Royal Society University Research Fellow (2014-2023)

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• seminar: Algorithms & Computationally Intensive Inference

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Research Interests

• general: stochastic simulation, computational statistics, Bayesian statistics
• specific: probabilistic algorithms, MCMC, adaptive MCMC, perfect simulation, analysis of algorithms, exact inference for SDEs, intractable likelihood problems
• I welcome PhD and postdoc applications in these areas from motivated researchers with strong technical background. Please get in touch if interested.

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Teaching

• Office hours (term time only): Wednesday 9:30-10:30 and Thursday 10:30 - 11:30 (Teams or in person)
  If you would like to talk over Teams, just give me a call – instructions are here (link). If I am already in a call then drop me a message in Teams chat and I will call you back.
• In 2023/24 I am teaching ST232.
• Past teaching: In 2018/2019 I was teaching OxWaSP module 1 on statistical computing with Robin Evans.
  See the course webpage here.
• Recently I gave a course on exact simulation of diffusions at the Computation and Modelling summer school in Wroclaw, July 4-8, 2022.

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Postdoctoral Fellows

• Austin Brown (2022-2023)
• Jun Yang (2020)

Ph.D. Students

• Cameron Bell - co-supervised with Gareth Roberts
• Dominic Zhou - co-supervised with Jere Koskela
• Timothee Stumpf-Fetizon - co-supervised with Gareth Roberts
  graduated 2023
• Giulio Morina (OxWaSP) - co-supervised with Ewan Cameron
  graduated 2021, now at QuantumBlack
  [see: paper 1 - Annals of Applied Probability 2022]
• Emilia Pompe (OxWaSP) - co-supervised with Chris Holmes
  graduated 2021; [see: paper 1 - Annals of Statistics 2020]
• Cyril Chimisov - Harrison Award winner for outstanding PhD
  co-supervised with Gareth Roberts
  graduated 2018, now at Google
  [see: paper 1, paper 2, paper 3]

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Papers and preprints (theory and methodology)

for latest contributions see my google scholar

2023

• Solidarity of Gibbs Samplers: the spectral gap
  (with Iwona Chlebicka and Blazej Miasojedow) [arXiv:2304.02109]
• Bernoulli factories and duality in Wright-Fisher and Allen-Cahn models of population genetics
  (with Jere Koskela and Dario Spano) [arXiv:2306.03539]
  Theoretical Population Biology, to appear, (2024+)

2022

• Stereographic Markov Chain Monte Carlo
  (with Jun Yang and Gareth O. Roberts) [arXiv:2205.12112]
  The Annals of Statistics, to appear, (2024+)

2021

• Optimal Scaling of MCMC Beyond Metropolis
  (with Sanket Agrawal, Dootika Vats and Gareth O. Roberts) [arXiv:2104.02020]
  Advances in Applied Probability, 55 (2), 492-509 (2023)

2020

• Exact Bayesian inference for diffusion driven Cox processes
  (with Flavio B. Gonçalves and Gareth O. Roberts) [arXiv:2007.05812]
  Journal of the American Statistical AssociationLink opens in a new window, to appear (2023+)
• Efficient Bernoulli factory MCMC for intractable likelihoods
  (with Dootika Vats, Flavio B. Gonçalves and Gareth O. Roberts) [arXiv:2004.07471]
  Biometrika, 109 (2022), no. 2, 369–385.

2019

• From the Bernoulli Factory to a Dice Enterprise via Perfect Sampling of Markov Chains
  (with Giulio Molina, Piotr Nayar and Alex Wendland) [arxiv:1912.09229]
  The Annals of Applied Probability, 32(1): 327-359 (February 2022)

2018

• A Framework for Adaptive MCMC Targeting Multimodal Distributions
  (with Emilia Pompe and Chris C. Holmes) [arxiv:1812.02609]
  (supersedes this note pdf)
  The Annals of Statistics 2020, Vol. 48, No. 5, 2930-2952
• Air Markov Chain Monte Carlo
  (with Cyril Chimisov and Gareth O. Roberts) [arxiv:1801.09309]
• Adapting The Gibbs Sampler
  (with Cyril Chimisov and Gareth O. Roberts) [arxiv:1801.09299]

