Papers

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Preprints

1. Diffeomorphic Markov Chain Monte Carlo: fast mixing for heavy-tailed distributions

   With Aleksandar Mijatović.

   Preprint, 2026. arXiv

2. Central Limit Theorem for ergodic averages of Markov chains & the comparison of sampling algorithms for heavy-tailed distributions

   With Aleksandar Mijatović and Gareth Roberts.

   Preprint, 2025. arXiv

3. Stability of storage processes with general release rates

   With Aleksandar Mijatović and Nikola Sandrić.

   Preprint, 2025. arXiv

4. Superdiffusive limits for stochastic kinetics driven by self-similar drifts

   With Conrado da Costa, Aleksandar Mijatović and Andrew Wade.

   Preprint, 2024; revised 2026. arXiv

Publications

5. Probabilistic Multivariate Time Series Forecasting with Diffusion Copulas

   With David Huk and Dongshan Wang.

   ICLR Workshop on Advances in Financial AI, 2026. arXiv

6. Subexponential lower bounds for f-ergodic Markov processes

   With Aleksandar Mijatović.

   Probability Theory and Related Fields 194, 997–1054 (2026). arXiv · Journal

7. Nonasymptotic bounds for forward processes in denoising diffusions: Ornstein–Uhlenbeck is hard to beat

   With Aleksandar Mijatović.

   The Annals of Applied Probability 35(6), 4439–4463 (2025). arXiv · Journal

8. Brownian motion with asymptotically normal reflection in unbounded domains: from transience to stability

   With Aleksandar Mijatović and Andrew Wade.

   The Annals of Probability 53(1), 175–222 (2025). arXiv · Journal