I'm not sure one is supposed to repost praise, but I hope it can be forgiven in this case, since we had a lot indecision as to what this paper should look like before putting it out. In this situation it feels nice to have a vote of confidence!

Aki Vehtari@avehtari.bsky.social · last mo.

Excellent paper and I fully agree with their conclusions. We had similar unpublished experimental results but ended up prioritizing other projects. This is a more extensive study of the issue and happy to see it published! @bayesianstats.bsky.social

New paper with Jia Le Tan (who is at ISBA!) and Nicola Walker. We tried out Pareto smoothing weight-adjustment in SMC, but found there were only minimal benefits since the variance reduction through using a sequence of targets dominates the impact of the adjustment. http://arxiv.org/abs...

Warwick Statistics is recruiting a Tutor. This is a one year fixed-term role for the academic year 26-27. Closing Deadline: Thursday 9th July 2026 at 11:55pm (UK Time) warwick-careers.tal....

Alongside our paper "Bayesian Inference of Pathogen Phylogeography using the Structured Coalescent Model", Ian Roberts released the R package StructCoalescent. You can install it using the command devtools::install_github("IanPRoberts/StructCoalescent") github.com/IanPRober...

To go along with our paper "Bayesian inference of reproduction number from epidemiological and genetic data using particle MCMC", Alicia Gill released an accompanying R package, EpiSky. You can install it using devtools::install_github("alicia-gill/EpiSky") github.com/alicia-gi...

To go with our Bayesian Analysis paper "Speeding up Inference of Homologous Recombination in Bacteria", we made a version of the ClonalOrigin package that is callable from R, and which contains the improved RJMCMC method for inference. You can find it at github.com/richardge...

We are currently advertising for two Teaching Fellows and four Tutors in the Department of Statistics. Deadline on Thursday 23rd April. www.jobs.ac.uk/job/D... www.jobs.ac.uk/job/D...

Felipe Medina Aguayo, Xavier Didelot and I had our work on "Speeding up Inference of Homologous Recombination in Bacteria" published in Bayesian Analysis. We use new parallel annealing-based reversible jump MCMC to obtain more accurate inference for the ClonalOrigin model. projecteuclid.org/jo...

We still have a few places at our CRiSM and LMS workshop at Warwick on 16-17th April on "Environmental Modelling meets Infectious Diseases", exploring the links between these two fields. The schedule is now finalised and available on the website http://go.warwick.ac... Visit the website to register.

Leonardo Ripoli and I arxived the paper "Sequential Monte Carlo with active subspaces". Within an SMC sampler we adaptively identify directions in which the likelihood is not informative, and use this to improve MCMC efficiency at each iteration of the SMC. arxiv.org/abs/2411.0...

what function is the biggest jumpscare to you. i'll go first, clear choice for me at least it's obviously the gamma function.

Last year Leonardo Ripoli and I archived the paper "Improved MCMC with active subspaces". We identify directions in the parameter space in which the likelihood is not informative, and explore ways of making MCMC more efficient by focussing on the directions where it is. arxiv.org/abs/2501.0...

OWABI⁷, 25 March 2026: Robust Simulation Based Inference (11am UK time) Speaker: Larry Wasserman (Carnegie Mellon University) Title: Robust Simulation Based Inference warwick.ac.uk/fac/sc...

Pretty remarkable that Bethell's first three hundreds as a professional cricketer were in an ODI, a Test and a T20I (I think).

So I pleased to announce the conceptual spawn of FigTree: PearTree (acronym still to be finalised). If you want to dive right in it is hosted as a web app here: artic-network.github.io/peartree (click the “Example...” button for immediate candy and then click every button you can find).

The next OWABI seminar will be given by Shreya Sinha Roy (Warwick), who will talk about "Prequential posteriors" on Thursday the 26th February at 11am UK time. arxiv.org/abs/2511.1... www.warwick.ac.uk/owabi MS Teams link: teams.microsoft.com/...

Prequential posteriors

Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative...

arxiv.org

In July Shu Huang (with me, Massi Tamborrino and Adam Johansen) posted a paper "Inference for Diffusion Processes via Controlled Sequential Monte Carlo and Splitting Schemes". arxiv.org/abs/2507.1...

Ian Roberts published his first paper "Bayesian Inference of Pathogen Phylogeography using the Structured Coalescent Model" with me, Jere Koskela and Xavier Didelot. We describe an efficient reversible jump MCMC method for inference for the structured coalescent. journals.plos.org/pl...

This year the European Meeting of Statisticians will be in Lugano, Switzerland, 24 - 28 August 2026. The deadline for abstract submission is 31 March 2026. https://www.ems26.org/

Tomorrow's OWABI seminar by Louis Sharrock (UCL), who will talk about "Sequential Neural Score Estimation: Likelihood-free inference with conditional score base diffusion models" (29th Jan, 11am UK time). Join: teams.microsoft.com/... Meeting ID: 388 990 396 214 49 Passcode: f3Dh22XL

"Annealing Strategies for Variance Reduction in Balance Heuristic Estimators" by Felipe Medina Aguayo and I is accepted in Stats and Computing. Multiple importance sampling uses multiple proposals to reduce variance. We use annealing to significantly further reduce variance. https://rdcu.be/eqe8j

Today is the deadline for contributed talks and posters for our event on Environmental Modelling meets Infectious Diseases. Early-career researchers successful in their application to give a talk will be funded up to £200 for their travel costs. go.warwick.ac.uk/env...

Shreya Sinha Roy's first paper (joint with me, Christian Robert and Rito Dutta) is on "Generalized Bayesian deep reinforcement learning". We use a neural network as a model in Bayesian reinforcement learning, trained using a generalized prequential scoring rule with SMC arxiv.org/abs/2412.1...

*Environmental Modelling meets Infectious Diseases: from Mathematics to Applications* Upcoming workshop in Warwick Stats, supported CRiSM, LMS and RSS. We aim to promote the transfer of ideas between the environmental modelling and infectious disease modelling communities. http://go.warwick.ac...

New paper accepted in JRSSC with Alicia Gill, Jere Koskela and Xavier Didelot on "Bayesian Inference of Reproduction Number from Epidemiological and Genetic Data Using Particle MCMC". We supplement case data with a dated phylogeny inferred from sequence data arxiv.org/pdf/2311.0...

New paper from Shreya Sinha Roy, me, Christian Robert and Rito Dutta on "Prequential posteriors". We use a a predictive-sequential loss function to fit deep generative forecasting models for the purpose of data assimilation, with waste-free SMC for fitting the neural network arxiv.org/abs/2511.1...

Warwick Statistics is recruiting two Assistant Professors! We are looking for a researcher with a strong track record and outstanding promise in one or more areas of Statistical Methodology and Theory, Computational Statistics and Machine Learning. Closing date: 25th Jan 26 warwick-careers.tal....

The 1st OWABI talk of the Season will be given by François-Xavier Briol (University College London). who will talk about "Multilevel neural simulation-based inference".

Multilevel neural simulation-based inference

Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences...

arxiv.org

Warwick Statistics is hiring an Assistant Professor in Mathematical Finance! The deadline is 23rd November.

I'm very much looking forward to speaking at the upcoming workshop on MCMC at Newcastle. Details here: sites.google.com/vie... I will speak about MCMC with active subspaces arxiv.org/abs/2501.0...