About me

I am a PhD student in Statistics at the School of Mathematics, University of Edinburgh, supervised by Víctor Elvira. Previously I studied physics at the University of Crete and mathematics at Washington State University

My research interests are in developping robust and efficient Bayesian inference algorithms for complex dynamical systems and signal processing. My PhD work is focused on Bayesian filtering and smoothing of state-space models.

News

Publications

  1. Kostas Tsampourakis, Víctor Elvira. (2023). “An Augmented Gaussian Sum Filter Through a Mixture Decomposition 2023 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).
  2. Kostas Tsampourakis, Víctor Elvira. (2022). “Approximating The Likelihood Ratio in Linear-Gaussian State-Space Models for Change Detection 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).
  3. Abhishek Kaul, Hongjin Zhang, Kostas Tsampourakis, George Michailidis. “Inference on the Change Point under a High Dimensional Covariance Shift 2023, Journal of Machine Learning Research, vol. 24 .