Sam Power
@spmontecarlo.bsky.social
Lecturer in Maths & Stats at Bristol. Interested in probabilistic + numerical computation, statistical modelling + inference. (he / him).
Homepage: https://sites.google.com/view/sp-monte-carlo
Seminar: https://sites.google.com/view/monte-carlo-semina
Homepage: https://sites.google.com/view/sp-monte-carlo
Seminar: https://sites.google.com/view/monte-carlo-semina
Reposted by Sam Power
Another exciting workshop to be held at Warwick Statistics this coming June: The ProbAI Theory of Scaling Laws Workshop from 22-24 June!
Website of the workshop: warwick.ac.uk/fac/sc...
Registration open until 31 March on a first-come-first-serve basis: warwick.ac.uk/fac/sc....
Website of the workshop: warwick.ac.uk/fac/sc...
Registration open until 31 March on a first-come-first-serve basis: warwick.ac.uk/fac/sc....
January 29, 2026 at 12:38 PM
Another exciting workshop to be held at Warwick Statistics this coming June: The ProbAI Theory of Scaling Laws Workshop from 22-24 June!
Website of the workshop: warwick.ac.uk/fac/sc...
Registration open until 31 March on a first-come-first-serve basis: warwick.ac.uk/fac/sc....
Website of the workshop: warwick.ac.uk/fac/sc...
Registration open until 31 March on a first-come-first-serve basis: warwick.ac.uk/fac/sc....
Reposted by Sam Power
New open source: cuthbert 🐛
State space models with all the hotness: (temporally) parallelisable, JAX, Kalman, SMC
State space models with all the hotness: (temporally) parallelisable, JAX, Kalman, SMC
January 30, 2026 at 4:26 PM
New open source: cuthbert 🐛
State space models with all the hotness: (temporally) parallelisable, JAX, Kalman, SMC
State space models with all the hotness: (temporally) parallelisable, JAX, Kalman, SMC
At a glance, these look decent, even in terms of being quite suitable for analysts / probabilists (as opposed to just number theorists):
people.math.ethz.ch/~kowalski/pr...
people.math.ethz.ch/~kowalski/pr...
February 1, 2026 at 2:44 PM
At a glance, these look decent, even in terms of being quite suitable for analysts / probabilists (as opposed to just number theorists):
people.math.ethz.ch/~kowalski/pr...
people.math.ethz.ch/~kowalski/pr...
Some notes on the Central Limit Theorem (following my revisiting of some of Devroye's book on Random Variate Generation):
Often, in handling random variables for which 'direct' simulation is challenging, we try to 'reduce' to sampling of something tractable, and then post-process / transform / etc.
Often, in handling random variables for which 'direct' simulation is challenging, we try to 'reduce' to sampling of something tractable, and then post-process / transform / etc.
February 1, 2026 at 1:04 PM
Some notes on the Central Limit Theorem (following my revisiting of some of Devroye's book on Random Variate Generation):
Often, in handling random variables for which 'direct' simulation is challenging, we try to 'reduce' to sampling of something tractable, and then post-process / transform / etc.
Often, in handling random variables for which 'direct' simulation is challenging, we try to 'reduce' to sampling of something tractable, and then post-process / transform / etc.
some hits from recent reading:
arxiv.org/abs/2511.08111
'On the Kantorovich contraction of Markov semigroups'
- Pierre Del Moral, Mathieu Gerber
www.arxiv.org/abs/2601.19710
'On randomized step sizes in Metropolis-Hastings algorithms'
- Sebastiano Grazzi, Samuel Livingstone, Lionel Riou-Durand
arxiv.org/abs/2511.08111
'On the Kantorovich contraction of Markov semigroups'
- Pierre Del Moral, Mathieu Gerber
www.arxiv.org/abs/2601.19710
'On randomized step sizes in Metropolis-Hastings algorithms'
- Sebastiano Grazzi, Samuel Livingstone, Lionel Riou-Durand
On the Kantorovich contraction of Markov semigroups
This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes ...
