Adam Johansen

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 …

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....

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

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

甘利 俊一 栄誉研究員が「京都賞」を受賞 甘利 俊一栄誉研究員（本務：帝京大学 先端総合研究機構 特任教授）は、人工ニューラルネットワーク、機械学習、情報幾何学分野での先駆的な研究が評価され、第40回（2025）京都賞（先端技術部門　受賞対象分野：情報科学）を受賞しました。

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...

We are recruiting! A three-year postdoctoral position at Warwick as part of the “Probabilistic Artificial Intelligence” hub on the mathematical foundations of AI. Further details at the link: warwick-careers.tal....

🥳 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

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

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

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...

🚨 New paper: “Towards Adaptive Self-Normalized IS”, @ IEEE Statistical Signal Processing Workshop.

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

arxiv.org/abs/2505.00372

Announcing our 2025-26 William Guy Lecturers

Announcing our 2025/26 William Guy Lecturers 📢

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

🔗 Read more: rss.org.uk/news-publica...

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

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

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...

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

🗣️ Just 2 weeks until the CRiSM 2.0 - Conference 2025 here at the Warwick Statistics. We can’t wait to welcome you from Wednesday 21st – Friday 23rd May 2025.
If you haven’t already, register for the three-day conference event now (deadline today - 8th May!) 🔗 tinyurl.com/2d2b9b7a

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...

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.

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 ⬇️
rss.org.uk/training-eve...

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.)

Unbiased Parameter Estimation for Partially Observed Diffusions In this article we consider the estimation of static parameters for partially observed diffusion process with discrete-time observations over a fixed time interval. In particular, we assume that one m...

The thesis was based around four substantial chapters of novel material: three on unbiased/multilevel methods, arxiv.org/abs/2309.10589, arxiv.org/abs/2404.15606 and arxiv.org/abs/2411.11270, and one on a lagged Feynman-Kac estimator: arxiv.org/abs/2407.15494.

I just enjoyed Elsiddig Awadelkraim's thesis defence. Aside from the substantial technical interest, it was interesting to see the KAUST approach to the viva for the first time.

*G-Research Warwick PhD Scholarship* In 2025, one scholarship funded by a generous donation from G-Research (www.gresearch.com/) will be awarded to an outstanding student undertaking a PhD within the Department of Statistics – Apply now.
warwick.ac.uk/fac/sc...

Nicolas Chopin will speak at our CRiSM colloquium *today* at 11am. NIcolas will speak on "Saddlepoint Monte Carlo and its Application to Exact Ecological Inference". For the benefit of people on campus who may be able to attend, the talk will be in MS.02, followed by lunch.
warwick.ac.uk/fac/sc...

The position is based at Warwick and the deadline for applications is Thursday 10th April 2025 at 11.55pm (in the UK).

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 …

3 year PDRA position as part of the OCEAN project (www.oceanerc.com) to work with Gareth Roberts, myself and other OCEAN Researchers on a range of topics around scalable distributed computation. Details at warwick-careers.tal.net/vx/appcentre...; please share with anyone who might be interested.

I will be one of the supervisors on this. Please pass on to any UK students who may be interested.

It's a pleasure to report that arxiv.org/abs/1805.03924 has been accepted by JRSSB. Rob and Leah, in particular, have done a huge amount of work on this and it's nice to see it reach a conclusion! It makes explicit connections between nested sampling and SMC and shows how they can be exploited.

$Φ$-DVAE: Physics-Informed Dynamical Variational Autoencoders for Unstructured Data Assimilation Incorporating unstructured data into physical models is a challenging problem that is emerging in data assimilation. Traditional approaches focus on well-defined observation operators whose functional...

This afternoon I was privileged to examine Alex Glyn-Davies, who produced a great thesis on aspects of physics-informed inference for DE models (arxiv.org/abs/2209.15609, arxiv.org/abs/2409.07101 and arxiv.org/abs/2409.06560) and some anomaly detection for good measure doi.org/10.1016/j.pa....

JOB OPENING at University of Bristol:
-- Lecturer in Statistics or Machine Learning
-- (x 2 positions available)
-- application deadline: 31 March, 2025

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

Come join us!

The @royalstatsoc.bsky.social William Guy Lectureship this year has a "statistics and AI" focus, and may be of interest to some in our community.