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Matti Vihola

@mattivihola.bsky.social

Professor of Statistics, University of Jyväskylä. Computational statistics, applied probability, Monte Carlo methods, Bayesian inference. https://iki.fi/mvihola/

22 Posts475 Follower229 Folgt
Sam Power@spmontecarlo.bsky.social · last mo.

Registration is now open for this workshop! website: sites.google.com/view/newcast... registration: webstore.ncl.ac.uk/conferences-...

Non-Equilibrium Sampling: DiffusionsFlowsParticles | Newcastle University WebStore

The Second Sampling Workshop at Newcastle!This three-day workshop will bring together researchers at the forefront of modern sampling techniques and relate

webstore.ncl.ac.uk

Sam Power@spmontecarlo.bsky.social · 3mo ago

graphic design remains my passion sites.google.com/view/newcast...

Matti Vihola@mattivihola.bsky.social · 5mo ago

Some new work on (dynamic path length) Riemannian manifold HMC. RMHMC with a block-diagonal mass matrix admits an explicit (symmetric & reversible) integrator. We find the parameters of the sampler, including the hierarchical mass matrix using on-line adaptation.

arXiv stat.CO Computation@statco-bot.bsky.social · 5mo ago

Miika Kailas, Matti Vihola, Jonas Wallin: Hierarchical Riemannian manifold Hamiltonian Monte Carlo algorithms https://arxiv.org/abs/2604.09832 https://arxiv.org/pdf/2604.09832 https://arxiv.org/html/2604.09832

Matti Vihola@mattivihola.bsky.social · 6mo ago

Our invitation to adaptive MCMC theory appeared in the EJP: doi.org/10.1214/26-E.... The 'waning adaptation' condition accommodates both stochastic gradient style continuous adaptation and schemes which update parameters increasingly rarely.

An invitation to adaptive Markov chain Monte Carlo convergence theory

Adaptive Markov chain Monte Carlo (MCMC) algorithms, which automatically tune their parameters based on past samples, have proved extremely useful in practice. The self-tuning mechanism makes them ‘non-Markovian’, which means that their validity cannot be ensured by standard Markov chains theory. Several different techniques have been suggested to analyse their theoretical properties, many of which are technically involved. The technical nature of the theory may make the methods unnecessarily unappealing. We discuss one technique—based on a martingale decomposition—with uniformly ergodic Markov transitions. We provide an accessible and self-contained treatment in this setting, and give detailed proofs of the results discussed in the paper, which only require basic understanding of martingale theory and general state space Markov chain concepts. We illustrate how our conditions can accommodate different types of adaptation schemes, and can give useful insight to the requirements which ensure their validity.

doi.org

Matti Vihola@mattivihola.bsky.social · 6mo ago

We are looking for an Assistant or Associate Professor to join the Department of Mathematics and Statistics @uniofjyvaskyla.bsky.social: ats.talentadore.com/apply/assist....

Assistant/Associate Professor, Tenure Track, in Mathematics

The Department of Mathematics and Statistics is seeking to recruit an Assistant/Associate Professor (Tenure Track) in Mathematics starting on August 1, 2026, or as soon as possible after that. Accordi...

ats.talentadore.com

Aki Vehtari@avehtari.bsky.social · 10mo ago

Now I'm also looking for a research software engineer to implement a pile of research results to R packages loo, posterior, bayesplot, projpred, priorsense, brms or/and Python packages ArviZ, Bambi and Kulprit. Apply by email with no specific deadline (see contact info at users.aalto.fi/~ave/)

Aki Vehtari@avehtari.bsky.social · 10mo ago

I'm now also looking for a postdoc with strong Bayesian background and interest in developing Bayesian cross-validation theory, methods and software. Apply by email with no specific deadline (see contact information at users.aalto.fi/~ave/). Others, please share

Jarno Vanhatalo@jarnovanhatalo.bsky.social · last yr.

We are seeking a postdoctoral researcher in statistics to develop methods for analyzing large scale biodiversity and ecosystem function data at the University of Helsinki. This is a great opportunity for someone who wants to do advanced Bayesian modeling with direct link to real world applications.

Research Centre For Ecological Change@rececochange.bsky.social · last yr.

📢 Post doc! Want to join our team? We are looking for 3 post docs in biodiversity science, genetic indicator assessment, and ecological statistics for a fixed term of 2 years! Come unravel the drivers and consequences of global change on biodiversity with us! DL 24.9. #universityofhelsinki

Sam Power@spmontecarlo.bsky.social · last yr.

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.

Arno Solin@arnosolin.bsky.social · last yr.

📣 Please share: We invite submissions to the 29th International Conference on Artificial Intelligence and Statistics (#AISTATS 2026) and welcome paper submissions at the intersection of AI, machine learning, statistics, and related areas. [1/3]

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Matti Vihola@mattivihola.bsky.social · last yr.

We revised our paper on conditional backward sampling particle filter mixing times arxiv.org/abs/2312.17572. We prove (under strong mixing) that their mixing time is O(log T), where T is time horizon, with fixed number of particles. The proof is based on implementable couplings.

Mixing time of the conditional backward sampling particle filter

The conditional backward sampling particle filter (CBPF) is a powerful Markov chain Monte Carlo sampler for general state space hidden Markov model (HMM) smoothing. It was proposed as an improvement o...

arxiv.org

Mattias Villani@matvil.bsky.social · last yr.

Data Science/ML/Stats academics: We are hiring a senior lecturer to contribute to research and the new (hugely popular) master's in Data Science, Statistics and Decision Analysis: bit.ly/3GZj0N9 Excellent job security, health care, pensions and all that. Reposts appreciated! bit.ly/435VTYW

Senior Lecturer in Statistics, specialized in Data Science

For more information about us, please visit: Department of Statistics Subject/subject description Data science is a multidisciplinary academic field that uses scientific methods, algorithms and system

bit.ly

Vera Mikkilä@veramikkila.bsky.social · last yr.

Are you a professor or assistant professor level researcher in the US or elsewhere outside of Finland? Looking for new opportunities in an inspiring and well-connected research environment? Finland might be just the place for you. Reach out to Finnish universities to explore what’s possible.

Finland invests in research excellence – new funding call by Research Council of Finland to support recruitment of international talents

The Research Council of Finland (RCF) has launched a funding call to improve universities’ ability to recruit international experts to Finland. In line with the RCF’s strategy, the call wi...

aka.fi

Adam Johansen@adamjohansen.bsky.social · last yr.

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.

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 …

oceanerc.com