F. Javier Rubio

@FJavierRubio
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154 Posts
Lecturer at the Department of Statistical Science of UCL. All opinions my own. #rstats #JuliaLang #Bayesian #Statistics #Biostatistics 🇲🇽🇬🇧
Personal Websitehttps://sites.google.com/site/fjavierrubio67/
GitHubhttps://github.com/FJRubio67

New preprint with Z. Wu, F. Leisen, and M. Luque-Fernandez:

"Conformalized Super Learner"

https://arxiv.org/abs/2604.22391

We propose integrating the Super Learner with conformal prediction via a weighted majority vote to construct prediction intervals for continuous outcomes with coverage guarantees.

R code and data: https://github.com/ZWU-001/CSL

Workshop registration – A mathematical Sciences Curriculum in the Age of Generative AI

📅 Date: Wednesday 1 June 2026

✴️ In-person at University College London

🌐 Workshop website: https://lnkd.in/ecKMksd5

🔗 Registration form (no registration fee): https://lnkd.in/eYeT5XHu

Registration deadline: 11 May 2026

If you have any questions, please don’t hesitate to contact us: Ruth Reynolds ([email protected]) and Takoua Jendoubi ([email protected])

LinkedIn

This link will take you to a page that’s not on LinkedIn

I had the pleasure of speaking to students at both Duke University and Wake Forest University about the existential crisis that many of them are feeling right now:

In the age of AI, is my degree worthless?

https://www.youtube.com/watch?v=5kTxZMSB9oo&t

Existential crisis! Is my degree worthless?

YouTube

March 2026 ISBA Bulletin, featuring a little contribution by Mark Steel and me on the 80th anniversary of the Jeffreys' prior.

https://isba-bulletin.github.io/ISBABulletin/

Pleased to share that the paper by our student Adam Iqbal (co-supervised with Emmanuel Ogundimu) has been accepted for publication in Computational Statistics.

“Bayesian variable selection in sample selection models using spike-and-slab priors”

https://arxiv.org/abs/2312.03538

R code and data: https://github.com/adam-iqbal/selection-spike-slab

New short paper forthcoming in Statistics & Probability Letters:

An objective non-local prior for skew-symmetric models.

https://arxiv.org/abs/2603.08285

This paper develops a Moment-Objective Minimum-Discrepancy (MOOMIN) Prior for testing symmetry against skew-symmetric alternatives.

R code and data: https://github.com/FJRubio67/MOOMIN

After a nine month hiatus, I have recorded another Lean formalization video, this time using the Claude Code agent to formalize the same informal proof I had recorded doing with Github Copilot and canonical last year. https://youtu.be/JHEO7cplfk8
Formalizing a proof in Lean using Claude Code

YouTube

New preprint with my student Eric Chen, co-supervised with Jim Griffin:

“Bayesian variable and hazard structure selection in the General Hazard model”

https://arxiv.org/abs/2602.03756

We develop Bayesian methododology for simultaneous selection of variables and the hazard structure in survival analysis

The effect of the shape (skewness) parameter in skew-symmetric models, Part III

Based on Le Cam divergence, showing that the effect of this parameter in some models, such as the skew-normal, is tiny in a neighbourhood of 0

https://rpubs.com/FJRubio/DivMinLC

RPubs - The effect of the shape (skewness) parameter in skew-symmetric models, Part III

Mathematical Colloquium (at King's College London): A duality in the foundations of probability and statistics through history by Vladimir Vovk

https://www.kcl.ac.uk/events/mathematical-colloquium-a-duality-in-the-foundations-of-probability-and-statistics-through-history-by-vladimir-vovk