My research interests lie in Bayesian nonparametrics and MCMC algorithms and their applications in nonlinear time series models and statistical machine learning.

Publications

R.H. Mena, C. Merkatas, T. Nicoleris, C.E. Rodríguez (2026): Exact finite mixture representations for species sampling processes. Submitted. arXiv

S. Särkkä, C. Merkatas (2025): Beta-Bernoulli Filtering and Linear Feedback Control Based Step-Size Adaptation for HMC and MALA. 2025 European Control Conference (ECC) IEEE.

C. Merkatas, S. Särkkä (2024): A Gibbs sampler for Bayesian nonparametric state-space models. ICASSP 2024-2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 13236-13240 IEEE.

S. J. Hatjispyros, C. Merkatas, S. G. Walker (2023): Mixture models with decreasing weights. Computational Statistics and Data Analysis, 179, 107651 https://doi.org/10.1016/j.csda.2022.107651.

C. Merkatas, S. Särkkä (2023): System identification using auto-regressive Bayesian neural networks with nonparametric noise models. Journal of Time Series Analysis, 44 (3), 319-330. PDF An earlier version can be found in arXiv.

S. Särkkä, C. Merkatas, T. Karvonen (2021): Gaussian approximations of SDEs in Metropolis-adjusted Langevin algorithms. In 31st IEEE International Workshop on Machine Learning for Signal Processing. PDF

C. Merkatas, B. Toman, A. Possolo, S. Schlamminger (2019): Shades of Dark Uncertainty and Consensus Value for the Newtonian Constant of Gravitation. Metrologia, 56(5). open access

Α. Possolo, C. Merkatas, O. Bodnar (2019): Asymmetrical Uncertainties, Metrologia, 56(4), open access

S. J. Hatjispyros, C. Merkatas (2019): Joint reconstruction and prediction of random dynamical systems under borrowing of strength. Chaos 29(2), 023121 https://doi.org/10.1063/1.5054656

S. J. Hatjispyros, C. Merkatas, T. Nicoleris, S. G. Walker (2018): Dependent Mixtures of Geometric Weights Priors. Computational Statistics & Data Analysis 119(3), https://doi.org/10.1016/j.csda.2017.09.006

C. Merkatas, K. Kaloudis, S. J. Hatjispyros (2017): A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems. Chaos 27(6), 063116, http://dx.doi.org/10.1063/1.4990547

Talks

C. Merkatas (2020): Bayesian nonparametric estimation of random dynamical systems, iTHEMS Biology Seminar, RIKEN, Japan (virtual). Host: Dr. Gen Kurosawa

S. J. Hatjispyros, C. Merkatas (2017): Joint Bayesian nonparametric reconstruction of dynamical equations, 20th European Young Statisticians Meeting - Uppsala University, Sweden

S.J, Hatjispyros, C., Merkatas (2016): Dependent Mixtures of Geometric Weights Priors, 13th summer school in Stochastic Finance, Athens University of Economics and Business, Greece 29 Panhellenic conference in Statistics - Naousa, Greece

S.J, Hatjispyros, C., Merkatas (2015): Bayesian Reconstruction and prediction of nonlinear dynamic systems 12th summer school in Stochastic Finance, Athens University of Economics and Business, Greece.

S.J, Hatjispyros, C., Merkatas (2014): Bayesian nonparametric reconstruction of nonlinear dynamic systems 3rd Stochastic Modeling Techniques and Data Analysis International Conference - Lisbon, Portugal.

Theses

C. Merkatas (2018) Bayesian nonparametrics and applications. PhD thesis, University of the Aegean, Greece. PDF

C. Merkatas (2012) Analysis of Super-saturated designs and Simulation. MSc thesis (in Greek) Advisor: Stelios D. Georgiou