The UCL IMSS Annual Lecture will take place on the 27th April with a keynote from @lestermackey.bsky.social. The theme is 'Computational Statistics and Machine Learning' and we'll have talks from Alessandro Barp, Paula Cordero Encinar & Po-Ling Loh. imss2026.github.io @statisticsucl.bsky.social

Robust goodness-of-fit test with kernels -- now out in JMLR! jmlr.org/papers/v26/2... - Existing kernel-based goodness-of-fit tests are not necessarily robust. We explain why in the paper. - We propose a simple yet provably robust extension. Joint work with @fxbriol.bsky.social

The recording of my talk on 'Multilevel neural simulation-based inference' at the 'One World Approximate Bayesian Inference' seminar series is now available on YouTube. Link: www.youtube.com/watch?v=hBWd...

I’ll be giving a talk on a recently accepted NeurIPS paper at the next OWABI seminar on Thursday. The talk will cover simulation-based inference and how you can enhance accuracy when you have cheap approximate simulators at hand.

Just finished delivering a course on 'Robust and scalable simulation-based inference (SBI)' at Greek Stochastics. This covered an introduction to SBI, open challenges, and some recent contributions from my own group. The slides are now available here: fxbriol.github.io/pdfs/slides-....

Today is the day of the pre-ICML event at UCL! Come check out the exciting work from academics, industry researchers, postdocs and PhD students from around London: sites.google.com/view/pre-icm... @statisticsucl.bsky.social @ucl-csml-ellis.bsky.social

I'll give a talk at the BayesComp workshop on 'Bayesian Computation and Inference with Misspecified Models' Tuesday. Come and say "hi!" if you are attending BayesComp! Workshop website and schedule: postbayes.github.io/BayesMisspec...

Composite Goodness-of-fit Tests with Kernels, now out in JMLR! www.jmlr.org/papers/v26/2... Test if your distribution comes from ✨any✨ member of a parametric family. Comes in MMD and KSD flavours, and with code. @oscarkey.bsky.social @fxbriol.bsky.social Tamara Fernandez

Looking forward to the pre-ICML event at UCL on the 3rd July: sites.google.com/view/pre-icm.... Registration and the call for talks/posters are now open!

New review funded by @genomicsengland.bsky.social & led by Dr Brieuc Lehmann & PhD student Leandra Brauninger (@statisticsucl.bsky.social) explores how the analytical methods used to process & interpret #genomic #data play a critical role in promoting #health #equity: www.ucl.ac.uk/mathematical...

Choose Science. Choose Europe. A new Marie Skłodowska-Curie Actions Postdoctoral Fellowships 2025 call is now open. With a budget of €404.3 million, it will support around 1,650 researchers from Europe and beyond. Apply by 10 September → europa.eu/!fBTMgF

New ICML 2025 paper: Nested expectations with kernel quadrature. We propose an algorithm to estimate nested expectations which provides orders of magnitude improvements in low-to-mid dimensional smooth nested expectations using kernel ridge regression/kernel quadrature. arxiv.org/abs/2502.18284

New ICML 2025 paper: Robust Spatio-Temporal GP Regression! We propose a new GP method with linear-in-time cost that is provably robust to outliers. Unlike competitors, our method is fully conjugate and requires no expensive variational inference! 📄 arxiv.org/abs/2502.02450

If you are at AISTATS this week, check out our paper on cost-aware simulation-based inference!

"Cost-aware simulation-based inference" is accepted at AISTATS 2025. Check out our poster #205 on Sunday May 4th in Hall A-E if you are in Phuket. Finland's rising star @huangdaolang.bsky.social will be there to assist you :D arxiv.org/abs/2410.07930 @fxbriol.bsky.social @samikaski.bsky.social

Ever used kernel mean embeddings or MMD? Wished you had a closed-form expression so you wouldn't need to estimate these? See our new paper with Alex Gessner, Toni Karvonen and Maren Mahsereci, which comes with an associated Python package. arxiv.org/abs/2504.18830

So far, 2,135 people have responded to the poll Søren and I posted a few days ago. Of those, 94.4% replied “Yes” to being interested in officially presenting accepted @neuripsconf.bsky.social papers in Europe. (1/7)

The BayesComp workshop on 'Bayesian Computation and Inference with Misspecified Models' will take place in Singapore on the 16-17th June. We have an open call for posters/contributed calls, with a deadline on the 1st May. More details on the website: postbayes.github.io/BayesMisspec...

