Nikolas Kantas

Nikolas Kantas

Senior Lecturer in Statistics,
Dept. of Mathematics
Imperial College London

n . kantas AT imperial . ac . uk

Introduction | Publications | Group | Workshops | Contact


Research Interests

My research focuses on developing and understanding numerical methods for challenging inference, optimisation and control problems. I am particulary interested in computational Statistics and statistical learning using simulation methods such as particle methods, Sequential Monte Carlo, Markov Chain Monte Carlo.


I am currently a Senior Lecturer in Statistics at the Dept. of Mathematics, Imperial College London. Before I held various research positions in University College London (Dept. of Statistical Science), here at Imperial at the Control and Power Group (Dept. of Electrical and Electronic Engineering) as well as at the Control Group in Cambridge University Engineering Dept, where i did my undergraduate studies and PhD at the Signal Processing Group.

Recent news

Due to the COVID-19 outbreak, the Greek Stochastics μ' Workshop will be postponed for 2022, more details will be found here.



Journal papers

Conference papers



Together with Panos Parpas and Greg Pavliotis, we organise an unofficial and informal reading club on a weekly basis. Everyone is welcome, click here for details and you can subscribe to our list here.


Martin Chak (PhD student) co-supervised with Greg Pavliotis.
Louis Sharrock (PhD student) co-supervised with Dan Crisan. Partly funded by NPL.
Ioannis Patsilivas (PhD student).
Ben Tu (PhD student) co-supervised with Axel Gandy. Funding from BASF.
Daniel Lengyel (PhD student) co-supervised with Panos Parpas and Nick Jennings.


Anastasia Borovykh (Postdoc) co-supervised with Panos Parpas and Greg Pavliotis. Currently Assistant Professor in Warwick Business School. Project was funded from 2019 JP Morgan AI Faculty Research Awards.
Elena Ehrlich (PhD) co-supervised with Ajay Jasra
Maciej Marowka (PhD)
Francesc Pons Llopis (PhD) co-supervised with Dan Crisan
Xue Lu (PhD) co-supervised with Niall Adams


Greek Stochastics

Together with the rest of the Greek Stochastics team we organise a workshop every year in Greece on a different topic in Statistics and Applied Probability.


Other past meetings @Imperial:
2018: Workshop on Particle Methods and Data Assimilation, 8th-10th May 2018. Click here for details and links to some slides.
2015: Christmas Workshop on Sequential Monte Carlo and related methods, 21-23 December 2015. The details can be found here.

Contact Details

Room 538, Huxley Building, Tel: +44 (020) 7594 2772
Department of Mathematics, Imperial College London,
South Kensington Campus, London SW7 2AZ, United Kingdom.