Alex Thiery
@alexxthiery.bsky.social
Associate Prof. in ML & Statistics at NUS 🇸🇬
MonteCarlo methods, probabilistic models, Inverse Problems, Optimization
https://alexxthiery.github.io/
MonteCarlo methods, probabilistic models, Inverse Problems, Optimization
https://alexxthiery.github.io/
Reposted by Alex Thiery
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...
July 7, 2025 at 2:27 PM
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...
"A simpler nested sampling identity"
Interesting blogpost on nested sampling & SMC by Nicolas Chopin
statisfaction-blog.github.io/posts/04-06-...
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
June 23, 2025 at 11:17 AM
"A simpler nested sampling identity"
Interesting blogpost on nested sampling & SMC by Nicolas Chopin
statisfaction-blog.github.io/posts/04-06-...
Interesting blogpost on nested sampling & SMC by Nicolas Chopin
statisfaction-blog.github.io/posts/04-06-...
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?
June 13, 2025 at 4:29 PM
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?
Reposted by Alex Thiery
Once you have tried symplectic integrators, you never go back.
June 7, 2025 at 9:34 PM
Once you have tried symplectic integrators, you never go back.
Reposted by Alex Thiery
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!
June 1, 2025 at 12:03 PM
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!
Reposted by Alex Thiery
<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 🧵
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 🧵
April 29, 2025 at 4:48 AM
<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 🧵
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...)
April 19, 2025 at 3:18 PM
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
April 11, 2025 at 9:00 AM
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.
April 1, 2025 at 9:42 AM
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 😱
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 😱
April 1, 2025 at 3:19 AM
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 😱
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"
"why send one explorer when you can send a whole army of clueless one"
March 29, 2025 at 8:32 AM
Sequential Monte Carlo (aka. Particle Socialism?):
"why send one explorer when you can send a whole army of clueless one"
"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:
March 29, 2025 at 8:09 AM
Next week is the MCMC chapter of my simulation course. Asked chatgpt to come up with a funny drawing:
Reposted by Alex Thiery
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
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
March 5, 2025 at 1:16 AM
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
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
Reposted by Alex Thiery
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
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
February 25, 2025 at 5:38 PM
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
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
Reposted by Alex Thiery
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
February 8, 2025 at 1:46 PM
New video! Terence Tao on how we measure the cosmos: youtu.be/YdOXS_9_P4U
Reposted by Alex Thiery
A recording of my talk from this afternoon: youtu.be/jSeXZ6IjKn8?...
February 18, 2025 at 8:45 PM
A recording of my talk from this afternoon: youtu.be/jSeXZ6IjKn8?...
Reposted by Alex Thiery
February 10, 2025 at 6:49 PM
Reposted by Alex Thiery
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
February 6, 2025 at 8:52 PM
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.
Reposted by Alex Thiery
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
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
February 4, 2025 at 4:20 PM
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 😅
February 1, 2025 at 3:00 PM
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!
January 29, 2025 at 8:36 AM
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?
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?
January 28, 2025 at 6:15 PM
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?
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?
Reposted by Alex Thiery
It’s finally out — and I got to blurb it!
January 22, 2025 at 4:15 PM
It’s finally out — and I got to blurb it!
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
arxiv.org/abs/2410.23174
January 22, 2025 at 2:22 PM
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
arxiv.org/abs/2410.23174
Reposted by Alex Thiery
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...
January 15, 2025 at 7:08 PM
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...