2017

• Continuous-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error
  (with Paul Fearnhead, Gareth O. Roberts and G. Sermaidis) [arxiv:1712.06201]
• Exact Monte Carlo likelihood-based inference for jump-diffusion processes
  (with Flavio B. Gonçalves, Gareth O. Roberts) [arxiv:1707.00332]
  Journal of the Royal Statistical Society B, Volume 85, Issue 3, July 2023, Pages 732–756
• Barker’s algorithm for Bayesian inference with intractable likelihoods
  (with Flavio B. Gonçalves, Gareth O. Roberts) [arxiv: 1709.07710]
  Brazilian Journal of Probability and Statistics 31(4), pp. 732-745, (2017)
• In Search of Lost (Mixing) Time: Adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p
  (with Jim Griffin and Mark Steel) [arxiv: 1708.05678]
  Biometrika 108(1), pp. 53-69, (2021)

2015

• Bayesian computation: a summary of the current state, and samples backwards and forwards
  (with P. Green, M. Pereyra, C. P. Robert) [arxiv:1502.01148]
  Statistics and Computing, 2015, 25(4), pp. 835-862, (2015)
  

2014

• Individual adaptation: an adaptive MCMC scheme for variable selection problems
  (with Jim Griffin and Mark Steel) [arXiv:1412.6760v2]
  Matlab code is available from Jim's webpage
• Convergence of hybrid slice sampling via spectral gap
  (with Daniel Rudolf) [arxiv:1409.2709]
  Advances in Applied Probability, to appear, (2024+)
• Perfect simulation using atomic regeneration with application to Sequential Monte Carlo
  (Anthony Lee, Arnaud Doucet, Krzysztof Łatuszyński) [arxiv:1407.5770]
• Stability of Adversarial Markov Chains, with an Application to Adaptive MCMC Algorithms
  (with Radu V. Craiu, Larry Gray, Neal Madras, Gareth O. Roberts and Jeffrey S. Rosenthal) [arxiv:1403.3950]
  The Annals of Applied Probability 25(6), pp. 3592-3623, (2015)

2013

• The Containment Condition and AdapFail algorithms
  (with Jeffrey S. Rosenthal) [arxiv:1307.1799]
  Journal of Applied Probability, 51(4), pp. 1189-1195, (2014)

2012

• Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
  (with Anthony Lee) [arxiv:1210.6703]
  Biometrika 101(3), pp. 655-671, (2014)

2011

• Nonasymptotic bounds on the estimation error of MCMC algorithms
  (with Blazej Miasojedow and Wojciech Niemiro) [pdf / arxiv:1106.4739]
  Bernoulli, 19(5A), pp. 20133-2066, (2013)
• CLTs and asymptotic variance of time sampled Markov chains
  (with Gareth O. Roberts) [arxiv:1102.2171]
  Methodology and Computing in Applied Probability, 15(1), pp. 237-247, (2013)
• Adaptive Gibbs samplers and related MCMC methods
  (with Gareth O. Roberts and Jeffrey S. Rosenthal) [.pdf / arxiv:1101.5838]
  (Major revision of an earlier two-author paper)
  The Annals of Applied Probability, 23(1), pp. 66-98, (2013)

2010

• Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
  (with Blazej Miasojedow and Wojciech Niemiro) [arxiv:1101.5837]
  MCQMC 2010 Conference Proceedings (2012)
• Adaptive Gibbs samplers (later revised into arxiv:1101.5838)
  (with Jeffrey S. Rosenthal) [arxiv:1001.2797]

2009

• Rigorous confidence bounds for MCMC under a geometric drift condition
  (with Wojciech Niemiro) [arxiv:0908.2098]
  Journal of Complexity, 27(1), pp. 23–38, (2011) 
• Nonasymptotic bounds on the estimation error for regenerative MCMC algorithms (later revised into arxiv:1106.4739 and arxiv:1101.5837)
  (with Blazej Miasojedow and Wojciech Niemiro) [arxiv:0907.4915]
• Simulating Events of Unknown Probabilities via Reverse Time Martingales
  (with Ioannis Kosmidis, Omiros Papaspiliopoulos, Gareth O. Roberts) [arxiv:0907.4018]
  Random Structures and Algorithms, 38(4), pp. 441-452, (2011)
  

