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...

On the utility of Metropolis-Hastings with asymmetric acceptance ratio The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $π$. There has been recently much work devoted to the development of variants of the MH...

The interesting methodological paper "On the utility of Metropolis-Hastings with asymmetric acceptance ratio" on which this work is based can be found at

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.

UQSay #96 The ninety-sixth UQSay seminar on UQ, DACE and related topics will take place online on Thursday afternoon, March 12, 2026. ...

I am speaking about this work at the #UQSay seminar on Thursday www.uqsay.org/2026/02/uqsa...

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).

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...

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/...

We use SMC to estimate the likelihood of SDE parameters, combining controlled SMC (to obtain low variance estimators) with numerical splitting schemes and diffusion bridges (to reduce the time-discretisation bias). We show how to use the approach in three different observation regimes.

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 Statistics and Computing - The computation of normalisation constants, or marginal likelihoods, is essential in Bayesian inference since they provide information about model adequacy and facilitate...

Publisher link: link.springer.com/ar...
Early version on arxiv: arxiv.org/abs/1908.0...
Xi'an's Og: xianblog.wordpress.c...

"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...

Speakers:
Prof. Marta Blangiardo, Imperial
Dr Hannah Christensen, Oxford
Prof. Sophie Dabo-Niang, Lille
Dr Jill Johnson, Sheffield
Dr TJ McKinley, Exeter
Dr Ben Swallow, St Andrews
Dr William Thurston, Met Office

We also welcome submissions to the contributed talk and poster sessions up to the 15th of January. The submission form is at http://go.warwick.ac
Early-career researchers successful in their application to give a talk will be funded up to £200 for their travel costs.

Featured topics will include numerical modelling over a range of temporal and spatial scales, and statistical inference, calibration and uncertainty quantification of model parameters. Dates are 16-17 April 2026. Register for free at http://go.warwick.ac

*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

Bayesian inference of reproduction number from epidemiological and genetic data using particle MCMC Abstract. Inference of the reproduction number through time is of vital importance during an epidemic outbreak. Typically, epidemiologists tackle this usin

JRSSC link now available: academic.oup.com/jrsssc/advan...

(Realised that I am very behind with posting papers to social media. More to follow in the New Year. Not sure yet how far back in time I will go...)

We infer prevalence and reproduction number of a disease over time, along with the reporting probability. The paper considers applications to HIV-1 in North Carolina and tuberculosis in Buenos
Aires, and compares with alternative approaches that use only epidemiological or only genetic data.

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...