In the world of sphere packing, there’s been debate about whether order or a dash of chaos will give the best results. A recent proof marks a win for order. www.quantamagazine.org/new-sphere-p...
Alex Thiery
@alexxthiery.bsky.social
Associate Prof. in ML & Statistics at NUS 🇸🇬 MonteCarlo methods, probabilistic models, Inverse Problems, Optimization https://alexxthiery.github.io/
"A simpler nested sampling identity" Interesting blogpost on nested sampling & SMC by Nicolas Chopin statisfaction-blog.github.io/posts/04-06-...
A simpler nested sampling identity – Statisfaction - I can’t get no
statisfaction-blog.github.io
Here's how the gradient flow for minimizing KL(pi, target) looks under the Fisher-Rao metric. I thought some probability mass would be disappearing on the left and appearing on the right (i.e. teleportation), like a geodesic under the same metric, but I was very wrong... What's the right intuition?
Once you have tried symplectic integrators, you never go back.
The full (?) program of talks etc. for BayesComp seems to be online now (bayescomp2025.sg#programme), and looks pretty exciting - I will need to set aside some time to carve out my own schedule!
<proud advisor> Hot off the arXiv! 🦬 "Appa: Bending Weather Dynamics with Latent Diffusion Models for Global Data Assimilation" 🌍 Appa is our novel 1.5B-parameter probabilistic weather model that unifies reanalysis, filtering, and forecasting in a single framework. A thread 🧵
These sparse Gaussian Processes have been around longer than some grad students, but still fun to code! (and today was my first time coding one...)
Today, re-reading a classic.. the 1953 paper that started it all
Cute way to upper bound the connective constant of Z^d. For some length L, enumerate {w_1, w_2, ... , w_N} the Self-Avoiding-Walks of size L. An upper bound is given by the largest eigenvalue of the NxN matrix where M_{i,j}=1 iff there is a SAW of size (L+1) that starts with w_i and ends with w_j.
Approximating N(L), the number of Self-Avoiding-Walks in Z^2 of length L, is an assignment in my Simulation course this year. The connective constant is: C = \lim N(L)^1/L ~ 2.638.. Still open-problem to this day: is it true that 1/C equals the zero of the polynomial P(x)=581*x^4 + 7*x^2 - 13 😱
Approximating N(L), the number of Self-Avoiding-Walks in Z^2 of length L, is an assignment in my Simulation course this year. The connective constant is: C = \lim N(L)^1/L ~ 2.638.. Still open-problem to this day: is it true that 1/C equals the zero of the polynomial P(x)=581*x^4 + 7*x^2 - 13 😱
Sequential Monte Carlo (aka. Particle Socialism?): "why send one explorer when you can send a whole army of clueless one"
Next week is the MCMC chapter of my simulation course. Asked chatgpt to come up with a funny drawing:
Next week is the MCMC chapter of my simulation course. Asked chatgpt to come up with a funny drawing:
I already advertised for this document when I posted it on arXiv, and later when it was published. This week, with the agreement of the publisher, I uploaded the published version on arXiv. Less typos, more references and additional sections including PAC-Bayes Bernstein. arxiv.org/abs/2110.11216
Are you at AAAI in Philadelphia and interested about #tensor-factorizations or #circuits or even both? Then join us today at our tutorial: "From tensor factorizations to circuits (and back!)" Details and materials here april-tools.github.io/aaai25-tf-pc... Time 4:15pm - 6:00pm, Room 117
Home | AAAI'25 tutorial
The AAAI'25 tutorial on Tensor Factorizations + Probabilistic Circuits
april-tools.github.io
New video! Terence Tao on how we measure the cosmos: youtu.be/YdOXS_9_P4U
Terence Tao on how we measure the cosmos | Part 1
YouTube video by 3Blue1Brown
youtu.be
I'm really looking forward to the CRiSM 2.0 Conference warwick.ac.uk/fac/sci/stat... from 21st-23rd May. We've been lucky enough to get a really nice list of speakers; registrations open now if anyone is in the market for some interesting talks in May.
CRiSM Event 2025
warwick.ac.uk
Don't forget #AABI, the Symposium on Advances in Approximate Bayesian Inference is coming to Singapore!! Co-located #ICLR2025 Workshop Track: February 7, AoE Proceedings Track: February 7, AoE Fast Track: February 18 / March 14, AoE approximateinference.org/call/ #ML #Bayes #GenAI
Call for Papers
approximateinference.org
Tonight, on the taxi ride home, the 72-year-old driver, super friendly and insightful, spent ~10 minutes sharing his first impressions when using DeepSeek, comparing its pros and cons with ChatGPT, and even diving into the potential geopolitical implications 😅
When implementing parallel tempering, it's fashionable to alternate even and odd index temperature swap to try to maximise the inter-temperature movements. But when the temperatures are appropriately tuned, this very new paper by Roberts & Rosenthal shows that the gains are quite modest!
Asked to the students of my "statistical simulation" class: In Buffon's experiment where a needle of length L falls on parallel strips (unit width), the needle crosses 2L/π strips on average. To maximize the accuracy of the resulting estimate of π, how should one choose the length of the needle?
Very neat result by Pozza & Zanella: multi-proposal MCMC schemes are basically not worth it! And with GPUs, the gains are at most modest... arxiv.org/abs/2410.23174
Slides for a general introduction to the use of Optimal Transport methods in learning, with an emphasis on diffusion models, flow matching, training 2 layers neural networks and deep transformers. speakerdeck.com/gpeyre/optim...
Villani on the contributions of Joseph Fourier: www.youtube.com/watch?v=Ue-r...
Cédric Villani on Joseph Fourier’s ‘mathematical poem’ • RFI English
YouTube video by RFI English
youtube.com
A perfectly trained diffusion/flow model will just memorize the training data, so why isn't it the case in practice? Super interesting work 👇👇
Our new paper! "Analytic theory of creativity in convolutional diffusion models" lead expertly by @masonkamb.bsky.social arxiv.org/abs/2412.20292 Our closed-form theory needs no training, is mechanistically interpretable & accurately predicts diffusion model outputs with high median r^2~0.9
I've been thinking about in-context learning for nearly 3 years. While there is still plenty I don't fully understand, five papers have--to a very large extent--shaped my perspective on it, and I believe everyone should read them.