F. Javier Rubio

F. Javier Rubio

@fjrubio.bsky.social

Associate Professor at the Department of Statistical Science of UCL. All opinions my own. 🇲🇽🇬🇧 https://sites.google.com/site/fjavierrubio67/ #rstats #JuliaLang #Bayesian #Statistics #Biostatistics

935 followers415 following80 posts

📦 SimLT update, my R package for simulating survival times from life tables. sim_pophaz() now inverts the piecewise-linear cumulative hazard exactly: method = "direct" (default), ~10x faster. Root search kept: method = "uniroot". Faster merging in tutorial too! github.com/FJRubio67/SimLT #rstats

github.comGitHub - FJRubio67/SimLT: Simulation of survival times from a life table (R package)Simulation of survival times from a life table (R package) - FJRubio67/SimLT

Three postdoctoral positions in the UCL Department of Statistical Science. Prof. Robin Mitra, Dr Emma Simpson, and I are offering a project at the intersection of extreme value analysis, conformal prediction, and missing data: "Mind the Gap: Conformal Prediction for Extremes under Missing Data".

UCL Department of Statistical Science@statisticsucl.bsky.social

🚨 Three postdoctoral positions available The Department of Statistical Science invites applicants to three open postdoctoral positions. The appointments are full-time, and with the duration of two years in first instance. More information 👇 www.ucl.ac.uk/mathematical...

Happy to share that our paper "Conformalized Regression for Continuous Bounded Outcomes", written with Z. Wu and F. Leisen, has been accepted for publication in Journal of Machine Learning Research. This is Zhanli's first paper accepted for publication as a PhD student. arxiv.org/abs/2507.140...

arxiv.orgConformalized Regression for Continuous Bounded OutcomesRegression problems with continuous bounded outcomes frequently arise in statistical and machine learning applications, such as the analysis of rates and proportions. A central challenge in this setti...

F. Javier Rubio reposted

The advisory group on mathematics and artificial intelligence, of which I am a member, has just published a set of recommendations concerning the responsible release of mathematical results generated by AI companies using internal models. 1/3 agmai.org/general-sep29/

agmai.orggeneral-sep29Responsible Release of AI-Generated Mathematics September 29, 2026 Back to main page Download PDF At present, some frontier AI labs are testing advanced mathematical problems on proprietary models …

F. Javier Rubio reposted

In this special episode of Learning Bayesian Statistics, @alex-andorra.bsky.social is joined by Andrew Gelman, Aki Vehtari, and Richard McElreath to discuss Bayesian Workflow. From simulation and hierarchical pooling to causal inference, there’s a lot to unpack 🎧 lnkd.in/geX2QkxV #Bayesian

learnbayesstats.comBayesian Workflow - Gelman, Vehtari & McElreathAndrew Gelman, Aki Vehtari, and Richard McElreath discuss their new book on Bayesian workflow, reverse Bayes and hierarchical pooling.

I have now started the migration to #ConnectCloud. It seems to be less painful than I expected, although I still have to go through one document at a time, which is probably not a bad thing, as it gives me a chance to check which documents I still need. connect.posit.cloud/fjrubio

connect.posit.cloudPosit Connect CloudPublish your Python applications, R applications, and documents from GitHub to Posit Connect Cloud
F. Javier Rubio@fjrubio.bsky.social

It looks like #RPubs and #QuartoPub will need to be migrated to #ConnectCloud. It probably makes a lot of sense, but it's also quite a bit of work if you have several tutorials hosted only on RPubs (rpubs.com/FJRubio). Time find more efficient ways to store and manage them posit.co/blog/migrati...

F. Javier Rubio reposted

Research Fellow post at LSHTM. Come and work with Njeru Njagi, Matteo Quartagno, Wende Clarence Safari, Aurélien Belot, Bernard Rachet and myself on extending multiple imputation methods, in particular for analyses of electronic health records in cancer. jobs.lshtm.ac.uk/vacancy.aspx...

jobs.lshtm.ac.ukJob Opportunity at LSHTM: Research Fellow in StatisticsThe London School of Hygiene & Tropical Medicine (LSHTM) is one of the world’s leading public health universities. Our mission is to improve health and health equity in the UK and worldwide; working i...

F. Javier Rubio reposted

Following the decision of Statistics and Computing to charge (high!) APCs to *all* accepted papers, I decided to resign from the Editorial Board. (Sorry to the let EiC down, he's doing a super job).

New preprint with P. Basak and A.R. Linero "Bayesian Causal Machine Learning for Cure Models" arxiv.org/abs/2606.11405 We define causal effects in survival cure models and introduce BartCure, a Bayesian causal machine learning estimation methodology.

arxiv.orgBayesian Causal Machine Learning for Cure ModelsIn survival studies, treatments can benefit patients through different mechanisms: a treatment may increase the probability of being cured or delay failure among patients who are not cured. Quantifyin...

Journal version: doi.org/10.1007/s001...

doi.orgBayesian variable selection in sample selection models using spike-and-slab priors - Computational StatisticsSample selection models are a widely used approach for correcting bias caused by data that are missing not at random. Their formulation requires specifying the variables that influence the outcome and those that drive the selection process. This specification is often based on expert knowledge, which can result in the inclusion of irrelevant variables or the omission of important ones. Moreover, to avoid inferential problems such as practical non-identifiability, practitioners frequently impose exclusion restrictions, that is, model specifications in which certain variables predict selection but have no effect on the outcome of interest. A recent proposal employs adaptive LASSO to select the variables that enter into the outcome and selection equations, but its performance depends on the so-called covariance assumption, which can be violated in small to moderate samples. To address these challenges, we propose two families of spike-and-slab priors to conduct Bayesian variable selection in sample selection models. These prior structures allow for constructing a Gibbs sampler with tractable conditionals, which is scalable to the dimensions of practical interest. We illustrate the performance of the proposed methodology through a simulation study and present a comparison against adaptive LASSO and stepwise selection. We also provide two applications using publicly available real data.

New preprint with Z. Wu, F. Leisen, and M. Luque-Fernandez: "Conformalized Super Learner" 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.

F. Javier Rubio reposted

More details about the Bayesian Workflow book and case studies now available on the book web site avehtari.github.io/Bayesian-Wor... (but you still need to wait a bit for the book)

avehtari.github.ioBayesian Workflow book: Website – Bayesian Workflow book
Richard McElreath 🐈‍⬛@rmcelreath.bsky.social

I would have preferred to have the "draw the rest of the owl" meme on the cover, but this will do. Seems like it is on schedule, and we'll leave some typos so you know we didn't write it with AI.

New preprint with my student Eric Chen, co-supervised with Jim Griffin: “Bayesian variable and hazard structure selection in the General Hazard model” arxiv.org/abs/2602.03756 We develop Bayesian methododology for simultaneous selection of variables and the hazard structure in survival analysis

F. Javier Rubio reposted

4 or more UCL Departmental Studentships Deadline 9 January 2026 PhD Studentships, based at the UCL Department of Statistical Science. Open to Home and Overseas applicants. www.ucl.ac.uk/mathematical... Also, apply for admission to the MPhil/PhD programme. www.ucl.ac.uk/mathematical...

ucl.ac.ukResearch StudentshipsExplore UCL Statistics research studentships: funding, opportunities, and support for PhD students to advance statistical science through innovative research and collaboration.

F. Javier Rubio reposted