounded data. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 52, 3-13.

23. Cook, WD and Zhu, J (2003). Output deterioration with input reduction in data envelopment Analysis. IIE TRANSACTIONS, 35, 309-320.

24. Brooks, SP, Giudici, P and Philippe, A (2003). Nonparametric convergence assessment for MCMC model selection. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 12, 1-22.

25. AU Brooks, SP, Giudici, P, Roberts, GO (2003). Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 65, 3-39.