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Dr Angelos Alexopoulos

PositionResearch Fellow
Phone (external)+44(0)20 3108 3227
Phone (internal)53227
Email(*)a.alexopoulos

* @ucl.ac.uk

Biographical Details

Since February 2019, I am a Research Fellow at the Department of Statistical Science of the University College London. From January 2017 to January 2019 I was working as Research Associate at the MRC Biostatistics Unit of the University of Cambridge. I did my Phd on "Bayesian modelling of high-dimensional financial data by using latent Gaussian models" under the supervision of Prof. Petros Dellaportas and Prof. Omiros Papaspiliopoulos. I studied Statistics and Mathematics at a masters and undergraduate level respectively, both in Greece.

Research Interests

Bayesian modelling, inference for high-dimensional stochastic models.

Selected publications

  • Alexopoulos, A., Dellaportas, P., & Forster, J. J. (2019). Bayesian forecasting of mortality rates by using latent Gaussian models. Journal of the Royal Statistical Society. Series A: Statistics in Society. DOI: 10.1111/rssa.12422

  • Alexopoulos, A., Dellaportas, P., & Papaspiliopoulos O. (2019). Bayesian prediction of jumps in large panels of time series data. arXiv preprint: https://arxiv.org/abs/1904.05312

  • Alexopoulos, A., Bottolo L. (2019), Bayesian variable selection for Gaussian copula regression models. arXiv preprint: https://arxiv.org/abs/1907.08245