Department of Statistical Science

Statistical Science

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Dr Ioannis Kosmidis

Position	Lecturer
Phone (external)	+44 (0) 20 7679 1862
Phone (internal)	41862
Email(*)	i.kosmidis
Personal webpage	http://www.ucl.ac.uk/~ucakiko
Themes	General Theory and Methodology, Computational Statistics

* @ucl.ac.uk

Biographical Details

Ioannis Kosmidis is a Lecturer at the Department of Statistical Science, UCL. He completed his PhD in Statistics in 2007 at the Department of Statistics, University of Warwick. From 2007 to 2010 he was employed as a CRiSM research fellow at the Department of Statistics, University of Warwick.

Research Interests

Penalised likelihood methods in generalised linear and nonlinear models, composite likelihood methods and applications, clustering methods and applications, stochastic simulation algorithms.

Selected publications

• Multinomial logit bias reduction via the Poisson log-linear model. Kosmidis, I., Firth, D. (2010). Biometrika, 98, 755-759.
• Simulating Events of Uknown Probabilities via Reverse Time Martingales.Latuszynski, K., Kosmidis, I., Papaspiliopoulos, O. and Roberts, G. O. (2011). Random Structures and Algorithms, 38, 441-452.
• A generic algorithm for reducing bias in parametric estimation. Kosmidis, I., Firth, D. (2010). Electronic Journal of Statistics, 4, 1097-1112.
• Bias Reduction in Exponential Family Nonlinear Models. Kosmidis, I., Firth, D. (2009). Biometrika, 96, 793-804.