2008

• A Regenerative Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
  (with Witold Bednorz and Rafal Latala)
  Electronic Communications in Probability, 13, pp. 85-98, (2008)

2007

• A few Remarks on "Fixed-Width Output Analysis for Markov Chain Monte Carlo" by Jones et al.
  (with Witold Bednorz) [.pdf]
  Journal of the American Statistical Association, 102(480), pp. 1485-1486, (2007)

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other research contributions

(PhD Thesis, conference proceedings, book chapters & contributions, discussions, reports, etc...,
... and papers OTHER THAN theory and methodology)

2014

• Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin
  (M. Pollock, A. M. Johansen, K. Latuszynski and G. O. Roberts) [.pdf]
  Journal of the Royal Statistical Society B, (In Press)
• P1042: Relation of sleep stages and sleep period to the cortical excitability in Parkinson’s disease
  (J Antczak, M Rakowicz, K Latuszynski, J Phelps, A Sobanska, E Inglot, U Zalewska, T Jakubczyk)
  Clinical Neurophysiology 125, S326

2011

• The Differences in Sleep Profile Changes under Continous Positive Airway Pressure (CPAP) Therapy between Nonobese, Obese and Severely Obese Sleep Apnea Patients
  (J. Antczak, B. Horn, A. Richter, R. Bodenschatz, K. Latuszynski, E.W. Schmidt, W. Jernajczyk)
  Journal of Physiology and Pharmacology, 63(4), pp. 263-269, (June 2012)

2010

• Discussion of Girolami M. and Calderhead B.
  (with Gareth O. Roberts, Alexandre Thiéry and Katarzyna Wolny)
  Journal of the Royal Statistical Society B, 73(2), pp. 188-189, (2011).
• Discussion of Andrieu C., Doucet A. and Holenstein R.
  (with Omiros Papaspiliopoulos)
  Journal of the Royal Statistical Society B, 72(3), pp. 310-311, (2010).
• The Bernoulli Factory, its extensions and applications [.pdf]
  International Workshop on Applied Probability - IWAP2010 Short paper

2009

• Optimal transports and c-convex functions
  Oberwolfach Reports, Volume 6, Issue 2, 2009, Arbeitsgemeinschaft: Optimal Transport and Geometry organised by Felix Otto and Karl-Theodor Sturm
• Quasi-symmetry and Cycles
  (with Carlos Trenado)
  I had the pleasure to contribute (pp. 128-131) to the problem section of Lectures on Algebraic Statistics by M. Drton, B. Sturmfels and S. Sullivant, Series: Obervolfach Seminars, Vol.39, Birkhäuser 2009

2008

• Wage Differences between Woman and Man in Polish Labor Market in 2004
  (with Lukasz Wozny)
  a book chapter in Wzrost gospodarczy a bezrobocie i nierownosci w podziale dochodu, ed. Marek Garbicz, Wojciech Pacho, SGH, Warszawa 2008
• Regeneration and Fixed-Width Analysis of Markov Chain Monte Carlo Algorithms
  [arxiv:0907.4716]
  PhD Thesis (2008), University of Warsaw, supervisor: Wojciech Niemiro

2007

• A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
  (with Witold Bednorz)
  15th European Young Statisticians Meeting - EYSM Conference Proceedings, 2007. (see the substantially extended 2008 ECP paper!)

2006

• MCMC-Approximation under Drift Condition
  (with Wojciech Niemiro)
  Proceedings of the 6th International Workshop on Rare Event Simulation (RESIM 2006). (see also the improved and extended 2009 paper and Chapter 5 of my PhD Thesis)

Mathematical Sciences Building
Rm 3.03, Dept of Statistics

University of Warwick
Coventry, CV4 7AL

Tel: 02476 150920
Fax: 02476 524532

Email:
K.G.Latuszynski 'at' warwick.ac.uk

GoogleScholarLink opens in a new window
TwitterLink opens in a new window

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- Royal Society University Research Fellow (2014-2023)

- Facuty Fellow, The Alan Turing Institute

- Reader (Associate Professor)

I am also a member of the WDSI

Prior to that I did postdocs/RFs in CRISM (2008-09), at Toronto (2009) and Warwick (2009-12) and was Jeff Harrison Assistant Professor (2012-16)