Adam Johansen
@adamjohansen.bsky.social
110 followers 110 following 26 posts
Professor of Statistics at University of Warwick; computational methods, Monte Carlo, gradient flows and fun things like those.
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Reposted by Adam Johansen
warwickstats.bsky.social
Thinking about doing a PhD in statistics, probability or mathematical finance? Want to learn more about doctoral training at Warwick Statistics? Register now for our upcoming PhD Open Days. Find more information and book your place here: warwick.ac.uk/fac/sc...
Reposted by Adam Johansen
robinryder.bsky.social
We are hiring!

We are inviting applications for the Chapman Fellowship in Statistics at Imperial College London.

This is a kind of super-postdoc: 3 years contract, excellent working conditions, and candidates are expected to propose an independent research plan.

www.imperial.ac.uk/jobs//search...
Imperial College London Authentication - Stale Request
www.imperial.ac.uk
adamjohansen.bsky.social
Congratulations to Rocco Caprio -- thesis defended, minor corrections done and graduation imminent. Thanks to Gareth Roberts and Andrew Duncan for examining the thesis. Rocco is now a Prob-AI-funded research fellow warwick.ac.uk/fac/sci/stat... and I look forward to seeing what comes next.
Rocco Caprio
warwick.ac.uk
adamjohansen.bsky.social
There are a couple of vacancies in Wollongong for Maths/Stats lecturers:

www.uow.edu.au/about/jobs/j...
www.uow.edu.au
Reposted by Adam Johansen
spmontecarlo.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...
Reposted by Adam Johansen
eddelbuettel.com
RcppSMC 0.2.9 on CRAN: Maintenance
Sequential Monte Carlo / Particle Filters for R
dirk.eddelbuettel.com/blog/2025/09...
#rstats #rcpp
Screenshot of blog post at https://dirk.eddelbuettel.com/blog/2025/09/09#rcppsmc_0.2.9 describing release 0.2.9 of CRAN package RcppSMC
Reposted by Adam Johansen
spmontecarlo.bsky.social
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.
adamjohansen.bsky.social
Rocco explains this work, among other things, about 90 minutes in to the [https://www.youtube.com/watch?v=QrPy49eAe9o](recording of the recent RSS Workshop of Gradient Flows).
adamjohansen.bsky.social
As evidence that this prediction wasn't too bad, [https://academic.oup.com/biomet/advance-article/doi/10.1093/biomet/asaf061/8223075](Rocco's second paper), showing the fast convergence of the venerable EM algorithm using a rather fun functional analysis argument, is in press for Biometrika.
adamjohansen.bsky.social
I'm sure this will be the first of many.
warwickstats.bsky.social
Congratulations to PhD student Rocco Caprio on the acceptance of his first paper, "Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities" arxiv.org/abs/2403.0..., on functional
inequalities and algorithm convergence - it will appear in JMLR.
adamjohansen.bsky.social
Applications are still open for another two weeks.
adamjohansen.bsky.social
If anyone is, or knows anyone who is, looking for a postdoc position to work on the foundations of scalable inference and such... applications for a postdoctoral position at Warwick as a part of the OCEAN project (oceanerc.com) are open until 20th August at warwick-careers.tal.net/vx/appcentre....
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
adamjohansen.bsky.social
If anyone is, or knows anyone who is, looking for a postdoc position to work on the foundations of scalable inference and such... applications for a postdoctoral position at Warwick as a part of the OCEAN project (oceanerc.com) are open until 20th August at warwick-careers.tal.net/vx/appcentre....
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
Reposted by Adam Johansen
mtamborrino.bsky.social
New work on inference for partially observed (hypoelliptic) SDEs in frequentist/Bayesian regimes.

Splitting schemes & controlled SMC (+ bridges) to recover the (pseudo)likelihood of interest
arxiv.org/abs/2507.14535

Work led by Shu, with @adamjohansen.bsky.social and @bayesianstats.bsky.social
Reposted by Adam Johansen
warwickstats.bsky.social
We are recruiting! A three-year postdoctoral position at Warwick as part of the “Probabilistic Artificial Intelligence” hub on the mathematical foundations of AI. Further details at the link: warwick-careers.tal....
Reposted by Adam Johansen
statisticsucl.bsky.social
🥳 Congratulations are in order for:

our newly promoted professors

FX
Robin
Paul
Terry

as well as for our newly promoted Associated Professors

Tom H
Alex D
Takoua
Emma
Brieuc
adamjohansen.bsky.social
I'm sure this will be the first of many.
warwickstats.bsky.social
Congratulations to PhD student Rocco Caprio on the acceptance of his first paper, "Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities" arxiv.org/abs/2403.0..., on functional
inequalities and algorithm convergence - it will appear in JMLR.
Reposted by Adam Johansen
nicolabranchini.bsky.social
🚨 New paper: “Towards Adaptive Self-Normalized IS”, @ IEEE Statistical Signal Processing Workshop.

TLDR;
To estimate µ = E_p[f(θ)] with SNIS, instead of doing MCMC on p(θ) or learning a parametric q(θ), we try MCMC directly on p(θ)| f(θ)-µ | (variance-minimizing proposal).

arxiv.org/abs/2505.00372
Towards Adaptive Self-Normalized Importance Samplers
The self-normalized importance sampling (SNIS) estimator is a Monte Carlo estimator widely used to approximate expectations in statistical signal processing and machine learning. The efficiency of S...
arxiv.org
Reposted by Adam Johansen
royalstatsoc.bsky.social
Announcing our 2025/26 William Guy Lecturers 📢

Focusing on "Statistics and AI," these talks will inspire students about the role of statistics in our tech-driven world.

🔗 Read more: rss.org.uk/news-publica...
Announcing our 2025-26 William Guy Lecturers
rss.org.uk
Reposted by Adam Johansen
arxiv-stat-ml.bsky.social
Tim Y. J. Wang, Juan Kuntz, O. Deniz Akyildiz
Training Latent Diffusion Models with Interacting Particle Algorithms
https://arxiv.org/abs/2505.12412
Reposted by Adam Johansen
warwickstats.bsky.social
Applications are still open for our MSc in Statistics. In case you have any questions, we have a Live Chat this Friday (16th May). To register join here: meetandengage.com/un... For more information, see warwick.ac.uk/fac/sc...
Reposted by Adam Johansen
eddelbuettel.com
RcppSMC 0.2.8 on CRAN: Maintenance
Sequential Monte Carlo / Particle Filters for R
dirk.eddelbuettel.com/blog/2025/05...
#rcpp #rstats
Screenshot of blog post at https://dirk.eddelbuettel.com/blog/2025/05/11#rcppsmc_0.2.8 describing release 0.2.8 of CRAN package RcppSMC
Reposted by Adam Johansen
warwickstats.bsky.social
🗣️ Just 2 weeks until the CRiSM 2.0 - Conference 2025 here at the Warwick Statistics. We can’t wait to welcome you from Wednesday 21st – Friday 23rd May 2025.
If you haven’t already, register for the three-day conference event now (deadline today - 8th May!) 🔗 tinyurl.com/2d2b9b7a