Nikolas Kantas

Nikolas Kantas

Reader 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 particularly 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 Reader 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.


Click here to find out about the Greek Stochastics Meetings. This year's workshop will take place on 16-19 July in Folegandros and the topic is on Statistics in Health, click here for details.

Here is a link for the material I used for the LTCC course on Advanced Computational Methods in Statistics when I used to teach it.



Journal papers

Conference papers



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


Alexander Goyal (PhD student) co-supervised with George Deligiannidis.
Baptiste Simandoux (PhD student) co-supervised with Dan Crisan.
Marcos Tapia Costa (PhD student) co-supervised with George Deligiannidis.
Yuyang Huang (PhD student) co-supervised with Dante Kalise.
Ben Tu (PhD student) co-supervised with Axel Gandy. Funding from BASF.
Daniel Lengyel (PhD student) co-supervised with Panos Parpas and Nick Jennings.
Ioannis Patsilivas (PhD student).


Anastasia Borovykh (Postdoc) currently Lecturer in Dept. of Mathematics, Imperial College London. Was co-supervised with Panos Parpas and Greg Pavliotis. Project was funded from 2019 JP Morgan AI Faculty Research Awards.
Martin Chak (PhD) Postdoc in Sorbonne Université, Paris. Was co-supervised with Greg Pavliotis.
Elena Ehrlich (PhD) Principal Data Scientist in AWS. Was co-supervised with Ajay Jasra.
Xue Lu (PhD) Data Scientist. Was co-supervised with Niall Adams.
Maciej Marowka (PhD) Quantitative Researcher in Qube Research & Technologies.
Filippo Pellegrino (Postdoc) co-supervised with Anastasia Borovykh, Panos Parpas and Greg Pavliotis. Funding from 2021 JP Morgan AI Faculty Research Awards.
Francesc Pons Llopis (PhD) Senior Data Scientist at PepsiCo. Was co-supervised with Dan Crisan.
Louis Sharrock (PhD) Senior Research Associate at Lancaster University. Was co-supervised with Dan Crisan and partly funded by NPL.


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.