Assistant Professor (dr hab.)

Faculty of Mathematics and Information Science, Warsaw University of Technology

**Address: **

Faculty of Mathematics and Information Science

Warsaw University of Technology

Koszykowa 75

00-662 Warsaw

- (with J. Wesołowski and X. Zeng)
**Discrete parametric graphical models with Dirichlet type priors,**arXiv. - (with A. P. Chojecki and P. Morgen)
**Learning permutation symmetries of a Gaussian vector with gips in R,**arXiv, CRAN R package, gips: pkgdown. - (with M. Bogdan, X. Dupuis, P. Graczyk, T. Skalski, P. Tardivel and M. Wilczyński)
**Pattern recovery by SLOPE,**arXiv.

- (with M. Łazęcka and J. Mielniczuk)
**Analysis of Conditional Randomisation and Permutation schemes with application to conditional independence testing,**TEST, 32 (2023), 1459 - 1478, pdf, supplement, online. - (with P. Graczyk, T. Skalski and M. Wilczyński)
**Pattern recovery and signal denoising by SLOPE when the design matrix is orthogonal,**Probability and Mathematical Statistics, 42(2) (2022), str. 283 – 302, pdf, online. - (with P. Graczyk and H. Ishi)
**Graphical Gaussian models associated to a homogeneous graph with permutation symmetries,**Physical Sciences Forum, 5(1), 20 (2022), 1 - 9, pdf, online. - (with K. Burdzy and T. Tadić)
**Stochastic fixed point equation and local dependence measure,**Annals of Applied Probability, 32(4) (2022), 2811 – 2840, pdf, online. - (with P. Graczyk and H. Ishi and H. Massam)
**Model selection in the space of Gaussian models invariant by symmetry,**Annals of Statistics, 50 (3) (2022), 1747 – 1774, pdf, supplement, online. - (with K. Szpojankowski)
**A phase transition for tails of the free multiplicative convolution powers,**Advances in Mathematics, 403 (2022), 108398: 1 - 50, pdf, online. - (with E. Damek)
**Stochastic recursions: Between Kesten's and Grincevicius-Grey's assumptions,**Stochastic Processes and their Applications, 130(3) (2020), 1792 - 1819, pdf, online. - (with A. Piliszek)
**Independence characterization for Wishart and Kummer random matrices,**REVSTAT-Statistical Journal, 18(3) (2020), 357 - 373, pdf, online. - (with G. Letac and M. Piccioni)
**Location and scale behaviour of the quantiles of a natural exponential family,**ESAIM-Probability and Statistics, 24 (2020), 244 - 251, pdf, online. - (with K. Burdzy and T. Tadić)
**Inverse Exponential Decay: Stochastic Fixed Point Equation and ARMA Models,**Bernoulli, 25(4B) (2019), 3939 - 3977, pdf, online. - (with H. Ishi)
**Characterization of the Riesz Exponential Family on homogeneous cones,**Colloquium Mathematicum, 158(1) (2019), 45 - 57, pdf, online. - (with P. Graczyk and H. Ishi)
**Wishart laws and variance function on homogeneous cones,**Probability and Mathematical Statistics, 39(2) (2019), 337 - 360, pdf, online. -
**A Matsumoto-Yor characterization for Kummer and Wishart random matrices,**Journal of Mathematical Analysis and Applications, 460(2) (2018), 976 - 986, pdf, online. -
**On perpetuities with light tails,**ADVANCES IN APPLIED PROBABILITY, 50(4) (2018), 1119 - 1154, pdf, online. - (with E. Damek)
**A renewal theorem and supremum of a perturbed random walk,**Electronic Communications in Probability, 23 (2018), 1 - 13, pdf, online. -
**Logarithmic tails of sums of products of positive random variables bounded by one,**Annals of Applied Probability, 27(2) (2017), 1171 - 1189, pdf, online. -
**The left tail of renewal measure,**STATISTICS & PROBABILITY LETTERS, 129 (2017), 306 - 310, pdf, online. -
**The Matsumoto-Yor Property and Its Converse on Symmetric Cones,**Journal of Theoretical Probability, 30(2) (2017), 624 - 638, pdf, online. -
**Characterization of beta distribution on symmetric cones,**Journal of Multivariate Analysis, 143 (2016), str. 414 - 423, pdf, online. -
**The generalized fundamental equation of information on symmetric cones,**Aequationes Mathematicae, 90(5) (2016), 917 - 933, pdf, online. -
**The Lukacs-Olkin-Rubin Theorem on Symmetric Cones Without Invariance of the "Quotient",**Journal of Theoretical Probability, 29(2) (2016), 550 - 568, pdf, online. -
**Multiplicative Cauchy functional equation on symmetric cones,**Aequationes Mathematicae, 89(4) (2015), 1075 - 1094, pdf, online. -
**The Lukacs-Olkin-Rubin theorem on symmetric cones through Gleason's theorem**, Studia Mathematica, 217(1) (2013), 1 - 17, pdf, online.