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Dr Krzysztof Łatuszyński

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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 also like: applied statistics, algebraic statistics, optimal transport, combinatorics...


Ph.D. Students

Papers and preprints (theory and methodology)felix.gif

for latest contributions see my google scholar


  • From the Bernoulli Factory to a Dice Enterprise via Perfect Sampling of Markov Chains
    (with Giulio Molina and Alex Wendland) [arxiv:]


  • A Framework for Adaptive MCMC Targeting Multimodal Distributions
    (with Emilia Pompe and Chris C. Holmes) [arxiv:1812.02609]
    (supersedes this note pdf)
  • 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]


  • 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]
  • 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]





  • 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)






other research contributions

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


  • 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


  • 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)




  • 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
    PhD Thesis (2008), University of Warsaw, supervisor: Wojciech Niemiro


  • 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!)


  • $(\varepsilon-\alpha)-$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

K.G.Latuszynski 'at'

- Royal Society University Research Fellow

- Facuty Fellow, The Alan Turing Institute

- 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)