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Adam Johansen

@adamjohansen.bsky.social

Professor of Statistics at University of Warwick; computational methods, Monte Carlo, gradient flows and fun things like those.

107 Followers  |  109 Following  |  26 Posts  |  Joined: 18.11.2024  |  2.1166

Latest posts by adamjohansen.bsky.social on Bluesky

Applications are invited for Chapman Fellow in Mathematics (Statistics Section) at the Department of Mathematics.
Closing date: 11 November 2025
www.imperial.ac.uk/jobs//search...

09.10.2025 11:51 โ€” ๐Ÿ‘ 0    ๐Ÿ” 3    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0
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Thinking about doing a PhD in statistics, probability or mathematical finance? Want to learn more about doctoral training at Warwick Statistics? Register now for our upcoming PhD Open Days. Find more information and book your place here: warwick.ac.uk/fac/sc...

08.10.2025 13:29 โ€” ๐Ÿ‘ 0    ๐Ÿ” 1    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0
Imperial College London Authentication - Stale Request

We are hiring!

We are inviting applications for the Chapman Fellowship inย Statistics at Imperial College London.

This is a kind of super-postdoc: 3 years contract, excellent working conditions, and candidates are expected to propose an independent research plan.

www.imperial.ac.uk/jobs//search...

01.10.2025 12:39 โ€” ๐Ÿ‘ 6    ๐Ÿ” 4    ๐Ÿ’ฌ 1    ๐Ÿ“Œ 0
Rocco Caprio

Congratulations to Rocco Caprio -- thesis defended, minor corrections done and graduation imminent. Thanks to Gareth Roberts and Andrew Duncan for examining the thesis. Rocco is now a Prob-AI-funded research fellow warwick.ac.uk/fac/sci/stat... and I look forward to seeing what comes next.

25.09.2025 14:58 โ€” ๐Ÿ‘ 2    ๐Ÿ” 0    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0

There are a couple of vacancies in Wollongong for Maths/Stats lecturers:

www.uow.edu.au/about/jobs/j...

23.09.2025 08:03 โ€” ๐Ÿ‘ 3    ๐Ÿ” 4    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0

Some fun news: We're hiring!

Lectureship (analogous to Assistant Prof.) in Statistical Science and AI, in the School of Mathematics, University of Bristol.

Closing date 13 October 2025; link below!

www.bristol.ac.uk/jobs/find/de...

22.09.2025 13:28 โ€” ๐Ÿ‘ 18    ๐Ÿ” 20    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0
Screenshot of blog post at https://dirk.eddelbuettel.com/blog/2025/09/09#rcppsmc_0.2.9 describing release 0.2.9 of CRAN package RcppSMC

Screenshot of blog post at https://dirk.eddelbuettel.com/blog/2025/09/09#rcppsmc_0.2.9 describing release 0.2.9 of CRAN package RcppSMC

RcppSMC 0.2.9 on CRAN: Maintenance
Sequential Monte Carlo / Particle Filters for R
dirk.eddelbuettel.com/blog/2025/09...
#rstats #rcpp

09.09.2025 20:44 โ€” ๐Ÿ‘ 1    ๐Ÿ” 1    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0

An announcement, which might be of some interest:

In the period 2022-2024, myself and a number of other postdocs on the "CoSInES" and "Bayes4Health" EPSRC grants were involved in organising a number of internal tutorial workshops, on topics relevant to researchers in computational statistics.

02.09.2025 12:13 โ€” ๐Ÿ‘ 17    ๐Ÿ” 5    ๐Ÿ’ฌ 1    ๐Ÿ“Œ 0

Rocco explains this work, among other things, about 90 minutes in to the [https://www.youtube.com/watch?v=QrPy49eAe9o](recording of the recent RSS Workshop of Gradient Flows).

07.08.2025 16:13 โ€” ๐Ÿ‘ 1    ๐Ÿ” 0    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0

As evidence that this prediction wasn't too bad, [https://academic.oup.com/biomet/advance-article/doi/10.1093/biomet/asaf061/8223075](Rocco's second paper), showing the fast convergence of the venerable EM algorithm using a rather fun functional analysis argument, is in press for Biometrika.

07.08.2025 16:11 โ€” ๐Ÿ‘ 4    ๐Ÿ” 0    ๐Ÿ’ฌ 1    ๐Ÿ“Œ 0

Applications are still open for another two weeks.

06.08.2025 19:22 โ€” ๐Ÿ‘ 2    ๐Ÿ” 2    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0
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OCEAN OCEAN is an ERC Synergy grant gathering researchers to lay the fundations of the next-generation machine learning algorithms, involving decentralized inference and predictive tasks in the presence โ€ฆ

If anyone is, or knows anyone who is, looking for a postdoc position to work on the foundations of scalable inference and such... applications for a postdoctoral position at Warwick as a part of the OCEAN project (oceanerc.com) are open until 20th August at warwick-careers.tal.net/vx/appcentre....

