I am a CRiSM Research Fellow in the Department of Statistics at the University of Warwick.

My current research interests lie in penalised likelihood methods, mainly with applications to the improvement of the properties of the resultant estimators in multivariate generalised linear and non-linear models for discrete and categorical data. 

Some other areas of interest are composite and pseudo likelihood methods, asymptotic theory and distribution theory and simulation. 

I am the Programme Manager for the Academy for PhD Training for Statistics (APTS).

Teaching

• Advanced Topics in Statistics (ST414): Asymptotics Statistics
  

Research Articles 

• On iterative adjustment of responses for the reduction of bias in binary regression models. Kosmidis, I. CRiSM working paper 09-36.
• Simulating Events of Uknown Probabilities via Reverse Time Martingales. Latuszynski, K., Kosmidis, I., Papaspiliopoulos, O. and Roberts, G. O. (2009). CRiSM working paper 09-30.
• Bias Reduction in Exponential Family Nonlinear Models. Kosmidis, I. and Firth, D. (2009). CRiSM working paper 08-05. Accepted for publication in Biometrika.

Newsletter Articles

• The profileModel R package: Profiling objectives for models with linear predictors. Kosmidis, I., R News, 2008, 8/2, 12-18, R Foundation for Statistical Computing.
  

Presentations and Posters

• Bias reduction in generalized nonlinear models . Joint Statistical Meetings 2009, Washington, DC, 2009.
• On iterative adjustment of the responses for the reduction of bias in binary regression models . 24th International Workshop on Statistical Modelling, Ithaka, NY, July 2009. 
• Profiling the parameters of models with linear predictors . useR 2008, Dortmund, Germany, August 2008.
  
• Penalized likelihood for a non-linear Rasch model . 22nd International Workshop on Statistical Modelling, Barcelona, Spain, July 2007. 
• Bias reduction and shrinkage in multinomial logit models . 21st International Workshop on Statistical Modelling, Galway, Ireland, July 2006. 
• Bias reduction in ordinal response models. 25th European Meeting of Statisticians, Oslo, Norway, July 2005.
  

PhD Thesis 

• Bias Reduction in Exponential Family Nonlinear Models (Submitted to the Department of Statistics, University of Warwick in August 2007)

Software

• The "brglm" package.
• The "profileModel" package.

Useful Links

• Software related: R-project, CTAN, Linux
• Reference material: Mathworld, PlanetMath, Matrix Cookbook, Matrix Reference Manual, Wikipedia (sister projects), History of Statistics (by Maths@York)
• University of Warwick library

• Curriculum Vitae

Contact Details 

Address:
D0.05, Dept. of Statistics,
University of Warwick,
Coventry, CV4 7AL, UK

E-mail:

Webpage:
http://go.warwick.ac.uk/kosmidis

Voice:
+44(0)2476 150778
Fax:
+44(0)2476 524532