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.
Posts by Matti Vihola
Yvann Le Fay, Nicolas Chopin, Matti Vihola: On the complexity of standard and waste-free SMC samplers https://arxiv.org/abs/2604.03352 https://arxiv.org/pdf/2604.03352 https://arxiv.org/html/2604.03352
Nice! So you can add a martingale difference (with nice properies) to a sub-Gaussian rv and get a Gaussian.
Nordstat will be in Helsinki June 1-4: www.helsinki.fi/en/conferenc.... Abstract submission DL is in one week (March 30).
We're #hiring! We have three new Assistant Professor positions in Statistics @ucddublin.bsky.social See www.ucd.ie/workatucd/jo... and search for job references:
- Permanent (ref. 019430).
- Temporary 5-year (ref. 019431).
- Temporary 5-year in the area of Machine Learning (ref. 019429).
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.
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....
Thinking of the next big move at the turn of the year? Here are some in Machine Learning and AI research, for PIs and postdocs:
@ellisinstitute.fi is looking for:
- PIs who will also get a tenure track professorship: DL Jan 12 www.ellisinstitute.fi/PI-recruit-2...
In addition to the adaptive algorithm (and proof of its validity), Pietari investigated a number of other properties of the i-SIR. For instance, it turns out that the asymptotic variances of the i-SIR are convex with respect to the number of proposals.
We developed a method for finding an appropriate number of proposals automatically in the i-SIR algorithm (a multi-proposal MCMC).
Happy to announce that this got accepted to the JRSS B. The advance article is available online: doi.org/10.1093/jrss...
We @uniofjyvaskyla.bsky.social are looking for an Assistant/Associate Professor (tenure track) in Mathematics (Probability/Mathematical Foundations of Data Science): www.ellisinstitute.fi/pi-positions....
Application instructions & form: www.ellisinstitute.fi/PI-recruit-2..., DL Jan 12!
Two assistant prof. vacancies at Warwick Statistics: warwick-careers.tal.net/vx/appcentre... (deadline 25 January 2025 at 11:55pm). CSML applications very welcome!
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/)
Our department is looking for a University Teacher in Mathematics (5 years fixed-term position): ats.talentadore.com/apply/univer.... #mathematics @uniofjyvaskyla.bsky.social
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...
Join us online for a discussion on
“Statistical exploration of the Manifold Hypothesis” and an opportunity to explore the intersection of geometry, statistics and machine learning.
📅 Wed 08 Oct | 🕓 4–6pm UK
🔗 Register + download the paper: rss.org.uk/training-eve...
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.
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.
I'm looking for a Doctoral Researcher (PhD student) to work with me on simulation-based inference at Data Science Research Centre, Tampere University Check the link for details and send an application before October 10th.
tuni.rekrytointi.com/paikat/?o=A_...
The Department of Statistics reception. Credit: John Cairns
We are recruiting for two leading Professorship opportunities in association with St Anne's College and Jesus College.
Join one of the country's leading centres of statistical research. Applications to both roles are welcomed.
Details: www.stats.ox.ac.uk/jobs
Closing: 15 September
📣 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]
New material on the O(T log T) coupling algorithms:
• Example where we use unbiased gradients for maximum likelihood estimation
• Generalised coupling algorithm which can handle potentials/weights that depend on current and previous state (coupling of conditional marginal particle filters)
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.
Join us in beautiful Oslo!
Associate Professor @ocbe.bsky.social
@uio.no
Deadline May 18th
www.jobbnorge.no/en/available...
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
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.
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.
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!