Professor Krzysztof Latuszynski

Professor Krzysztof Łatuszyński

Royal Society University Research Fellow (2014-2023)

Research Interests

general: stochastic simulation, computational statistics, Bayesian statistics, applied probability
specific: probabilistic algorithms, MCMC, adaptive MCMC, perfect simulation, analysis of algorithms, exact inference for SDEs, intractable likelihood problems
I welcome PhD and postdoc applications in these areas from motivated researchers with strong technical background. Please get in touch if interested.

Teaching

Office hours (term time only): Tuesday 11:30-12:30 and Friday 14:30 - 15:30
In 2025/26 I am teaching ST120 and part of ST343/ST419

Postdoctoral Fellows

Austin Brown (2022-2023)
(2020)

Ph.D. Students

Cameron Bell - co-supervised with
Dominic Zhou - co-supervised with Jere Koskela
Timothee Stumpf-Fetizon - co-supervised with
graduated 2023
() - co-supervised with
graduated 2021, now at QuantumBlack
[see: - Annals of Applied Probability 2022]
Emilia Pompe () - co-supervised with graduated 2021; [see: - Annals of Statistics 2020]
- Harrison Award winner for outstanding PhD
co-supervised with graduated 2018, now at Google
[see: , , paper 3]

Papers and preprints (theory and methodology) /fac/sci/statistics/staff/academic-research/latuszynski/felix.gif

for latest contributions see my

2023

Solidarity of Gibbs Samplers: the spectral gap
(with Iwona Chlebicka and Blazej Miasojedow) []
Bernoulli factories and duality in Wright-Fisher and Allen-Cahn models of population genetics
(with Jere Koskela and Dario Spano) [
to appear, (2024+)

2022

Stereographic Markov Chain Monte Carlo
(with Jun Yang and Gareth O. Roberts) [
, to appear, (2024+)

2021

Optimal Scaling of MCMC Beyond Metropolis
(with Sanket Agrawal, Dootika Vats and Gareth O. Roberts) []
, 55 (2), 492-509 (2023)

2020

Exact Bayesian inference for diffusion driven Cox processes
(with Flavio B. Gon莽alves and Gareth O. Roberts) []
, to appear (2023+)
Efficient Bernoulli factory MCMC for intractable likelihoods
(with Dootika Vats, Flavio B. Gon莽alves and Gareth O. Roberts) []
, 109 (2022), no. 2, 369–385.

2019

From the Bernoulli Factory to a Dice Enterprise via Perfect Sampling of Markov Chains
(with Giulio Molina, Piotr Nayar and Alex Wendland) []
, 32(1): 327-359 (February 2022)

2018

A Framework for Adaptive MCMC Targeting Multimodal Distributions
(with Emilia Pompe and Chris C. Holmes) []
(supersedes this note )
2020, Vol. 48, No. 5, 2930-2952
Air Markov Chain Monte Carlo
(with Cyril Chimisov and Gareth O. Roberts) []
Adapting The Gibbs Sampler
(with Cyril Chimisov and Gareth O. Roberts) []

2017

Continuous-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error
(with Paul Fearnhead, Gareth O. Roberts and G. Sermaidis) []
Exact Monte Carlo likelihood-based inference for jump-diffusion processes
(with Flavio B. Gon莽alves, Gareth O. Roberts) []
, Volume 85, Issue 3, July 2023, Pages 732–756
Barker鈥檚 algorithm for Bayesian inference with intractable likelihoods
(with Flavio B. Gon莽alves, Gareth O. Roberts) []
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) []
108(1), pp. 53-69, (2021)

2015

Bayesian computation: a summary of the current state, and samples backwards and forwards
(with , , ) []
, 25(4), pp. 835-862, (2015)

2014

Individual adaptation: an adaptive MCMC scheme for variable selection problems
(with and ) []
is available from Jim's webpage
Convergence of hybrid slice sampling via spectral gap
(with ) []
, to appear, (2024+)
Perfect simulation using atomic regeneration with application to Sequential Monte Carlo
(, , Krzysztof 艁atuszy艅ski) []
Stability of Adversarial Markov Chains, with an Application to Adaptive MCMC Algorithms
(with , , , and ) []
25(6), pp. 3592-3623, (2015)

2013

The Containment Condition and AdapFail algorithms
(with ) []
, 51(4), pp. 1189-1195, (2014)

2012

Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
(with ) []
101(3), pp. 655-671, (2014)

2011

Nonasymptotic bounds on the estimation error of MCMC algorithms
(with Blazej Miasojedow and ) [ / ]
, 19(5A), pp. 20133-2066, (2013)
CLTs and asymptotic variance of time sampled Markov chains
(with ) []
, 15(1), pp. 237-247, (2013)
Adaptive Gibbs samplers and related MCMC methods
(with and ) [ / ]
(Major revision of an )
, 23(1), pp. 66-98, (2013)

2010

Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
(with Blazej Miasojedow and ) []
Adaptive Gibbs samplers (later revised into )
(with ) []

2009

Rigorous confidence bounds for MCMC under a geometric drift condition
(with ) []
, 27(1), pp. 23–38, (2011)
Nonasymptotic bounds on the estimation error for regenerative MCMC algorithms (later revised into and )
(with Blazej Miasojedow and ) []
Simulating Events of Unknown Probabilities via Reverse Time Martingales
(with Ioannis Kosmidis, , ) []

2008

A Regenerative Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
(with and )

2007

A few Remarks on "Fixed-Width Output Analysis for Markov Chain Monte Carlo" by Jones et al.
(with ) []
, 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)

2014

Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin
(M. Pollock, A. M. Johansen, K. Latuszynski and G. O. Roberts) []
Journal of the Royal Statistical Society B, (In Press)
P1042: Relation of sleep stages and sleep period to the cortical excitability in Parkinson鈥檚 disease
(J Antczak, M Rakowicz, K Latuszynski, J Phelps, A Sobanska, E Inglot, U Zalewska, T Jakubczyk)
Clinical Neurophysiology 125, S326

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)
, 63(4), pp. 263-269, (June 2012)

2010

Discussion of Girolami M. and Calderhead B.
(with , Alexandre Thi茅ry and )
, 73(2), pp. 188-189, (2011).
Discussion of Andrieu C., Doucet A. and Holenstein R.
(with )
, 72(3), pp. 310-311, (2010).
The Bernoulli Factory, its extensions and applications []
International Workshop on Applied Probability - IWAP2010 Short paper

2009

Optimal transports and c-convex functions
Oberwolfach Reports, Volume 6, Issue 2, 2009, organised by 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 by , and , Series: Obervolfach Seminars, Vol.39, Birkh盲user 2009

2008

Wage Differences between Woman and Man in Polish Labor Market in 2004
(with )
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:

2007

A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
(with )
15th European Young Statisticians Meeting - EYSM Conference Proceedings, 2007. (see the substantially extended )

2006

$(\varepsilon-\alpha)-$ MCMC-Approximation under Drift Condition
(with )
Proceedings of the 6th International Workshop on Rare Event Simulation (RESIM 2006). (see also the improved and extended and Chapter 5 of my )

Mathematical Sciences Building
Rm 3.03, Dept of Statistics

神马福利影片
Coventry, CV4 7AL

Tel: 02476 150920
Fax: 02476 524532

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

- University Research Fellow (2014-2023)

- Facuty Fellow,

I am also a member of the

Prior to that I did postdocs/RFs in CRISM (2008-09), at Toronto (2009) and Warwick (2009-12) and was Assistant Professor (2012-16)