Professor George Deligiannidis

Associate Professor of Statistics

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.

News

I recently received a New Investigator Award from EPSRC. I will be hiring a postdoc for three years to work on this project. If interested, you can apply here .

Research Interests

I work in the intersection of probability and statistics to analyse random processes and objects, especially those arising from algorithms used in computational statistics and machine learning. I have worked extensively on the theory and methodology of sampling methods, especially Markov Chain Monte Carlo. I have also worked on random walks on lattices and groups.
At the moment I am particularly interested in the interplay between sampling, optimization and machine learning.

Publications

Personal website
Cornish, R., Caterini, A., Deligiannidis, G. and Doucet, A. (2019) “Relaxing Bijectivity Constraints with Continuously Indexed Normalising Flows”, in 25TH AMERICAS CONFERENCE ON INFORMATION SYSTEMS (AMCIS 2019).
Deligiannidis, G. and Lee, A. (2018) “Which ergodic averages have finite asymptotic variance?”, Annals of Applied Probability, 28(4), pp. 2309–2334.
Deligiannidis, G., Doucet, A. and Pitt, M. (2018) “The correlated pseudomarginal method”, Journal of the Royal Statistical Society: Series B, 80(5), pp. 839–870.
Deligiannidis, G. and Kosloff, Z. (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), pp. 2505–2532.
Deligiannidis, G. and Utev, S. (2016) “Optimal Bounds for the Variance of Self-Intersection Local Times”, International Journal of Stochastic Analysis [Preprint].
Deligiannidis, G. and Utev, S. (2016) “Optimal Bounds for the Variance of Self-Intersection Local Times”, International Journal of Stochastic Analysis, 2016, pp. 1–10.
Doucet, A., Pitt, M., Deligiannidis, G. and Kohn, R. (2015) “Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator”, Biometrika, 102(2), pp. 295–313.
Deligiannidis, G., Peligrad, M. and Utev, S. (2015) “Asymptotic variance of stationary reversible and normal Markov processes”, ELECTRONIC JOURNAL OF PROBABILITY, 20, pp. 1–26.
Deligiannidis, G. and Utev, S. (2012) “Variance of partial sums of stationary sequences”, Annals of Probability, 41(5), pp. 3606–3616.
Deligiannidis, G. and Utev, S. (2011) “ASYMPTOTIC VARIANCE OF THE SELF-INTERSECTIONS OF STABLE RANDOM WALKS USING DARBOUX-WIENER THEORY”, SIBERIAN MATHEMATICAL JOURNAL, 52(4), pp. 639–650.

Publications

Cornish, R., Caterini, A., Deligiannidis, G. and Doucet, A. (2019) “Relaxing Bijectivity Constraints with Continuously Indexed Normalising Flows”, in 25TH AMERICAS CONFERENCE ON INFORMATION SYSTEMS (AMCIS 2019).
Deligiannidis, G. and Lee, A. (2018) “Which ergodic averages have finite asymptotic variance?”, Annals of Applied Probability, 28(4), pp. 2309–2334.
Deligiannidis, G., Doucet, A. and Pitt, M. (2018) “The correlated pseudomarginal method”, Journal of the Royal Statistical Society: Series B, 80(5), pp. 839–870.
Deligiannidis, G. and Kosloff, Z. (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), pp. 2505–2532.
Deligiannidis, G. and Utev, S. (2016) “Optimal Bounds for the Variance of Self-Intersection Local Times”, International Journal of Stochastic Analysis [Preprint].
Deligiannidis, G. and Utev, S. (2016) “Optimal Bounds for the Variance of Self-Intersection Local Times”, International Journal of Stochastic Analysis, 2016, pp. 1–10.
Doucet, A., Pitt, M., Deligiannidis, G. and Kohn, R. (2015) “Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator”, Biometrika, 102(2), pp. 295–313.
Deligiannidis, G., Peligrad, M. and Utev, S. (2015) “Asymptotic variance of stationary reversible and normal Markov processes”, ELECTRONIC JOURNAL OF PROBABILITY, 20, pp. 1–26.
Deligiannidis, G. and Utev, S. (2012) “Variance of partial sums of stationary sequences”, Annals of Probability, 41(5), pp. 3606–3616.
Deligiannidis, G. and Utev, S. (2011) “ASYMPTOTIC VARIANCE OF THE SELF-INTERSECTIONS OF STABLE RANDOM WALKS USING DARBOUX-WIENER THEORY”, SIBERIAN MATHEMATICAL JOURNAL, 52(4), pp. 639–650.

Contact Details

College Affiliation: Hugh Price Fellow at Jesus College

Email: deligian@stats.ox.ac.uk

Telephone: +44(0)1865 282851

Office number: 1.05

Graduate Students

Joe Benton

Amitis Shidani

Eugenio Clerico

Chris Williams

Angus Philips

Guneet Dhillon

James Thornton 

Research Groups

Computational Statistics and Machine Learning

Statistical Theory and Methodology