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...

*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...

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...

I'm very much looking forward to speaking at the upcoming workshop on MCMC at Newcastle. Details here: sites.google.com/vie... I will speak about MCMC with active subspaces arxiv.org/abs/2501.0...

I will be a supervisor for an upcoming PhD! (with Kirsty Hassall and Jacqueline Stroud) The opportunity is an EPSRC DLA Interdisciplinary Scholarship: "Unravelling the sound underground: Detecting and estimating earthworm abundance using low-frequency vibrations".
warwick.ac.uk/fac/sc...

Two interesting upcoming events: Data-Centric Engineering at Cambridge on 15th Jan sites.google.com/vie... and the 1st International Workshop on Bayesian Approach in Civil Engineering in Hong Kong events.polyu.edu.hk/...

At the University of Birmingham today, speaking to CENTA PhD students about "Understanding Machine Learning and Artificial Intelligence". https://centa.ac.uk/

Three of my PhD students have their viva in the next 18 days. "Go well" to all of them. I'll try to post a few things about their work in the next few weeks.

Since the ggsmc plotting functions are just wrappers about ggplot2, it is easy to change the style or add to the plot (here, a line showing the true target position). Here we also automatically generate a title for the figure.
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This figure shows the output from a particle filter, filtering on a univariate state using a constant velocity model in a target tracking application.
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More on ggsmc... The "genealogy" function visualises the particle representation of an SMC or ensemble Kalman algorithm over the iterations of the algorithm. This figure shows the output of an SMC sampler with annealing with a mixture target distribution.
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... and a scatter plot.
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then a density...
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In this thread are some examples of figures generated using my new R package ggsmc. Each figure shows output from one target in a particle filter. To begin we have a histogram.
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