We still have a few places at our CRiSM and LMS workshop at Warwick on 16-17th April on "Environmental Modelling meets Infectious Diseases", exploring the links between these two fields. The schedule is now finalised and available on the website http://go.warwick.ac.uk/env_epi Visit the website to register.

Leonardo Ripoli and I arxived the paper "Sequential Monte Carlo with active subspaces". Within an SMC sampler we adaptively identify directions in which the likelihood is not informative, and use this to improve MCMC efficiency at each iteration of the SMC. https://arxiv.org/abs/2411.05935

Last year Leonardo Ripoli and I archived the paper "Improved MCMC with active subspaces". We identify directions in the parameter space in which the likelihood is not informative, and explore ways of making MCMC more efficient by focussing on the directions where it is. https://arxiv.org/abs/2501.05144

In July Shu Huang (with me, Massi Tamborrino and Adam Johansen) posted a paper "Inference for Diffusion Processes via Controlled Sequential Monte Carlo and Splitting Schemes". https://arxiv.org/abs/2507.14535

Ian Roberts published his first paper "Bayesian Inference of Pathogen Phylogeography using the Structured Coalescent Model" with me, Jere Koskela and Xavier Didelot. We describe an efficient reversible jump MCMC method for inference for the structured coalescent. https://journals.plos.org/ploscompbiol/article?id=10.1371/journal.pcbi.1012995

"Annealing Strategies for Variance Reduction in Balance Heuristic Estimators" by Felipe Medina Aguayo and I is accepted in Stats and Computing. Multiple importance sampling uses multiple proposals to reduce variance. We use annealing to significantly further reduce variance. https://rdcu.be/eqe8j

Today is the deadline for contributed talks and posters for our event on Environmental Modelling meets Infectious Diseases. Early-career researchers successful in their application to give a talk will be funded up to £200 for their travel costs.
https://go.warwick.ac.uk/env_epi

Shreya Sinha Roy's first paper (joint with me, Christian Robert and Rito Dutta) is on "Generalized Bayesian deep reinforcement learning". We use a neural network as a model in Bayesian reinforcement learning, trained using a generalized prequential scoring rule with SMC https://arxiv.org/abs/2412.11743

*Environmental Modelling meets Infectious Diseases: from Mathematics to Applications* Upcoming workshop in Warwick Stats, supported CRiSM, LMS and RSS. We aim to promote the transfer of ideas between the environmental modelling and infectious disease modelling communities.
http://go.warwick.ac.uk/env_epi

New paper accepted in JRSSC with Alicia Gill, Jere Koskela and Xavier Didelot on "Bayesian Inference of Reproduction Number from Epidemiological and Genetic Data Using Particle MCMC". We supplement case data with a dated phylogeny inferred from sequence data https://arxiv.org/pdf/2311.09838