Archive for University of Warwick

PhD studentships in AI and Data Science, at the University of Warwick

Posted in Statistics with tags , , , , , on May 21, 2018 by xi'an

the pond in front of the Zeeman building, University of Warwick, July 01, 2014A (rather urgent) call for candidates for PhD studentships in AI and Data Science at Warwick. These are part of Warwick’s MRC-Funded Doctoral Training Program in Interdisciplinary Biomedical Research. Selected students would start in Autumn 2018. The deadline is on June 3.

statistics: a data science for the 21st century

Posted in Statistics with tags , , , , , on May 15, 2018 by xi'an


fiducial simulation

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on April 19, 2018 by xi'an

While reading Confidence, Likelihood, Probability), by Tore Schweder and Nils Hjort, in the train from Oxford to Warwick, I came upon this unexpected property shown by Lindqvist and Taraldsen (Biometrika, 2005) that to simulate a sample y conditional on the realisation of a sufficient statistic, T(y)=t⁰, it is sufficient (!!!) to simulate the components of  y as y=G(u,θ), with u a random variable with fixed distribution, e.g., a U(0,1), and to solve in θ the fixed point equation T(y)=t⁰. Assuming there exists a single solution. Brilliant (like an aurora borealis)! To borrow a simple example from the authors, take an exponential sample to be simulated given the sum statistics. As it is well-known, the conditional distribution is then a (rescaled) Beta and the proposed algorithm ends up being a standard Beta generator. For the method to work in general, T(y) must factorise through a function of the u’s, a so-called pivotal condition which brings us back to my post title. If this condition does not hold, the authors once again brilliantly introduce a pseudo-prior distribution on the parameter θ to make it independent from the u’s conditional on T(y)=t⁰. And discuss the choice of the Jeffreys prior as optimal in this setting even when this prior is improper. While the setting is necessarily one of exponential families and of sufficient conditioning statistics, I find it amazing that this property is not more well-known [at least by me!]. And wonder if there is an equivalent outside exponential families, for instance for simulating a t sample conditional on the average of this sample.

accelerating MCMC

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , on April 11, 2018 by xi'an

As forecasted a rather long while ago (!), I wrote a short and incomplete survey on some approaches to accelerating MCMC. With the massive help of Victor Elvira (Lille), Nick Tawn (Warwick) and Changye Wu (Dauphine). Survey which current version just got arXived and which has now been accepted by WIREs Computational Statistics. The typology (and even the range of methods) adopted here is certainly mostly arbitrary, with suggestions for different divisions made by a very involved and helpful reviewer. While we achieved a quick conclusion to the review process, suggestions and comments are most welcome! Even if we cannot include every possible suggestion, just like those already made on X validated. (WIREs stands for Wiley Interdisciplinary Reviews and its dozen topics cover several fields, from computational stats to biology, to medicine, to engineering.)

five postdoc positions in top UK universities & Bayesian health data science

Posted in Statistics with tags , , , , , , , , , , , , , on March 30, 2018 by xi'an

The EPSRC programme New Approaches to Bayesian Data Science: Tackling Challenges from the Health Sciences, directed by Paul Fearnhead, is offering five 3 or 4 year PDRA positions at the Universities of Bristol, Cambridge, Lancaster, Oxford, and Warwick. Here is the complete call:

Salary:   £29,799 to £38,833
Closing Date:   Thursday 26 April 2018
Interview Date:   Friday 11 May 2018

We invite applications for Post-Doctoral Research Associates to join the New Approaches to Bayesian Data Science: Tackling Challenges from the Health Sciences programme. This is an exciting, cross-disciplinary research project that will develop new methods for Bayesian statistics that are fit-for-purpose to tackle contemporary Health Science challenges: such as real-time inference and prediction for large scale epidemics; or synthesizing information from distinct data sources for large scale studies such as the UK Biobank. Methodological challenges will be around making Bayesian methods scalable to big-data and robust to (unavoidable) model errors.

This £3M programme is funded by EPSRC, and brings together research groups from the Universities of Lancaster, Bristol, Cambridge, Oxford and Warwick. There is either a 4 or a 3 year position available at each of these five partner institutions.

You should have, or be close to completing, a PhD in Statistics or a related discipline. You will be experienced in one or more of the following areas: Bayesian statistics, computational statistics, statistical machine learning, statistical genetics, inference for epidemics. You will have demonstrated the ability to develop new statistical methodology. We are particularly keen to encourage applicants with strong computational skills, and are looking to put together a team of researchers with skills that cover theoretical, methodological and applied statistics. A demonstrable ability to produce academic writing of the highest publishable quality is essential.

Applicants must apply through Lancaster University’s website for the Lancaster, Oxford, Bristol and Warwick posts.  Please ensure you state clearly which position or positions you wish to be considered for when applying. For applications to the MRC Biostatistics Unit, University of Cambridge vacancy please go to their website.

Candidates who are considering making an application are strongly encouraged to contact Professor Paul Fearnhead (, Sylvia Richardson (, Christophe Andrieu (, Chris Holmes ( or Gareth Roberts ( to discuss the programme in greater detail.

We welcome applications from people in all diversity groups.


four positions at Warwick Statistics, apply!

Posted in pictures, Statistics, Travel, University life with tags , , , , , , on March 26, 2018 by xi'an

Enthusiastic and excellent academics are sought to be part of our Department of Statistics at Warwick, one of the world’s most prominent and most research active departments of Statistics! We are advertising four posts in total, which reflects the strong commitment of the University of Warwick to invest in Statistics. We intend to fill the following positions:

  • Assistant or Associate Professor of Statistics (two positions)

  • Harrison Early Career Assistant Professor of Statistics (two positions)

You will have expertise in statistics (to be interpreted in the widest sense and to include both applied and methodological statistics, probability, probabilistic operational research and mathematical finance together with interdisciplinary topics involving one or more of these areas) and you will help shape research and teaching leadership in this fast-developing discipline. Applicants for senior positions should have an excellent publication record and proven ability to secure research funding. Applicants for more junior positions should show exceptional promise to become leading academics.

While the posts are open to applicants with expertise in any field of statistics (widely interpreted as above), the Department is particularly interested in strengthening its existing group in Data Science. The Department is heavily involved in the Warwick Data Science Institute and the Alan Turing Institute, the national institute for data science, headquartered in London. If interested, a successful candidate can apply to spend part of their time at the Alan Turing Institute as a Turing Fellow.

Closing date: 10 April 2018 for the posts.

Informal enquires can be addressed to Professors Mark Steel, Gareth Roberts, and David Firth or to any other senior member of the Warwick Statistics Department. Applicants at Assistant/Associate levels should ask their referees to send letters of recommendation by the closing date to the Departmental Administrator, Mrs Paula Matthews.

In addition to any specific positions announced above, the Department of Statistics strongly encourages applicants for funded, open research fellowship competitions to consider holding their fellowship in statistics or probability at Warwick.

back to Wales [54th Gregynog Statistical Conference]

Posted in Mountains, pictures, Running, Travel, University life with tags , , , , , , , , on March 23, 2018 by xi'an

Today, provided the Air France strike let me fly to Birmingham airport!, I am back at Gregynog Hall, Wales, for the weekend conference organised there every year by some Welsh and English statistics departments, including Warwick. Looking forward to the relaxed gathering in the glorious Welsh countryside (and hoping that my knee will have sufficiently recovered for some trail running around Gregynog Hall…!) Here are the slides of the talk I will present tomorrow: