F. Javier Rubio

@FJavierRubio
150 Followers
151 Following
149 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 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

New paper with J.A. Christen, just accepted in Statistical Methods in Medical Research

"Hazard-based distributional regression via ordinary differential equations"

preprint: http://arxiv.org/abs/2512.16336

R and Julia code + data: https://github.com/FJRubio67/SurvMODE

#rstats #JuliaLang #SciML

I'm now also looking for a postdoc with strong Bayesian background and interest in developing Bayesian cross-validation theory, methods and software. Apply by email with no specific deadline (see contact information at https://users.aalto.fi/~ave/).

Others, please share

#bayesian

Aki Vehtari

📘 An interesting initial book release (still in progress) by David Rossell on variable and model selection:

👉 https://davidrusi.github.io/modelSelection-book/

it provides accessible material for students learning the fundamentals of high-dimensional model selection, and it documents the R package modelSelection (formerly mombf).

High-dimensional model choice. A hands-on take

High-dimensional model selection with the modelSelection R package

New paper with E.O. Ogundimu and our PhD student Adam Iqbal, just accepted in Bayesian Analysis

Bayesian Variable Selection Under Sample Selection and Model Misspecification

https://doi.org/10.1214/25-BA1567

R code and data can be found at:

https://github.com/adam-iqbal/bvsss-nlp

New R package PTCMGH: The PTCMGH R package implements promotion time cure models with a general hazard structure. The package, along with a tutorial for simulating and fitting these models, can be found at:

https://github.com/FJRubio67/PTCMGH

https://rpubs.com/FJRubio/PTCMGH

#rstats #survival

GitHub - FJRubio67/PTCMGH: Promotion Time Cure Models with a General Hazard structure

Promotion Time Cure Models with a General Hazard structure - FJRubio67/PTCMGH

GitHub