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Staff Profile

Dr Giorgos Vasdekis

Lecturer in Statistics

  • Email: giorgos.vasdekis@ncl.ac.uk
  • Personal Website:
  • Address: Office 2.12
    School of Mathematics, Statistics and Physics
    Herschel Building
    Â鶹´«Ã½
    Â鶹´«Ã½ upon Tyne
    NE1 7RU
Background

I joined the school as a Lecturer in Statistics in May 2024. Before that I had the following positions:


  • Postdoctoral researcher, Department of Statistical Science, University College London, 2022-24
  • Postdoctoral researcher, Department of Statistics, University of Warwick, 2020-22


I obtained my PhD from the Mathematics and Statistics Doctoral Training Centre (MASDOC) at the University of Warwick in 2020.

Research

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.

Teaching

2025/2026: Stochastic Processes (MAS2907)

Stochastic Financial Modelling (MAS3904)

Stochastic Financial Modelling with Advanced Topics (MAS8614)


2024/2025: Bayesian Inference (MAS3902)

Publications

  • Articles

    • Bertazzi A, Vasdekis G. Sampling with time-changed Markov processes. 2025. Submitted.
    • Livingstone S, Vasdekis G, Zanella G. Foundations of locally-balanced Markov processes. 2025. Submitted.
    • Iguchi Y, Livingstone S, Nusken N, Vasdekis G, Zhang RY. . IMA Journal of Numerical Analysis 2026, (ePub ahead of Print).
    • Vasdekis G, Roberts GO. . Annals of Applied Probability 2023, 33(6A), 4693-4746.
    • Watson JW, Boyd R, Dutta R, Vasdekis G, Walker ND, Roy S, Everitt R, Hyder K, Sibly R. . Ecological Modelling 2022, 466, 109878.
    • Vasdekis G, Roberts GO. . Journal of Applied Probability 2022, 59(3), 895-903.

  • Book Chapter

    • Power S, Vasdekis G. Some aspects of robustness in modern Markov Chain Monte Carlo. 2025. Submitted.

  • Conference Proceedings (inc. Abstract)

    • Vasdekis G, Roberts GO. . In: International Conference on Bayesian Statistics in Action BAYSM 2022. 2023, Montréal, Canada: Springer.