Archive for University College London
London Meeting on Computational Statistics 28-29 April 2026, plus a UCL lecture by Lester Mackey
Posted in Books, pictures, Statistics, Travel, University life with tags Augustus de Morgan, Britain, computational statistical physics, gradient flows, London, London Mathematical Society, Monte Carlo methods, Monte Carlo Statistical Methods, simulation-based inference, The Shard, UCL, UCL Institute for Mathematical and Statistical Sciences, United Kingdom, University College London, variational inference on February 6, 2026 by xi'an
OWABI Season VII
Posted in Statistics with tags ABC, approximate Bayesian inference, Bayesian inference, Bayesian neural networks, multi-level Monte Carlo, multifidelity, multilevel Monte Carlo, neural SBI, OWABI, simulation-based inference, UCL, University College London, University of Warwick, webinar on October 17, 2025 by xi'an
A new season of the One World Approximate Bayesian Inference (OWABI) Seminar is about to start!The 1st OWABI talk of the Season will be given by François-Xavier Briol (University College London). who will talk about “Multilevel neural simulation-based inference” on Thursday the 30th October at 11am UK time.AbstractNeural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a likelihood can be significantly more challenging than constructing a simulator. However, the performance of neural SBI can suffer when simulators are computationally expensive, thereby limiting the number of simulations that can be performed. In this paper, we propose a novel approach to neural SBI which leverages multilevel Monte Carlo techniques for settings where several simulators of varying cost and fidelity are available. We demonstrate through both theoretical analysis and extensive experiments that our method can significantly enhance the accuracy of SBI methods given a fixed computational budget.Keywords: Multifidelity, neural SBI, multi-level Monte Carlomultilevel Monte Carlo
post-Bayes workshop at UCL [15 & 16 May 2025]
Posted in pictures, Statistics, Travel, University life with tags ABC, approximate Bayesian inference, England, generalised Bayesian inference, Great-Britain, Highlands, ICMS, Isle of Skye Brewery, martingale posterior, martingales, PAC, PAC-Bayes, post-Bayes inference, Scotland, Skye, UCL, University College London, workshop on April 4, 2025 by xi'an
University College London (UCL) is organising a workshop on post-Bayes inference and asked to post the announcement (despite my feeling that we have not entered the post-Bayes era!). So here it is:
Over the course of two days, they will host eight invited talks from leaders across the post-Bayesian landscape, spanning from PAC Bayes and generalised Bayes to predictive resampling and martingale posteriors. Alongside these, they will host six contributed talks, and a poster session to ignite discussion and innovation in our growing community. The workshop will complement the post-Bayesian seminar series.
Registration is now open, and they are actively accepting talk and poster submissions! (Deadline for submissions: April 11th, 2025.) Travel support for early career researchers will be available and announced closer to the date. See the website for more information. The workshop will take place in Bentham House, UCL, London.
[As a personal aside, we just learned that our proposal for an approximate(ly) Bayes workshop supported by ICMS (Edinburgh) and set on the magical Isle of Skye had been accepted! To be held in Spring 2026!]
France is headed for disaster [reposted]
Posted in Books, Kids, Travel with tags abstention, cohabitation, Emmanuel Macron, far-right, French parliement, French politics, Front National, National Assembly, national unity, nationalism, NYT, opinion, populism, snap vote, The New York Times, University College London, Vichy régime on July 2, 2024 by xi'an
JB³ [Junior Bayes beyond the borders]
Posted in Books, Statistics, University life with tags Bayesian Analysis, Bayesian computation, BayesLab, Charles Stein, COVID-19, Italy, jBayes, JB³, jISBA, junior researchers, Milano, online seminar, OxWaSP, pandemic, Statistics without Borders, Stein's method, Università Bocconi, University College London, webinar on June 22, 2020 by xi'an
Bocconi and j-ISBA are launcing a webinar series for and by junior Bayesian researchers. The first talk is on 25 June, 25 at 3pm UTC/GMT (5pm CET) with Francois-Xavier Briol, one of the laureates of the 2020 Savage Thesis Prize (and a former graduate of OxWaSP, the Oxford-Warwick doctoral training program), on Stein’s method for Bayesian computation, with as a discussant Nicolas Chopin.
As pointed out on their webpage,
Due to the importance of the above endeavor, JB³ will continue after the health emergency as an annual series. It will include various refinements aimed at increasing the involvement of the whole junior Bayesian community and facilitating a broader participation to the online seminars all over the world via various online solutions.
Thanks to all my friends at Bocconi for running this experiment!
