Sanket Agrawal
Sanket Agrawal
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I am a Research Assistant at the Department of Mathematical Sciences, University of Copenhagen since January, 2026. I completed my PhD in 2025 at the Department of Statistics, University of Warwick, under the supervision of Prof. Gareth O. Roberts.
My research lies at the intersection of probability, statistics, and computation, focusing on the theoretical foundations of MCMC methods for Bayesian inference and their stability in high-dimensional and large-sample settings.
Email: sanket.agrawal (at) math.ku.dk
Links: Google Scholar
Research
Research
Preprints
Preprints
On micromodes in Bayesian posterior distributions and their implications for MCMC, 2026. [with S. Grazzi and G.O. Roberts] [arxiv]
Transient regime of piecewise deterministic Monte Carlo algorithms, 2025. [with K. Kamatami, J. Bierkens, G.O. Roberts] [arxiv]
Large sample scaling analysis of the Zig-Zag algorithm for Bayesian inference, 2024. [with J. Bierkens and G.O. Roberts] [arxiv]
Publications
Publications
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