23.07.2025 10:27 โ€” ๐Ÿ‘ 9    ๐Ÿ” 5    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 1
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New work on inference for partially observed (hypoelliptic) SDEs in frequentist/Bayesian regimes.

Splitting schemes & controlled SMC (+ bridges) to recover the (pseudo)likelihood of interest
arxiv.org/abs/2507.14535

Work led by Shu, with @adamjohansen.bsky.social and @bayesianstats.bsky.social

22.07.2025 15:09 โ€” ๐Ÿ‘ 9    ๐Ÿ” 3    ๐Ÿ’ฌ 2    ๐Ÿ“Œ 1
Nested sampling and SMC: numerical experiments โ€“ Statisfaction - I canโ€™t get no

Second blog post about nested sampling: numerical experiments;
https://statisfaction-blog.github.io/posts/30-06-2025-nested-sampling-experiments/

01.07.2025 06:46 โ€” ๐Ÿ‘ 3    ๐Ÿ” 2    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0
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็”˜ๅˆฉ ไฟŠไธ€ ๆ „่ช‰็ ”็ฉถๅ“กใŒใ€Œไบฌ้ƒฝ่ณžใ€ใ‚’ๅ—่ณž ็”˜ๅˆฉ ไฟŠไธ€ๆ „่ช‰็ ”็ฉถๅ“ก๏ผˆๆœฌๅ‹™๏ผšๅธไบฌๅคงๅญฆ ๅ…ˆ็ซฏ็ทๅˆ็ ”็ฉถๆฉŸๆง‹ ็‰นไปปๆ•™ๆŽˆ๏ผ‰ใฏใ€ไบบๅทฅใƒ‹ใƒฅใƒผใƒฉใƒซใƒใƒƒใƒˆใƒฏใƒผใ‚ฏใ€ๆฉŸๆขฐๅญฆ็ฟ’ใ€ๆƒ…ๅ ฑๅนพไฝ•ๅญฆๅˆ†้‡Žใงใฎๅ…ˆ้ง†็š„ใช็ ”็ฉถใŒ่ฉ•ไพกใ•ใ‚Œใ€็ฌฌ40ๅ›ž๏ผˆ2025๏ผ‰ไบฌ้ƒฝ่ณž๏ผˆๅ…ˆ็ซฏๆŠ€่ก“้ƒจ้–€ใ€€ๅ—่ณžๅฏพ่ฑกๅˆ†้‡Ž๏ผšๆƒ…ๅ ฑ็ง‘ๅญฆ๏ผ‰ใ‚’ๅ—่ณžใ—ใพใ—ใŸใ€‚

Shunichi Amari has been awarded the 40th (2025) Kyoto Prize in recognition of his pioneering research in the fields of artificial neural networks, machine learning, and information geometry

www.riken.jp/pr/news/2025...

20.06.2025 13:26 โ€” ๐Ÿ‘ 35    ๐Ÿ” 12    ๐Ÿ’ฌ 2    ๐Ÿ“Œ 0
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We are recruiting! A three-year postdoctoral position at Warwick as part of the โ€œProbabilistic Artificial Intelligenceโ€ hub on the mathematical foundations of AI. Further details at the link: warwick-careers.tal....

26.06.2025 11:00 โ€” ๐Ÿ‘ 4    ๐Ÿ” 2    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0

๐Ÿฅณ Congratulations are in order for:

our newly promoted professors

FX
Robin
Paul
Terry

as well as for our newly promoted Associated Professors

Tom H
Alex D
Takoua
Emma
Brieuc

18.06.2025 09:53 โ€” ๐Ÿ‘ 5    ๐Ÿ” 3    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0
A simpler nested sampling identity โ€“ Statisfaction - I canโ€™t get no

Post blog on an attempt of giving a simple introduction to NS (nested sampling), and NS-SMC (SMC samplers based on NS):

https://statisfaction-blog.github.io/posts/04-06-2025-simpler-nested-sampling-identity/nested.html

13.06.2025 06:41 โ€” ๐Ÿ‘ 4    ๐Ÿ” 2    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0

I'm sure this will be the first of many.

12.06.2025 11:36 โ€” ๐Ÿ‘ 5    ๐Ÿ” 0    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 1
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Towards Adaptive Self-Normalized Importance Samplers The self-normalized importance sampling (SNIS) estimator is a Monte Carlo estimator widely used to approximate expectations in statistical signal processing and machine learning. The efficiency of S...

๐Ÿšจ New paper: โ€œTowards Adaptive Self-Normalized ISโ€, @ IEEE Statistical Signal Processing Workshop.