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!

Our next talk will be on Thursday the 27th February at 11am UK time. Our next speaker is Ayush Bharti (Aalto University), who will talk about "Cost-aware simulation-based inference". To receive the link, sign up here: listserv.csv.warwick...

We are very pleased to announce the Bloomsbury Probability Colloquium, an afternoon of research talks in Probability hosted by the probability group at UCL. Date and time: Friday 21st March 2025, 2-5PM Venue: UCL, Department of Statistical Science, room 115, 1-19 Torrington Place, London

My collaborator @ayushbharti.bsky.social will be presenting our recently accepted AISTATS paper on 'cost-aware simulation-based inference' at the next One World ABI Seminar on the 27th February. Full details of the seminar series: warwick.ac.uk/fac/sci/stat... arXiv paper: arxiv.org/abs/2410.07930

Excited to announce we are organising a two-day workshop on 'Bayesian Computation and Inference in Misspecified Models' at BayesComp 2025! Registrations are now open, with a very nice lineup of speakers to be announced soon! bayescomp2025.sg @isba-bayesian.bsky.social

UCL and Imperial have an exciting new joint PhD programme on scientific computing and machine learning. Deadline for applications is 15th January. More details here: ccmi-cdt.org

Huge congratulations to @maltamiranomontero.bsky.social for being awarded a prestigious Bloomberg Data Science fellowship! Matias has been doing some outstanding work on making Bayesian statistics and machine learning more robust and scalable. www.bloomberg.com/company/stor...

Our event on 'Computational Statistics and Machine Learning in the sciences' is taking place tomorrow at the London Mathematical Society. Our stellar line-up includes Harita Dellaporta, Jason McEwen, Ziheng Yang, Ziheng Yang, Marta Betcke, and Sam Livingstone. Details: www.ucl.ac.uk/data-science/

The ISBA election is now complete! Thanks to all the candidates for their willingness to work with ISBA and to those who cast their votes. A complete list of newly elected officers, including ISBA Sections, is available at bayesian.org/9857-2/ (click on the title to get to the pdf)

Apply now for this Associate Professorship in Oxford (Engineering Science/Keble College)! Particularly good for experts on Digital Twins (modelling, trust, in-the-loop simulation, world models), but generic ML/CV/robotics is also in scope. D/L 27 Jan—please share! my.corehr.com/pls/uoxrecru...

I made a starter pack for machine learning researchers working on Bayesian optimization and Gaussian processes! It's *very* sparse ATM since the migration is still in progress. Please reply to make me aware of people - potentially yourself - who should be added to it! go.bsky.app/QYMEQ52

Excitingly, there are enough of us on here now to form a Probabilistic Numerics starter pack! If you are a numerical problem—watch out, because we are coming for you go.bsky.app/3aztgSz

For those who don’t know yet, I am organising an online talk series together with Arno Solin on “Advances in Probabilistic Machine Learning (APML)”. It’s free for everyone to join and support early career researchers! You can register and check out the schedule here: aaltoml.github.io/apml/

Jeremias Knoblauch (UCL) is advertising a new "Post-Bayesian" online seminar series which looks very interesting. I don't think he has an account here yet so I've copy-pasted the advert from his Twitter account below.

Looking forward to attending this!

The next UCL centre for Data Science/UCL ELLIS unit event will be on "Computational Statistics and Machine Learning in the Sciences" will take place in-person on the 5th December at the London Mathematical Society. Full details, incl registration: www.ucl.ac.uk/big-data

Staff update [1/2] Dr Anna Calissano will soon join our department as Lecturer in Statistics. Anna studied mathematical engineering at Politecnico di Milano in Italy and received her Ph.D. in collaboration with DTU in Denmark.

Staff update [2/2] Dr Louis Sharrock is also joining us as Lecturer in Statistics. Louis is currently a Senior PDRA in Statistical Machine Learning at Lancaster University.

Trembling with excitement in announcing the first ever International Conference on Probabilistic Numerics! Probabilistic Numerics is about machine learning FOR numerical computation, like optimisation. 1st - 3rd September 2025, EURECOM, France, submissions due 5th March 2025. probnum25.github.io