I am a Lecturer in Statistics at the School of Mathematics, Statistics and Physics, Newcastle University.
Previously, I was a Research Fellow at the department of Statistical Science, UCL. I worked with Dr. Sam Livingstone on Markov Chain Monte Carlo (MCMC) techniques.
Before that, I was a post-doc at the University of Warwick, working with Dr. Richard Everitt on problems related to Approximate Bayesian Computation.
I received my PhD in 2020 from the University of Warwick, under the supervision of Prof. Gareth Roberts. My thesis studied the theory of Piecewise Deterministic Markov Processes (PDMPs) applied on MCMC. The title of my thesis was "On Zig-Zag extensions and related ergodicity properties".
Before that, I did the Part III of the Mathematical Tripos at the University of Cambridge (Homerton College) in 2016. I also received my B.Sc. from the Mathematics department, University of Athens in 2015.
My interest lies at the intersection between Applied Probability and Statistics, with a particular focus on theory and methodology for Markov Chain Monte Carlo (MCMC). More specifically, I have been working on:
Probability theory: Stability and convergence of Markov processes, Piecewise Deterministic Markov Processes, Poisson processes, Locally balanced jump processes.
Computational Statistics: Approximate Bayesian Computation, Pseudo-marginal MCMC, methodology for Piecewise Deterministic Monte Carlo, methodology for Locally Balanced Monte Carlo.
Email: Giorgos.Vasdekis at ncl.ac.uk
