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Posts by Matti Vihola

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.

1 week ago 14 2 1 0

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

2 weeks ago 2 1 0 0

Nice! So you can add a martingale difference (with nice properies) to a sub-Gaussian rv and get a Gaussian.

2 weeks ago 1 0 0 0
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30th Nordic Conference in Mathematical Statistics | University of Helsinki 1-4 June 2026, University of Helsinki, Finland

Nordstat will be in Helsinki June 1-4: www.helsinki.fi/en/conferenc.... Abstract submission DL is in one week (March 30).

4 weeks ago 2 1 0 0

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).

1 month ago 4 2 0 1
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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.

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.

1 month ago 11 1 0 0
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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...

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....

1 month ago 3 1 0 0

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...

3 months ago 5 5 1 0
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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.

4 months ago 0 0 0 0

We developed a method for finding an appropriate number of proposals automatically in the i-SIR algorithm (a multi-proposal MCMC).

4 months ago 3 0 1 0
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Mixing time of the conditional backward sampling particle filter Abstract. The conditional backward sampling particle filter (CBPF) is a powerful Markov chain Monte Carlo sampler for general state space hidden Markov mod

Happy to announce that this got accepted to the JRSS B. The advance article is available online: doi.org/10.1093/jrss...

4 months ago 0 0 0 0
PI positions | ELLIS Institute Finland ELLIS Institute Finland PI positions (second call, winter 2025–26)

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!

5 months ago 5 3 0 1
Assistant Professor x2 (104176-1125) - University of Warwick Title: Assistant Professor x2 (104176-1125). Application Deadline: . Position Type: Permanent

Two assistant prof. vacancies at Warwick Statistics: warwick-careers.tal.net/vx/appcentre... (deadline 25 January 2025 at 11:55pm). CSML applications very welcome!

5 months ago 7 6 1 0

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/)

5 months ago 55 51 2 2
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University Teacher in Mathematics [Department of Mathematics and Statistics](https://www.jyu.fi/fi/science/maths) is seeking to recruit a University Teacher in Mathematics starting January 2nd 2026, or as soon as possible after that f...

Our department is looking for a University Teacher in Mathematics (5 years fixed-term position): ats.talentadore.com/apply/univer.... #mathematics @uniofjyvaskyla.bsky.social

6 months ago 2 2 0 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...

7 months ago 18 20 0 0
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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...

7 months ago 10 3 0 0

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.

7 months ago 8 12 0 1

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.

7 months ago 17 5 1 0
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Doctoral Researcher (simulation-based inference) / Väitöskirjatutkija (simulaatio-pohjainen päättely)

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_...

7 months ago 8 8 0 0
The Department of Statistics reception. Credit: John Cairns

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

7 months ago 1 1 0 0
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📣 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]

8 months ago 36 21 2 2
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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)

10 months ago 1 0 1 0
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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...

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.

10 months ago 7 1 2 0
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Associate Professor at the Oslo Centre for Biostatistics and Epidemiology (276924) | University of Oslo Job title: Associate Professor at the Oslo Centre for Biostatistics and Epidemiology (276924), Employer: University of Oslo, Deadline: Sunday, May 18, 2025

Join us in beautiful Oslo!
Associate Professor @ocbe.bsky.social
@uio.no
Deadline May 18th
www.jobbnorge.no/en/available...

11 months ago 7 15 0 1
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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

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

11 months ago 9 4 0 0
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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...

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.

1 year ago 96 71 2 2
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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 …

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.

1 year ago 1 3 1 0
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Associate professor (non-tenure track) in computational science and artificial intelligence degree programmes

We are recruiting! lut.rekrytointi.com/paikat/index...

1 year ago 0 1 0 0
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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!

1 year ago 30 17 1 0