arxiv.org
January 30, 2026 at 9:04 PM
some hits from recent reading:
arxiv.org/abs/2511.08111
'On the Kantorovich contraction of Markov semigroups'
- Pierre Del Moral, Mathieu Gerber
www.arxiv.org/abs/2601.19710
'On randomized step sizes in Metropolis-Hastings algorithms'
- Sebastiano Grazzi, Samuel Livingstone, Lionel Riou-Durand
arxiv.org/abs/2511.08111
'On the Kantorovich contraction of Markov semigroups'
- Pierre Del Moral, Mathieu Gerber
www.arxiv.org/abs/2601.19710
'On randomized step sizes in Metropolis-Hastings algorithms'
- Sebastiano Grazzi, Samuel Livingstone, Lionel Riou-Durand
Exciting stuff: next week at the Online Monte Carlo Seminar, we will finally have a bit of Randomised Numerical Linear Algebra, courtesy of Ethan Epperly (Berkeley). See our website (sites.google.com/view/monte-c...) for details about the talk, taking place next Tuesday (3 February).
January 30, 2026 at 6:36 PM
Exciting stuff: next week at the Online Monte Carlo Seminar, we will finally have a bit of Randomised Numerical Linear Algebra, courtesy of Ethan Epperly (Berkeley). See our website (sites.google.com/view/monte-c...) for details about the talk, taking place next Tuesday (3 February).
Currently watching a probability seminar about deposition models, KPZ, etc.; meanwhile, an audience member has Tetris open on their phone. There are many ways to capture an audience's attention, I suppose!
January 30, 2026 at 3:44 PM
Currently watching a probability seminar about deposition models, KPZ, etc.; meanwhile, an audience member has Tetris open on their phone. There are many ways to capture an audience's attention, I suppose!
powerful response on MO
January 26, 2026 at 4:49 PM
powerful response on MO
In the end, the answer: the lectures (from the first day) _were_ indeed recorded! Find them linked here: sites.google.com/view/lpd-tnn....
January 26, 2026 at 11:15 AM
In the end, the answer: the lectures (from the first day) _were_ indeed recorded! Find them linked here: sites.google.com/view/lpd-tnn....
Itching to have the space in my calendar to process this in detail:
arxiv.org/abs/2601.12633
'New Trends in the Stability of Sinkhorn Semigroups'
- Pierre Del Moral, Ajay Jasra
arxiv.org/abs/2601.12633
'New Trends in the Stability of Sinkhorn Semigroups'
- Pierre Del Moral, Ajay Jasra
January 22, 2026 at 8:18 PM
Itching to have the space in my calendar to process this in detail:
arxiv.org/abs/2601.12633
'New Trends in the Stability of Sinkhorn Semigroups'
- Pierre Del Moral, Ajay Jasra
arxiv.org/abs/2601.12633
'New Trends in the Stability of Sinkhorn Semigroups'
- Pierre Del Moral, Ajay Jasra
Kind of funny to read this and have the reaction that "that's not algebra, that's statistical physics".
January 21, 2026 at 9:39 PM
Kind of funny to read this and have the reaction that "that's not algebra, that's statistical physics".
Recent downloads: "Distribution-uniform anytime-valid inference and the Robbins-Siegmund distributions" (arxiv.org/abs/2311.033...).
January 20, 2026 at 6:16 PM
Recent downloads: "Distribution-uniform anytime-valid inference and the Robbins-Siegmund distributions" (arxiv.org/abs/2311.033...).
idle thought: if one thinks of the h-index as an estimator, then what 'population-level' quantity (if any) is it (or some simple transformation thereof) an estimator of?
January 19, 2026 at 10:09 AM
idle thought: if one thinks of the h-index as an estimator, then what 'population-level' quantity (if any) is it (or some simple transformation thereof) an estimator of?
Lovely new work from my friend (and former office mate!) Sven:
arxiv.org/abs/2601.09007
'Global polynomial-time estimation in statistical nonlinear inverse problems via generalized stability'
- Sven Wang
arxiv.org/abs/2601.09007
'Global polynomial-time estimation in statistical nonlinear inverse problems via generalized stability'
- Sven Wang
Global polynomial-time estimation in statistical nonlinear inverse problems via generalized stability
Non-linear statistical inverse problems pose major challenges both for statistical analysis and computation. Likelihood-based estimators typically lead to non-convex and possibly multimodal optimizati...
arxiv.org
January 15, 2026 at 8:04 PM
Lovely new work from my friend (and former office mate!) Sven:
arxiv.org/abs/2601.09007
'Global polynomial-time estimation in statistical nonlinear inverse problems via generalized stability'
- Sven Wang
arxiv.org/abs/2601.09007
'Global polynomial-time estimation in statistical nonlinear inverse problems via generalized stability'
- Sven Wang
Have seen this news (cims.nyu.edu/dynamic/news...) about NYU professor Robert Kohn. As good a time as any to share a piece of his work which I found cool: when studying deterministic control problems, one can still end up with second-order PDEs for their solution: math.nyu.edu/~kohn/papers....
