I am a Jeff Harrison Assistant Professor working in computational statistics and related areas

I'm currently highlighting the following

• The CRISM seminar series 
  unless otherwise stated, every Thu 4pm in A1.01 with snacks and refreshments before and after in Statistics Common Room (C0.06)
• seminar: Algorithms & Computationally Intensive Inference
  is a weekly informal reading/discussion Fri 2pm in B1.01 
• New paper: Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
  (with Anthony Lee) [arxiv:1210.6703]
• In 2012/3 I am teaching ST202

Research Interests

• general: stochastic simulations, computational statistics, Bayesian statistics
• specific: Markov chain Monte Carlo, adaptive Monte Carlo, perfect simulation, exact inference for SDEs
• I also like: applied statistics, algebraic statistics, optimal transport, ...

Papers and preprints (theory and methodology)

2012

• Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
  (with Anthony Lee) [arxiv:1210.6703]
  

2011

• Nonasymptotic bounds on the estimation error of MCMC algorithms
  (with Blazej Miasojedow and Wojciech Niemiro) [arxiv:1106.4739]
  to appear, Bernoulli 
• 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 / abstract]
  Journal of the American Statistical Association, 102(480), pp. 1485-1486, (2007)

other research contributions

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

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)

education

• PhD (2008), Mathematics/Statistics
  University of Warsaw
  
• MSc (2003), Econometrics
  Warsaw School of Economics
  
• MSc (2002), Mathematics
  University of Warsaw

Rm C1.18, Dept of Statistics

University of Warwick
Coventry, CV4 7AL

Tel: 02476 150920
Fax: 02476 524532

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

Office Hours:
in Term I:
Mon 3:30-4:30; Tue 3:30-4:30
in Term II:
Thu 2:30-3:30; Fri 9:30-10:30
in Term III:
Fri 8:30-9:30; Fri 10:30-11:30