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Professor George Deligiannidis

Associate Professor of Statistics

Hugh Price Fellow at Jesus College

OxCSML Group

+44 (0)1865 272860 (Department)
+44 (0)1865 282851 (Direct)

Biographical Sketch

I studied Mathematics (MMath) at the University of Warwick and Financial Mathematics (MSc) at Heriot-Watt University and the University of Edinburgh. After obtaining my PhD from the School of Mathematical Sciences of the University of Nottingham under the supervision of Sergey Utev and Huiling Le, I moved to the Department of Mathematics of the University of Leicester as a Teaching Assistant/Fellow. In 2012 I moved to the Department of Statistics of the University of Oxford as Departmental Lecturer. I stayed in Oxford until September 2016 when I moved to the Department of Mathematics of King’s College London as Lecturer in Statistics. I moved back to the University of Oxford in December 2017 as Associate Professor of Statistics.

Research Interests

  • Computational statistics
  • Monte Carlo methods
  • Limit theorems
  • Random walks on lattices

I am interested in understanding the asymptotic behaviour of random processes, for example Markov chains, used in computational statistics, and random walks.

Selected Publications

  • Deligiannidis, G. ,Zemer, K. (2017). Relative Complexity of Random Walks in Random Scenery in the absence of a weak invariance principle for the local times. Annals of Probability, 45: 4, 2505-2532.
  • Doucet, A., Pitt, M., Deligiannidis, G., Kohn, R. (2015). Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator. Biometrika, 102:(2), 295-313.
  • Deligiannidis, G., Lee, A. Which ergodic averages have finite asymptotic variance? To appear at Annals of Applied Probability.
  • Deligiannidis,G, Bouchard-Côté,A., Doucet,A. (2017). Exponential ergodicity of the Bouncy Particle Sampler, arXiv:1705.04579.
  • Vanetti, P., Bouchard-Côté, A., Deligiannidis, G., Doucet, A. (2017). Piecewise deterministic Markov Chain Monte Carlo, arXiv:1707.05296.