January 15, 2026 at 4:59 PM
Have seen this news (cims.nyu.edu/dynamic/news...) about NYU professor Robert Kohn. As good a time as any to share a piece of his work which I found cool: when studying deterministic control problems, one can still end up with second-order PDEs for their solution: math.nyu.edu/~kohn/papers....
Reposted by Sam Power
lol I have such strong opinions about this (like you should legally be allowed to dunk anyone who says a penalty is a lot prior in a vat of very very cold water)
January 14, 2026 at 3:40 PM
lol I have such strong opinions about this (like you should legally be allowed to dunk anyone who says a penalty is a lot prior in a vat of very very cold water)
And heading back from it now - great couple of days.
On my way to this now! Should be fun - always exciting to spend time at events outside of my own usual community, get a sense of what is capturing their attention, etc.
On behalf of some friends, let me quickly advertise an event taking place in London, January 12-13 2026 (sites.google.com/view/lpd-tnn), with an overall focus on 'Geometric methods in probability'. Registration is free but required, and closes on December 1 (i.e. next Monday) - exciting stuff!
January 13, 2026 at 9:19 PM
And heading back from it now - great couple of days.
commencing imminently!
Excited for the return of our seminar for another season!
Link with details: sites.google.com/view/monte-c...
Link with details: sites.google.com/view/monte-c...
January 13, 2026 at 4:31 PM
commencing imminently!
Very neat stuff:
arxiv.org/abs/2601.05444
'What Functions Does XGBoost Learn?'
- Dohyeong Ki, Adityanand Guntuboyina
arxiv.org/abs/2601.05444
'What Functions Does XGBoost Learn?'
- Dohyeong Ki, Adityanand Guntuboyina
January 12, 2026 at 11:32 AM
Very neat stuff:
arxiv.org/abs/2601.05444
'What Functions Does XGBoost Learn?'
- Dohyeong Ki, Adityanand Guntuboyina
arxiv.org/abs/2601.05444
'What Functions Does XGBoost Learn?'
- Dohyeong Ki, Adityanand Guntuboyina
On my way to this now! Should be fun - always exciting to spend time at events outside of my own usual community, get a sense of what is capturing their attention, etc.
On behalf of some friends, let me quickly advertise an event taking place in London, January 12-13 2026 (sites.google.com/view/lpd-tnn), with an overall focus on 'Geometric methods in probability'. Registration is free but required, and closes on December 1 (i.e. next Monday) - exciting stuff!
January 12, 2026 at 11:02 AM
On my way to this now! Should be fun - always exciting to spend time at events outside of my own usual community, get a sense of what is capturing their attention, etc.
Fun times with the triangular lattice:
January 11, 2026 at 6:48 PM
Fun times with the triangular lattice:
One of the reasons for taking a bit of time to reflect on this system relates to my explorations of LLM tools for mathematics research. On the whole, I've found online discussions of this topic to be quite uninformative, in the sense that I rarely get a sense of what is really working well, and why.
Along a different axis, I do still have a system for filing my research ideas, although more according to tiers of "credibility", coarsely speaking. Let me sketch out how I think about it (bearing in mind that it's not particularly innovative):
(Orthogonally to the above, I've finally given up on my old filing habits for papers, aside from separating into {research papers, slides, lecture notes, books, ... }. End of an era!)
January 10, 2026 at 10:22 PM
One of the reasons for taking a bit of time to reflect on this system relates to my explorations of LLM tools for mathematics research. On the whole, I've found online discussions of this topic to be quite uninformative, in the sense that I rarely get a sense of what is really working well, and why.
Excited for the return of our seminar for another season!
Link with details: sites.google.com/view/monte-c...
Link with details: sites.google.com/view/monte-c...
January 10, 2026 at 9:32 PM
Excited for the return of our seminar for another season!
Link with details: sites.google.com/view/monte-c...
Link with details: sites.google.com/view/monte-c...