Imperial College London

Dr Nikolas Kantas

Faculty of Natural SciencesDepartment of Mathematics

Senior Lecturer



+44 (0)20 7594 2772n.kantas Website




538Huxley BuildingSouth Kensington Campus





My personal webpage can be found at:



Marowka M, Peters GW, Kantas N, et al., Factor augmented bayesian cointegration model: a case study on the soybean crush spread, Journal of the Royal Statistical Society Series C: Applied Statistics, ISSN:0035-9254

Lu X, Adams N, Kantas N, 2019, On adaptive estimation for dynamic Bernoulli bandits, Foundations of Data Science, Vol:1, ISSN:2639-8001, Pages:197-225

Llopis FP, Kantas N, Beskos A, et al., 2018, Particle filtering for stochastic Navier-Stokes signal observed with linear additive noise, Siam Journal on Scientific Computing, Vol:40, ISSN:1064-8275, Pages:A1544-A1565

Marowka M, Peters GW, Kantas N, et al., 2017, Some Recent Developments in Markov Chain Monte Carlo for Cointegrated Time Series, Esaim : Proceedings, Vol:59, ISSN:1270-900X, Pages:76-103

Whiteley N, Kantas N, 2017, Calculating principal eigen-functions of non-negative integral kernels: particle approximations and applications, Mathematics of Operations Research, Vol:42, ISSN:1526-5471, Pages:1007-1034

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