Adrien Corenflos
@adriencorenflos.bsky.social
Assistant Professor at the university of Warwick.
I compute integrals for a living.
https://adriencorenflos.github.io/
I compute integrals for a living.
https://adriencorenflos.github.io/
So MANY layers!
November 1, 2025 at 10:08 AM
So MANY layers!
Reposted by Adrien Corenflos
"The Principles of Diffusion Models" by Chieh-Hsin Lai, Yang Song, Dongjun Kim, Yuki Mitsufuji, Stefano Ermon. arxiv.org/abs/2510.21890
It might not be the easiest intro to diffusion models, but this monograph is an amazing deep dive into the math behind them and all the nuances
It might not be the easiest intro to diffusion models, but this monograph is an amazing deep dive into the math behind them and all the nuances
The Principles of Diffusion Models
This monograph presents the core principles that have guided the development of diffusion models, tracing their origins and showing how diverse formulations arise from shared mathematical ideas. Diffu...
arxiv.org
October 28, 2025 at 8:35 AM
"The Principles of Diffusion Models" by Chieh-Hsin Lai, Yang Song, Dongjun Kim, Yuki Mitsufuji, Stefano Ermon. arxiv.org/abs/2510.21890
It might not be the easiest intro to diffusion models, but this monograph is an amazing deep dive into the math behind them and all the nuances
It might not be the easiest intro to diffusion models, but this monograph is an amazing deep dive into the math behind them and all the nuances
Reposted by Adrien Corenflos
Jiezhong Wu, Reiichiro Kawai
Stopping Rules for Monte Carlo Methods: A Review
https://arxiv.org/abs/2510.22688
Stopping Rules for Monte Carlo Methods: A Review
https://arxiv.org/abs/2510.22688
October 28, 2025 at 6:18 AM
Jiezhong Wu, Reiichiro Kawai
Stopping Rules for Monte Carlo Methods: A Review
https://arxiv.org/abs/2510.22688
Stopping Rules for Monte Carlo Methods: A Review
https://arxiv.org/abs/2510.22688
Reposted by Adrien Corenflos
Surprise 1: it is possible!
Surprise 2: the algorithms are quite simple!
Surprise 3: it is beautiful (this one is not a surprise)
For a good overview and some cool results on correlated sampling, see, e.g., arxiv.org/abs/1612.01041
(Now, are you happy, tiny part of my brain I can't ignore?)
Surprise 2: the algorithms are quite simple!
Surprise 3: it is beautiful (this one is not a surprise)
For a good overview and some cool results on correlated sampling, see, e.g., arxiv.org/abs/1612.01041
(Now, are you happy, tiny part of my brain I can't ignore?)
Optimality of Correlated Sampling Strategies
In the "correlated sampling" problem, two players are given probability distributions $P$ and $Q$, respectively, over the same finite set, with access to shared randomness. Without any communication, ...
arxiv.org
October 27, 2025 at 11:16 AM
Surprise 1: it is possible!
Surprise 2: the algorithms are quite simple!
Surprise 3: it is beautiful (this one is not a surprise)
For a good overview and some cool results on correlated sampling, see, e.g., arxiv.org/abs/1612.01041
(Now, are you happy, tiny part of my brain I can't ignore?)
Surprise 2: the algorithms are quite simple!
Surprise 3: it is beautiful (this one is not a surprise)
For a good overview and some cool results on correlated sampling, see, e.g., arxiv.org/abs/1612.01041
(Now, are you happy, tiny part of my brain I can't ignore?)
Reposted by Adrien Corenflos
Let me advertise a bit our Online Monte Carlo seminar:
This coming Tuesday, we have Giorgos Vasdekis speaking on some very interesting recent work.
Moreover, we have confirmed our speaker line-up through until December - very exciting!
See sites.google.com/view/monte-c... for further details.
This coming Tuesday, we have Giorgos Vasdekis speaking on some very interesting recent work.
Moreover, we have confirmed our speaker line-up through until December - very exciting!
See sites.google.com/view/monte-c... for further details.
October 26, 2025 at 4:35 PM
Let me advertise a bit our Online Monte Carlo seminar:
This coming Tuesday, we have Giorgos Vasdekis speaking on some very interesting recent work.
Moreover, we have confirmed our speaker line-up through until December - very exciting!
See sites.google.com/view/monte-c... for further details.
This coming Tuesday, we have Giorgos Vasdekis speaking on some very interesting recent work.
