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.
Large sample scaling analysis of the Zig-Zag algorithm for Bayesian inference
Agrawal, Sanket, Joris Bierkens, and Gareth Roberts.
[arxiv]
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]