Publications

This is a complete list of my publications:

1. Markov chain Monte Carlo for exact inference for diffusions,
   with George Sermaidis, Omiros Papaspiliopoulos, Gareth Roberts and Paul Fearnhead.
   Scandinavian Journal of Statistics, forthcoming (2012).
2. Optimal tuning of the Hybrid Monte-Carlo algorithm,
   with Natesh Pillai, Gareth Roberts, Sanz-Serna and Andrew Stuart.
   Bernoulli, forthcoming (2011).
3. ε-Strong simulation of the Brownian path,
   with Stefano Peluchetti and Gareth Roberts.
   Bernoulli, forthcoming (2011).
4. Hybrid Monte-Carlo on Hilbert Spaces,
   with Frank Pinski, Sanz-Serna and Andrew Stuart.
   Stochastic Processes and their Applications, 121(2011), 2201-2230.
5. The acceptance probability of the Hybrid Monte-Carlo algorithm in High Dimensional problems,
   with Natesh Pillai, Gareth Roberts, Jesus Sanz-Serna, Andrew Stuart.
   American Institute for Physics, Conference Proceedings, 1281(2010), 23-27.
6. Computational complexity of Metropolis-Hastings methods in high dimensions,
   with Andrew Stuart.
   Proceedings of the 8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2008), (2009)
   edited by Pierre L'Ecuyer and Art B. Owen.
7. Optimal scalings for local Metropolis-Hastings chains on non-product targets in high dimensions,
   with Gareth Roberts, Andrew Stuart.
   Annals of Applied Probability, 19, 3(2009), 863-898.
8. Monte-Carlo maximum likelihood estimation for discretely observed diffusion processes,
   with Omiros Papaspiliopoulos, Gareth Roberts.
   Annals of Statistics, 37, 1(2009), 223-245.
9. MCMC methods for sampling function space,
   with Andrew Stuart.
   Proceedings of the International Congress of Industrial and Applied Mathematicians, (Zurich, 2007), (2009).
10. MCMC methods for diffusion bridges,
    with Gareth Roberts, Andrew Stuart, Jochen Voss.
    Stochastics and Dynamics, 8, 3(2008), 319-350.
11. A factorisation of diffusion measure and finite sample path constructions,
    with Omiros Papaspiliopoulos, Gareth Roberts.
    Methodology and Computing in Applied Probability, 10, 1(2008), 85-104.
12. Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes,
    with Paul Fearnhead, Omiros Papaspiliopoulos, Gareth Roberts.
    Journal of the Royal Statistical Society, Series B: Statistical Methodology, 68, 3(2006), 333-382.
    With discussions and a reply by the authors.
13. Retrospective exact simulation of diffusion sample paths with applications,
    with Omiros Papaspiliopoulos, Gareth Roberts.
    Bernoulli, 12, 6(2006), 1077-1098.
14. One-Shot CFTP; application to a class of truncated Gaussian densities,
    with Gareth Roberts.
    Methodology and Computing in Applied Probability, 7, 4(2005), 407-437.
15. Exact Simulation of diffusions,
    with Gareth Roberts.
    Annals of Applied Probability, 15, 4(2005), 2422-2444.

These are papers submitted for publication:

1. Advanced MCMC methods for sampling on diffusion pathspace,
   with Kostas Kalogeropoulos and Erik Pazos.
   
2. Error Bounds and Normalizing Constants for Sequential Monte Carlo in High Dimensions,
   with Ajay Jasra, Dan Crisan and Nick Whiteley.
   
3. On the stability of Sequential Monte Carlo methods in high dimensions,
   with Ajay Jasra and Dan Crisan.
   

I completed my PhD in Lancaster in October 2005, Department of Mathematics and Statistics.
The title was: Exact Simulation of Diffusions and new Inference Methods for Discrete Time Data.