Dr Nikolaos Kantas
Nikolas Kantas is currently a Research Associate at the Department of Statistical Science of UCL since July 2012. He received the B.A., M.Eng., and Ph.D. degrees from the University of Cambridge in 2003 and 2009, respectively. He has since held appointments as a Research Associate at the Control Group of Cambridge University Engineering Department (2008–2010) and at the Control and Power Group of the Department of Electrical and Electronic Engineering, Imperial College London (2010–2012).
Monte Carlo methodology for inference and optimisation problems, Sequential Monte Carlo, Markov Chain Monte Carlo, stochastic control, non-linear filtering, rare events estimation
- N. Whiteley, N. Kantas, A. Jasra, Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae, Stochastic Processes and their Applications, vol. 122, issue 4, pp. 1840-1865, 2012.
- A. Jasra, N. Kantas and A. Persing, Bayesian Parameter Inference for Partially Observed Stopped Processes, Statistics and Computing, doi 10.1007/s11222-012-9348-2, 2012.
- N. Kantas, S. S. Singh, A. Doucet. Distributed Maximum Likelihood with application to simultaneous self-localization and tracking for sensor networks, IEEE Transactions of Signal Processing, vol 60 , issue 10, pp. 5038 - 5047, 2012.
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