Moreover, we have confirmed our speaker line-up through until December - very exciting!
See sites.google.com/view/monte-c... for further details.
Reposted by Adrien Corenflos
Postdoc, Newcastle University (UK).
PINCODE researches Monte Carlo Fusion methods: this postdoc will help developing #rstats packages that bring this methodological work to life, as well as opportunities to contribute to further methodological development.
www.jobs.ac.uk/job/DOZ807/r...
PINCODE researches Monte Carlo Fusion methods: this postdoc will help developing #rstats packages that bring this methodological work to life, as well as opportunities to contribute to further methodological development.
www.jobs.ac.uk/job/DOZ807/r...
Research Associate/Assistant in Statistics at Newcastle University
Apply for the Research Associate/Assistant in Statistics role on jobs.ac.uk, the top job board for academic positions in higher education. View details and apply now.
www.jobs.ac.uk
October 22, 2025 at 11:49 AM
Postdoc, Newcastle University (UK).
PINCODE researches Monte Carlo Fusion methods: this postdoc will help developing #rstats packages that bring this methodological work to life, as well as opportunities to contribute to further methodological development.
www.jobs.ac.uk/job/DOZ807/r...
PINCODE researches Monte Carlo Fusion methods: this postdoc will help developing #rstats packages that bring this methodological work to life, as well as opportunities to contribute to further methodological development.
www.jobs.ac.uk/job/DOZ807/r...
A little self promotion: Hai-Dang Dau (NUS) and I recently released this pre-print, which I'm not half proud of.
arxiv.org/abs/2510.07559
The main problem we solve in it is to construct importance weights for Markov chain Monte Carlo. We achieve it via a method we call harmonization by coupling.
arxiv.org/abs/2510.07559
The main problem we solve in it is to construct importance weights for Markov chain Monte Carlo. We achieve it via a method we call harmonization by coupling.
October 20, 2025 at 4:10 PM
A little self promotion: Hai-Dang Dau (NUS) and I recently released this pre-print, which I'm not half proud of.
arxiv.org/abs/2510.07559
The main problem we solve in it is to construct importance weights for Markov chain Monte Carlo. We achieve it via a method we call harmonization by coupling.
arxiv.org/abs/2510.07559
The main problem we solve in it is to construct importance weights for Markov chain Monte Carlo. We achieve it via a method we call harmonization by coupling.
As a large language model developed by OpenAI, I don't have genitals. Would you like to hear me apologising instead?
Sam Altman says ChatGPT will soon sext with verified adults
Sam Altman says ChatGPT will soon sext with verified adults
ChatGPT is about to get flirty.
buff.ly
October 15, 2025 at 6:49 AM
As a large language model developed by OpenAI, I don't have genitals. Would you like to hear me apologising instead?
Reposted by Adrien Corenflos
link 📈🤖
A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo (Corenflos, Dau) A long-standing gap exists between the theoretical analysis of Markov chain Monte Carlo convergence, which is often based on statistical divergences, and the diagnostics used in practice.
A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo (Corenflos, Dau) A long-standing gap exists between the theoretical analysis of Markov chain Monte Carlo convergence, which is often based on statistical divergences, and the diagnostics used in practice.
October 10, 2025 at 4:39 PM
link 📈🤖
A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo (Corenflos, Dau) A long-standing gap exists between the theoretical analysis of Markov chain Monte Carlo convergence, which is often based on statistical divergences, and the diagnostics used in practice.
A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo (Corenflos, Dau) A long-standing gap exists between the theoretical analysis of Markov chain Monte Carlo convergence, which is often based on statistical divergences, and the diagnostics used in practice.
Reposted by Adrien Corenflos
There are a couple of vacancies in Wollongong for Maths/Stats lecturers:
www.uow.edu.au/about/jobs/j...
www.uow.edu.au/about/jobs/j...
www.uow.edu.au
September 23, 2025 at 8:03 AM
There are a couple of vacancies in Wollongong for Maths/Stats lecturers:
www.uow.edu.au/about/jobs/j...
www.uow.edu.au/about/jobs/j...
Reposted by Adrien Corenflos
The first talk of the season will be this coming Tuesday (23 September), given by Alexandre Bouchard-Côté from UBC. Alex is a great speaker, so do join if you have the chance!
See sites.google.com/view/monte-c... for details, links, and so on.
See sites.google.com/view/monte-c... for details, links, and so on.
