SERGIOS AGAPIOU

SERGIOS AGAPIOU
Personal Data
Address
Department of Statistics, Zeeman Building, University of Warwick
Coventry, CV4 7AL, United Kingdom
Phone
UK: +44 (0) 78975183 / CY: +357 99518636
Email
sergiosagapiou@gmail.com
Homepage
http://www.sergiosagapiou.com
University Education
10/2010 – 09/2013
University of Warwick
PhD in Mathematics, supervised by Prof. Andrew Stuart
Thesis: Aspects of Bayesian Inverse Problems
10/2009 – 09/2010
University of Warwick
MSc in Mathematics with distinction (GPA 90.2%)
Dissertation: A Classical and a Bayesian Approach to Linear Ill-Posed
Inverse Problems
10/2004 – 09/2009
National Technical University
of Athens
BSc in Applied Mathematical and Physical Sciences with first-class honors
(GPA 96.9%)
Diploma dissertation: Stable and Infinitely Divisible Distributions
Professional Experience
12/2014 – 11/2016
University of Warwick
Postdoctoral Research Fellow, Department of Statistics,
part of EQUIP project, supervised by Prof. Gareth Roberts
10/2013 – 11/2014
University of Warwick
Postdoctoral Research Fellow, Mathematics Institute,
supervised by Prof. Andrew Stuart
Research Interests
Problems in Applied Mathematics at the interface of Differential Equations
and Probability/Statistics; Bayesian regularization of inverse problems in
infinite dimensions, posterior consistency in the small noise limit; analysis
of sampling algorithms in high dimensions; unbiasing techniques for
estimation in function space; importance sampling; Besov priors.
List of Publications
S. Agapiou, J. M. Bardsley, O.
Papaspiliopoulos and A. M. Stuart
- Analysis of the Gibbs sampler for hierarchical inverse problems
(SIAM/ASA J
S. Agapiou, A. M. Stuart and
Y. X. Zhang
- Bayesian posterior contraction rates for linear severely ill-posed inverse
problems (J. Inverse Ill-posed Probl.
)
S. Agapiou, S. Larsson and
A. M. Stuart
- Posterior contraction rates for the Bayesian approach to linear ill-posed
inverse problems (Stochastic Process. Appl., 123/10, 2013)
Preprints / in preparation
S. Agapiou, P. Mathé
- Preconditioning the prior to overcome saturation in Bayesian inverse
problems (submitted, arxiv:1409.6496)
S. Agapiou, G. O. Roberts,
S. Vollmer
- Unbiased estimation in function space (in preparation)
S. Agapiou, O. Papaspiliopoulos,
D. Sanz Alonso, A. M. Stuart
- Aspects of importance sampling in high dimensional and low noise
regimes (in preparation)
Teaching Experience
2013/14 – present
Lecturer of 3rd year course Control Theory MA3H7.
May and July 2012
Gottingen and
Peking University
Assistant for lecture series The Bayesian approach to inverse problems
and Data Assimilation, by Prof. Andrew Stuart. Taught the examples
classes and helped with preparation of the lecture notes.
2010/11 – 2012/13
University of Warwick
Teaching assistant for 3rd year course Control Theory MA3H7.
Scientific Programming Skills
Matlab, Mathematica (working level), Java, C++ (basic level)
Scholarships – Awards
2009 – 2013
MSc and PhD funding by European Research Council through
Prof. Andrew Stuart’s grant.
2009
Award for the highest GPA of class 2009 of the School of Applied
Mathematical and Physical Sciences of NTUA.
2004 – 2009
Scholarship for undergraduate studies Greek Scholarships Foundation.
2004 – 2009
Various awards for performance as an undergraduate including
awards for highest GPA in each year.
Selected Talks and Posters (slides available on homepage)
Mar. 2014, Savannah
Analysis of the Gibbs sampler for hierarchical inverse problems, SIAM
conference on Uncertainty Quantification
June 2013, Amsterdam
Posterior contraction rates for Bayesian inverse problems,
9th conference on Bayesian Nonparametrics
Jan. 2013, Oxford
Posterior contraction rates for Bayesian inverse problems, Stochastic
Analysis seminar at Oxford-Man Institute
Nov. 2012, Canberra
Posterior contraction rates for Bayesian inverse problems, Canberra
Symposium on Regularization at Australian National University
May 2012, Warwick
Justification of the posterior in Bayesian linear inverse problems using
precision operators, workshop on Bayesian Inverse Problems
Sept. 2011, Gothenburg
PDE techniques for Bayesian inverse problems, Computational and Applied
Mathematics seminar at Chalmers University of Technology
Other Academic Activities
2014 – present
Co-organizer of the EQUIP lunch seminar and organizer of reading group
on the Bayesian approach to inverse problems
Apr. 2014
Co-organizer of minisymposium Markov chain Monte Carlo in high
dimensions, MCQMC2014 conference at KU Leuven
2013 – present
Reviewer for the Electronic Journal of Statistics and the Scandinavian
Journal of Statistics
2012 – present
SIAM Warwick student chapter member
2011 – present
Isaac Newton Institute junior member
Selected Schools/Workshops attended
June 2014, Edinburgh
- ICMS workshop, Computational methods for statistical mechanics – at the
interface between mathematical statistics and molecular simulation
July 2012, Warwick
- MASDOC Applied Mathematics summer school, Applied and Numerical
Analysis of PDEs and SDEs
June 2012, Huntsville
- NSF/CBMS short course, Ten lectures on Small Deviation
Probabilities: Theory and Applications
Mar. 2012, Oxford
- LMS-EPSRC short course, Stochastic Modeling in Biological Systems
Sept. 2011, Surrey
- Summer school, Analytic Methods in PDEs
July 2011, Cambridge
- Introductory Workshop on Inverse Problems
Apr. 2011, Oxford
- LMS-EPSRC Short Course, Topics in Probability