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

Publications

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