Kostas Kalogeropoulos

Kostas Kalogeropoulos

Associate Professor of Statistics
Department of Statistics
London School of Economics and Political Science

About

I am an Associate Professor in the Department of Statistics at the London School of Economics and Political Science (LSE). Before joining LSE, I was a postdoctoral researcher in the Signal Processing Laboratory of the Engineering Department at the University of Cambridge. I completed my PhD in Statistics at the Athens University of Economics and Business.

Research

My research focuses on Bayesian inference for latent dynamic systems, with particular emphasis on stochastic processes, sequential learning and structured dependence modelling. Methodologically, my work lies at the interface of Bayesian statistics, stochastic processes and computational methods for partially observed systems.

Current research interests include:

  • Bayesian inference for stochastic differential equations and latent stochastic processes
  • Sequential Monte Carlo and Markov chain Monte Carlo methods
  • Gaussian process models and structured dependence modelling
  • Epidemic modelling and Bayesian evidence synthesis
  • Latent-variable and factor models
  • Bayesian machine learning and interpretable statistical modelling

I am also interested in applications in financial econometrics, epidemiology, biostatistics and social statistics.

Contact

Department of Statistics
London School of Economics and Political Science
Houghton Street
London WC2A 2AE
United Kingdom

Office: Columbia House, Room 610

Email: k.kalogeropoulos [at] lse.ac.uk