I have moved to the Department of Statistics, University of Warwick. My new webpage is here.
Academic Background :
I finished my PhD under the supervision of Gareth Roberts. Before that, I finished my B.Sc. in Mathematics at the University of Athens in 2015 and I received a MASt from Homerton College, University of Cambridge in 2016.
Research Interests :
I am interested in Markov Chain Monte Carlo techniques and their applications in Bayesian Statistics. I am currently working with Prof. Gareth Roberts on using Piecewise Deterministic Markov Processes to sample from probability distributions. More specifically, I am working on a process called Zig-Zag, which seems to work well for posterior distributions in a Big Data setting. My second supervisor is Dr. Jon Warren. I am very interested in theory and applications of Markov Chains, and more broadly, of Probability Theory.
During my first year I worked with Ellie Archer and Stephen Pidgeon on a research study group on Stochastic Integrable Systems. We were supervised by prof. Nikos Zygouras and dr. Yacine Barhoumi-Andréani.
The ZigZag Process and Geometric Ergodicity, IPSA Joint CDT Colloquium, Warwick, April 2019
A Generalised ZigZag Process, Algorithms and Computationally Intensive Inference Seminar, Warwick, January 2019
The ZigZag Process: An Interesting Bayesian Tool (Poster), 9th Greek Stochastics Meeting, Athens, December 2018
The ZigZag Process (Poster), 54th Gregynog Statistical Conference , March 2018
Non-Reversible Markov Chain Monte Carlo, Postgraduate Seminar, University of Warwick, February 2018
54th Gregynog Statistical Conference, March 2017
Academy for PhD Training in Statistics (APTS), Cambridge, Nottingham, Glasgow
Probabilistic Approaches in Mathematical Physics, Summer School, Basque Centre for Applied Mathematics, Bilbao, July 2017
Recent Progress on the Geometry of Random Walks (Peter Whittle Colloquium), University of Cambridge, May 2017
2016-2020 Full Studentship for PhD, funded by the EPSRC and the Statistics Department, University of Warwick
2015-2016 Scholarship from Onasis Foundation for studying Masters at the University of Cambridge
2018-2019: Teaching Assistant for Analysis 3, Term 1
2018-2019: Teaching Assistant for Introduction to Mathematical Statistics, Term 1
2018-2019: Supervisor for three groups of first year non-maths students, Term 1,2
2017-2018: Teaching Assistant for Probability A,B , Term 2
2017-2018: Teaching Assistant for Mathematical Analysis 3, Term 1
2017-2018: Supervisor for two groups of first year non-maths students, Term 1,2
My email is Giorgos.Vasdekis.email@example.com