September 19, 2025 at 3:23 PM
The first talk of the season will be this coming Tuesday (23 September), given by Alexandre Bouchard-Côté from UBC. Alex is a great speaker, so do join if you have the chance!
See sites.google.com/view/monte-c... for details, links, and so on.
See sites.google.com/view/monte-c... for details, links, and so on.
Reposted by Adrien Corenflos
New paper on arXiv! And I think it's a good'un 😄
Meet the new Lattice Random Walk (LRW) discretisation for SDEs. It’s radically different from traditional methods like Euler-Maruyama (EM) in that each iteration can only move in discrete steps {-δₓ, 0, δₓ}.
Meet the new Lattice Random Walk (LRW) discretisation for SDEs. It’s radically different from traditional methods like Euler-Maruyama (EM) in that each iteration can only move in discrete steps {-δₓ, 0, δₓ}.
August 29, 2025 at 3:07 PM
New paper on arXiv! And I think it's a good'un 😄
Meet the new Lattice Random Walk (LRW) discretisation for SDEs. It’s radically different from traditional methods like Euler-Maruyama (EM) in that each iteration can only move in discrete steps {-δₓ, 0, δₓ}.
Meet the new Lattice Random Walk (LRW) discretisation for SDEs. It’s radically different from traditional methods like Euler-Maruyama (EM) in that each iteration can only move in discrete steps {-δₓ, 0, δₓ}.
Reposted by Adrien Corenflos
Applications are still open for another two weeks.
If anyone is, or knows anyone who is, looking for a postdoc position to work on the foundations of scalable inference and such... applications for a postdoctoral position at Warwick as a part of the OCEAN project (oceanerc.com) are open until 20th August at warwick-careers.tal.net/vx/appcentre....
OCEAN
OCEAN is an ERC Synergy grant gathering researchers to lay the fundations of the next-generation machine learning algorithms, involving decentralized inference and predictive tasks in the presence …
oceanerc.com
August 6, 2025 at 7:23 PM
Applications are still open for another two weeks.
Reposted by Adrien Corenflos
Prepping my post-BayesComp "stock market update" (to be taken with a pinch of salt!) on how different topics fared relative to my expectations / past years.
July 26, 2025 at 3:49 PM
Prepping my post-BayesComp "stock market update" (to be taken with a pinch of salt!) on how different topics fared relative to my expectations / past years.
Reposted by Adrien Corenflos
I am pleased to announce that together with some friends, we are organising a workshop on Non-Reversible MCMC Sampling, taking place at Newcastle University from 8–10 September 2025.
Details on the programme and registration can be found at the workshop website (sites.google.com/view/probai-...).
Details on the programme and registration can be found at the workshop website (sites.google.com/view/probai-...).
July 24, 2025 at 11:28 AM
I am pleased to announce that together with some friends, we are organising a workshop on Non-Reversible MCMC Sampling, taking place at Newcastle University from 8–10 September 2025.
Details on the programme and registration can be found at the workshop website (sites.google.com/view/probai-...).
Details on the programme and registration can be found at the workshop website (sites.google.com/view/probai-...).
Reposted by Adrien Corenflos
If anyone is, or knows anyone who is, looking for a postdoc position to work on the foundations of scalable inference and such... applications for a postdoctoral position at Warwick as a part of the OCEAN project (oceanerc.com) are open until 20th August at warwick-careers.tal.net/vx/appcentre....
OCEAN
OCEAN is an ERC Synergy grant gathering researchers to lay the fundations of the next-generation machine learning algorithms, involving decentralized inference and predictive tasks in the presence …
oceanerc.com
July 23, 2025 at 10:27 AM
If anyone is, or knows anyone who is, looking for a postdoc position to work on the foundations of scalable inference and such... applications for a postdoctoral position at Warwick as a part of the OCEAN project (oceanerc.com) are open until 20th August at warwick-careers.tal.net/vx/appcentre....
What's short for "Decision maker"? Didi?
July 2, 2025 at 10:07 PM
What's short for "Decision maker"? Didi?
HMC explained in a comic strip. Note the final velocity flip.
June 27, 2025 at 9:15 AM
HMC explained in a comic strip. Note the final velocity flip.
What is common knowledge in your field, but shocks outsiders?
Statistics is not about knowing how many potatoes a person eats every year on average.
Statistics is not about knowing how many potatoes a person eats every year on average.
What is common knowledge in your field, but shocks outsiders?
