Research
My research interests include topics in Probability and Stochastic Processes, specifically Markov processes (discrete and continuous-time), stochastic calculus, and their applications to the stability theory of Markov Chain Monte Carlo algorithms.
Additionally, I am also interested in non-commutative probability, empirical processes, and adversarial attacks in deep learning.
Preprints
Preprints
Optimal Scaling of MCMC Beyond Metropolis
Agrawal, Sanket, Vats, Dootika, Łatuszyński, Krzysztof, and Roberts, Gareth O.
Advances in Applied Probability, to appear 2023 [arxiv] [code]