Thanks @spmontecarlo.bsky.social, glad you like it! There're indeed many things to check and study on both the cSMC and splitting side, with a few more on the way :) I think things would still work if without the Gaussianity and the deterministic mappings but one would need to check properly...

It is! Especially when combined with splitting 😅

In the paper we illustrate (on a univariate cubic SDE) how Euler-Muryama-based cSMC may still explode, even when having several intermediate bridges.

Splitting-based cSMC methods don't have this problem as such...

It has been quite a journey started a few years ago, aiming to use splitting schemes for inference, not only within ABC.

The preprint is finally out for a wide class of SDEs with non-global Lipschitz and additive diff. coefficient, fully/partially observed, with/without measurement noise!

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

Reminder that the next OWABI seminar www.warwick.ac.uk/owabi is scheduled on Thursday the 24th April at 11am UK time. Our next speaker is @ayushbharti.bsky.social (Aalto University), who will talk about "Cost-aware simulation-based inference".

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...

The next OWABI seminar www.warwick.ac.uk/owabi is quickly approaching, being scheduled on Thursday the 27th March at 11am UK time. Our next speaker is Meïli Baragatti (Université de Montpellier), who will talk about "Approximate Bayesian Computation with Deep Learning and Conformal Prediction".

Save the date: the next OWABi seminar is on Feb 27, 11am uk time.

Ayush Bharti (Aalto University) will talk about "Cost aware SBI".

Abstract and more info at www.warwick.ac/oneworldabc

A reminder of our talk this Thursday (30th Jan), at 11am GMT. Paul Bürkner (TU Dortmund University), will talk about "Amortized Mixture and Multilevel Models". Sign up at listserv.csv.warwick... to receive the link.

📣📣The deadline for abstract submissions for a talk/poster at BioInference2025 is quickly approaching (Jan 31)!

Submit your abstract here docs.google.com/forms/d/e/1F...

@paulbuerkner.com is our next OWABI speaker on the 30th Jan at 11am UTC with a talk on "Amortized Mixture and Multilevel Models".

Join our mailing list at www.warwick.ac.uk/oneworldabc or the OWABI MS Teams channel teams.microsoft.com/l/team/19%3A...

BioInference goes overseas! Join us in Bardonecchia,Turin, 28-30 May 2025.

3 day residential conference in the Alps on mathematical modelling and inference for (broadly defined) biological problems.

Call for abstract is open till Jan 31.

More info on bioinference.github.io/2025/

Hi all!

Interested on Parallel-in-Time solvers for PDEs with Random NNs?

Have a chat with Guglielmo Gattiglio on RandNet-Parareal at @neuripsconf.bsky.social #NeurIPS2024.

Poster today 4.30-7.30pm PST (very soon!)

Paper: openreview.net/pdf?id=974oj...
Code: github.com/Parallel-in-...

Thanks @upicchini.bsky.social for the welcoming post, and thanks @marvinschmitt.com for adding me on the starting packs, you anticipated me :)