A Bayesian scholar. I'm a Senior Lecturer at the University of Technology Sydney
Sydney. Australia
Joined November 2017
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Judging from my feed, not sure how many academics are still around here, but if any are: our new paper on accelerating likelihood and gradient estimation for recursive likelihood models via weighted data subsampling is now on arXiv: arxiv.org/abs/2605.13397. Applied to VB and MCMC
We’re hiring! Join the University of Technology Sydney (UTS) as a Lecturer/Senior Lecturer in Quantitative Finance.
Apply: recruitment.uts.edu.au/OA_HT…
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My colleague Hans Manner (sites.google.com/view/hansma…), a Professor at the University of Graz, is announcing a six (!) year postdoc position suitable for someone with a strong background in econometrics. Apply here: inomics.com/job/university-a…. Please RT.
Matias Quiroz retweeted
Apparently our book (@SaratMoka @BenoitLiquet) is already on Amazon even though it will only see the printer in several months. Good news is that online version will always be free on our website.
amazon.com.au/Mathematical-E…
Matias Quiroz retweeted
Had a great week visiting @LancsUniMaths and delivering a research masterclass for @STORiCDT on "Stein's method as a computational tool"! If you have always wondered what this is, and why so many stats/ML people talk about it, you might enjoy the slides: fxbriol.github.io/pdfs/fxbri…
Highly recommended place to pursue your doctoral studies.
My department is hiring PhD students in Statistics, see
su.se/english/about-the-univ…
Come and work with us! 1-2 PhD positions in Statistics at our department at Stockholm University. Being a PhD student in Sweden gives you a decent salary and full employment benefits. su.se/english/about-the-univ…
Congratulations to a well deserved award mate! @dtfraz.
Done teaching the first part of our brand new course in Statistics and Data Analysis. The second part is taught by @matvil, who is the mastermind behind the structure of the course. The idea is that we get students to regression as quickly as possible. 1/3
We do so without teaching probability and inference, rather illustrating uncertainty in terms of hypothetical repeated sampling. This way the students get to applications faster so they see the usefulness of the methods. The second part teaches probability and inference, (2/3)
making the connection to what they learned in the first part. All material is available in Swedish: bit.ly/3kXjWGU. However, you do not need to know Swedish to appreciate @matvil's next level formula sheet and statistical tables: bit.ly/3YjhPf0
My academic younger brother Oscar Oelrich (also supervised by @matvil) defending his thesis. Faculty opponent Francesco Ravazzolo. Interesting discussions and congratulations soon to be Dr Oelrich!
Our paper on subsampling multivariate time series via the multivariate Whittle likelihood accepted by Econometrics & Statistics is now available as open access. Work with @matvil ,@robertjk59 and @SalomoneRob. bitly.ws/whBr
New paper on arXiv led by Yu Yang @bigdream_yu (with @robertjk59, @ABC_Research) arxiv.org/abs/2210.02734. We propose a correlated pseudo-marginal approach to doubly intractable problems with some heuristic guidelines for tuning the parameters of the likelihood estimator.
Just as I am about to teach machine learning! ML books often leave out much of this stuff, so I am hoping this is a nice complement for my students.
"Mathematics for machine learning" (CUP, 2020).
Free PDF from mml-book.github.io 😊
A must-read masterpiece, nicely structured and richly
color-illustrated!
Matias Quiroz retweeted
Come join us in beautiful Gothenburg next summer!
We have a great set of keynotes, 16+ invited sessions on a wide range of topics, contributed sessions and posters.
first twitter announcement of NORDSTAT 2023, the 29th Nordic Conference in Mathematical Statistics! 19-22 June 2023 in Göteborg, Sweden.
Preliminary program at nordstat2023.org/
Register to the mailing list for more news. Retweets appreciated #nordstat2023
Matias Quiroz retweeted
Over the last 5 years I've been writing a book, and the e-book version is out now!
link.springer.com/book/10.10…
Complete with code boxes, maths boxes, ninjas and the odd Australianism which I hope won't get lost in translation.
Solutions and supporting code in ecostats package on CRAN