TLDR;
To estimate ยต = E_p[f(ฮธ)] with SNIS, instead of doing MCMC on p(ฮธ) or learning a parametric q(ฮธ), we try MCMC directly on p(ฮธ)| f(ฮธ)-ยต | (variance-minimizing proposal).

arxiv.org/abs/2505.00372

02.05.2025 13:29 โ€” ๐Ÿ‘ 31    ๐Ÿ” 11    ๐Ÿ’ฌ 1    ๐Ÿ“Œ 0
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Announcing our 2025-26 William Guy Lecturers

Announcing our 2025/26 William Guy Lecturers ๐Ÿ“ข

Focusing on "Statistics and AI," these talks will inspire students about the role of statistics in our tech-driven world.

๐Ÿ”— Read more: rss.org.uk/news-publica...

03.06.2025 12:05 โ€” ๐Ÿ‘ 4    ๐Ÿ” 3    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 2

Tim Y. J. Wang, Juan Kuntz, O. Deniz Akyildiz
Training Latent Diffusion Models with Interacting Particle Algorithms
https://arxiv.org/abs/2505.12412

20.05.2025 07:29 โ€” ๐Ÿ‘ 2    ๐Ÿ” 2    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0

If anyone missed the RSS Gradient Flow workshop back in March, videos are now available...

23.05.2025 20:14 โ€” ๐Ÿ‘ 0    ๐Ÿ” 1    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0
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Applications are still open for our MSc in Statistics. In case you have any questions, we have a Live Chat this Friday (16th May). To register join here: meetandengage.com/un... For more information, see warwick.ac.uk/fac/sc...

12.05.2025 11:00 โ€” ๐Ÿ‘ 0    ๐Ÿ” 1    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0
Screenshot of blog post at https://dirk.eddelbuettel.com/blog/2025/05/11#rcppsmc_0.2.8 describing release 0.2.8 of CRAN package RcppSMC

Screenshot of blog post at https://dirk.eddelbuettel.com/blog/2025/05/11#rcppsmc_0.2.8 describing release 0.2.8 of CRAN package RcppSMC

RcppSMC 0.2.8 on CRAN: Maintenance
Sequential Monte Carlo / Particle Filters for R
dirk.eddelbuettel.com/blog/2025/05...
#rcpp #rstats

11.05.2025 12:46 โ€” ๐Ÿ‘ 4    ๐Ÿ” 2    ๐Ÿ’ฌ 2    ๐Ÿ“Œ 0
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๐Ÿ—ฃ๏ธ Just 2 weeks until the CRiSM 2.0 - Conference 2025 here at the Warwick Statistics. We canโ€™t wait to welcome you from Wednesday 21st โ€“ Friday 23rd May 2025.
If you havenโ€™t already, register for the three-day conference event now (deadline today - 8th May!) ๐Ÿ”— tinyurl.com/2d2b9b7a

08.05.2025 10:50 โ€” ๐Ÿ‘ 4    ๐Ÿ” 2    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0
BayesComp Satellite Workshop on Bayesian Computation and Inference with Misspecified Models

The BayesComp workshop on 'Bayesian Computation and Inference with Misspecified Models' will take place in Singapore on the 16-17th June.

We have an open call for posters/contributed calls, with a deadline on the 1st May. More details on the website:
postbayes.github.io/BayesMisspec...

02.04.2025 15:04 โ€” ๐Ÿ‘ 13    ๐Ÿ” 7    ๐Ÿ’ฌ 1    ๐Ÿ“Œ 1
Fees & Funding

Warwick's Statistics department has recently come by funding for a few additional PhD scholarships for the coming year; details of funding still available are at
warwick.ac.uk/fac/sci/stat... if anyone is in the market for a PhD position starting in October 2025.

01.04.2025 17:05 โ€” ๐Ÿ‘ 2    ๐Ÿ” 2    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0
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Our next Discussion Meeting will focus on our journal paper exploring the statistical aspects of the Covid-19 response

We caught up with co-author Simon Wood on the paper and what he'll discuss at next month's meeting
rss.org.uk/news-publica...

Register to attend here โฌ‡๏ธ
rss.org.uk/training-eve...

31.03.2025 08:23 โ€” ๐Ÿ‘ 5    ๐Ÿ” 2    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 1

Somewhere in between several other models: the candidate gives a presentation for around an hour to a larger audience, then there's a closed defence with a panel of examiners for around an hour. (As ever, doing things by zoom probably wasn't optimal, but it worked okay.)

26.03.2025 09:32 โ€” ๐Ÿ‘ 0    ๐Ÿ” 0    ๐Ÿ’ฌ 0    ๐Ÿ“Œ 0

@adamjohansen is following 20 prominent accounts