We often use a supposed picture of Thomas Bayes in presentations and alike, but it's unknown and likely that the picture shows someone other than him.
We often use a supposed picture of Thomas Bayes in presentations and alike, but it's unknown and likely that the picture shows someone other than him.
What is common knowledge in your field, but shocks outsiders?
Validated does not mean it works as intended. It means someone has evaluated it (and may have concluded it doesn’t work at all)
Validated does not mean it works as intended. It means someone has evaluated it (and may have concluded it doesn’t work at all)
June 19, 2025 at 12:55 AM
What is common knowledge in your field, but shocks outsiders?
Statistics is not about knowing how many potatoes a person eats every year on average.
Statistics is not about knowing how many potatoes a person eats every year on average.
Reposted by Adrien Corenflos
Congratulations to PhD student Rocco Caprio on the acceptance of his first paper, "Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities" arxiv.org/abs/2403.0..., on functional
inequalities and algorithm convergence - it will appear in JMLR.
inequalities and algorithm convergence - it will appear in JMLR.
June 12, 2025 at 11:00 AM
Congratulations to PhD student Rocco Caprio on the acceptance of his first paper, "Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities" arxiv.org/abs/2403.0..., on functional
inequalities and algorithm convergence - it will appear in JMLR.
inequalities and algorithm convergence - it will appear in JMLR.
I recently pushed a note on ArXiv, arxiv.org/abs/2505.04611, the title of which I am particularly proud of.
I argue there against a misconception that parameter estimation in state-space models is usually better done with particle marginal Metropolis Hastings (PMMH) than particle Gibbs (PGibbs).
I argue there against a misconception that parameter estimation in state-space models is usually better done with particle marginal Metropolis Hastings (PMMH) than particle Gibbs (PGibbs).
June 3, 2025 at 7:30 AM
I recently pushed a note on ArXiv, arxiv.org/abs/2505.04611, the title of which I am particularly proud of.
I argue there against a misconception that parameter estimation in state-space models is usually better done with particle marginal Metropolis Hastings (PMMH) than particle Gibbs (PGibbs).
I argue there against a misconception that parameter estimation in state-space models is usually better done with particle marginal Metropolis Hastings (PMMH) than particle Gibbs (PGibbs).
Reposted by Adrien Corenflos
Happy to share this paper. Full thread coming soon!
June 2, 2025 at 11:45 AM
Happy to share this paper. Full thread coming soon!
Reposted by Adrien Corenflos
We revised our paper on conditional backward sampling particle filter mixing times arxiv.org/abs/2312.17572. We prove (under strong mixing) that their mixing time is O(log T), where T is time horizon, with fixed number of particles. The proof is based on implementable couplings.
Mixing time of the conditional backward sampling particle filter
The conditional backward sampling particle filter (CBPF) is a powerful Markov chain Monte Carlo sampler for general state space hidden Markov model (HMM) smoothing. It was proposed as an improvement o...
arxiv.org
June 2, 2025 at 6:14 AM
We revised our paper on conditional backward sampling particle filter mixing times arxiv.org/abs/2312.17572. We prove (under strong mixing) that their mixing time is O(log T), where T is time horizon, with fixed number of particles. The proof is based on implementable couplings.
Reposted by Adrien Corenflos
In the interim, I wanted to advertise our YouTube channel - youtube.com/@montecarlos... - which contains recordings for the bulk of our talks so far (sites.google.com/view/monte-c..., sites.google.com/view/monte-c...). I encourage you to catch up and enjoy them over the intervening months!
May 28, 2025 at 5:03 PM
In the interim, I wanted to advertise our YouTube channel - youtube.com/@montecarlos... - which contains recordings for the bulk of our talks so far (sites.google.com/view/monte-c..., sites.google.com/view/monte-c...). I encourage you to catch up and enjoy them over the intervening months!
Reposted by Adrien Corenflos
Adam Johansen and four collaborators in Australia have recently had a paper entitled "Unbiased and Consistent Nested Sampling via Sequential Monte Carlo", which shows that interpreting the popular nested sampling algorithm as a form of SMC can have a variety of theoretical and practical advantages
April 29, 2025 at 12:00 PM
Adam Johansen and four collaborators in Australia have recently had a paper entitled "Unbiased and Consistent Nested Sampling via Sequential Monte Carlo", which shows that interpreting the popular nested sampling algorithm as a form of SMC can have a variety of theoretical and practical advantages