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/
And a recent very well written review of NS:
"Nested sampling for physical scientists"
arxiv.org/abs/2205.15570
"Nested sampling for physical scientists"
arxiv.org/abs/2205.15570
June 23, 2025 at 11:32 AM
And a recent very well written review of NS:
"Nested sampling for physical scientists"
arxiv.org/abs/2205.15570
"Nested sampling for physical scientists"
arxiv.org/abs/2205.15570
Nested Sampling is extremely popular in some communities, and there are often claims that it helps mitigate "phase transition" issues that can often affect standard geometric "tempering" methods (although I do not understand that well enough yet...) It's great to see explicit connections with SMC!
June 23, 2025 at 11:29 AM
Nested Sampling is extremely popular in some communities, and there are often claims that it helps mitigate "phase transition" issues that can often affect standard geometric "tempering" methods (although I do not understand that well enough yet...) It's great to see explicit connections with SMC!
"Unbiased and Consistent Nested Sampling via Sequential Monte Carlo"
by Robert Salomone, Leah F. South, Christopher Drovandi, Dirk P. Kroese, Adam M. Johansen
arxiv.org/abs/1805.03924
by Robert Salomone, Leah F. South, Christopher Drovandi, Dirk P. Kroese, Adam M. Johansen
arxiv.org/abs/1805.03924
Unbiased and Consistent Nested Sampling via Sequential Monte Carlo
We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algori...
arxiv.org
June 23, 2025 at 11:18 AM
"Unbiased and Consistent Nested Sampling via Sequential Monte Carlo"
by Robert Salomone, Leah F. South, Christopher Drovandi, Dirk P. Kroese, Adam M. Johansen
arxiv.org/abs/1805.03924
by Robert Salomone, Leah F. South, Christopher Drovandi, Dirk P. Kroese, Adam M. Johansen
arxiv.org/abs/1805.03924
My bad, this wasn't clear. It's in the space of all probability densities
June 13, 2025 at 6:29 PM
My bad, this wasn't clear. It's in the space of all probability densities
Motivated by the reading of this nice article:
"Sequential Monte Carlo approximations of Wasserstein--Fisher--Rao gradient flows"
by Francesca R. Crucinio, Sahani Pathiraja
arxiv.org/abs/2506.05905
"Sequential Monte Carlo approximations of Wasserstein--Fisher--Rao gradient flows"
by Francesca R. Crucinio, Sahani Pathiraja
arxiv.org/abs/2506.05905
Sequential Monte Carlo approximations of Wasserstein--Fisher--Rao gradient flows
We consider the problem of sampling from a probability distribution $π$. It is well known that this can be written as an optimisation problem over the space of probability distribution in which we aim...
arxiv.org
June 13, 2025 at 4:33 PM
Motivated by the reading of this nice article:
"Sequential Monte Carlo approximations of Wasserstein--Fisher--Rao gradient flows"
by Francesca R. Crucinio, Sahani Pathiraja
arxiv.org/abs/2506.05905
"Sequential Monte Carlo approximations of Wasserstein--Fisher--Rao gradient flows"
by Francesca R. Crucinio, Sahani Pathiraja
arxiv.org/abs/2506.05905
And here is how the geodesic path looks like (again under the Fisher-Rao metric)
June 13, 2025 at 4:30 PM
And here is how the geodesic path looks like (again under the Fisher-Rao metric)
Once the prompt is public, I do not think it will provide much signal (but it could potentially slightly help some the papers make sure their writing style align well with the conference expectations)
May 17, 2025 at 9:17 AM
Once the prompt is public, I do not think it will provide much signal (but it could potentially slightly help some the papers make sure their writing style align well with the conference expectations)
How to implement this in practice, make the "review" prompt public in advance?
May 17, 2025 at 8:57 AM
How to implement this in practice, make the "review" prompt public in advance?
Is it based on the last year's preprint by Huhtikuun Typerys?
April 1, 2025 at 1:19 PM
Is it based on the last year's preprint by Huhtikuun Typerys?
extracted from:
"Upper Bounds for the Connective Constant of Self-Avoiding Walks" by Sven Erick Alm
www.cambridge.org/core/journal...
"Upper Bounds for the Connective Constant of Self-Avoiding Walks" by Sven Erick Alm
www.cambridge.org/core/journal...
Upper Bounds for the Connective Constant of Self-Avoiding Walks | Combinatorics, Probability and Computing | Cambridge Core
Upper Bounds for the Connective Constant of Self-Avoiding Walks - Volume 2 Issue 2
www.cambridge.org
April 1, 2025 at 9:44 AM
extracted from:
"Upper Bounds for the Connective Constant of Self-Avoiding Walks" by Sven Erick Alm
www.cambridge.org/core/journal...
"Upper Bounds for the Connective Constant of Self-Avoiding Walks" by Sven Erick Alm
www.cambridge.org/core/journal...
Ah, but this paper seems to be confident that the conjecture is wrong, based on extensive simulations for estimating the connective constant up to 12 decimals (at which point there is a departure from the conjectured value). Still open though 😅
arxiv.org/pdf/1607.02984
arxiv.org/pdf/1607.02984
arxiv.org
April 1, 2025 at 3:49 AM
Ah, but this paper seems to be confident that the conjecture is wrong, based on extensive simulations for estimating the connective constant up to 12 decimals (at which point there is a departure from the conjectured value). Still open though 😅
arxiv.org/pdf/1607.02984
arxiv.org/pdf/1607.02984
Conjecture dates from 1992:
"Algebraic Techniques for Enumerating Self-Avoiding Walks on the Square Lattice"
arxiv.org/abs/hep-lat/...
"While we consider it would be fortuitous if this were the true value of the critical point, it nevertheless provides a useful mnemonic" 🙂
"Algebraic Techniques for Enumerating Self-Avoiding Walks on the Square Lattice"
arxiv.org/abs/hep-lat/...
"While we consider it would be fortuitous if this were the true value of the critical point, it nevertheless provides a useful mnemonic" 🙂
Algebraic Techniques for Enumerating Self-Avoiding Walks on the Square Lattice
We describe a new algebraic technique for enumerating self-avoiding walks on the rectangular lattice. The computational complexity of enumerating walks of $N$ steps is of order $3^{N/4}$ times a polyn...
arxiv.org
April 1, 2025 at 3:21 AM
Conjecture dates from 1992:
"Algebraic Techniques for Enumerating Self-Avoiding Walks on the Square Lattice"
arxiv.org/abs/hep-lat/...
"While we consider it would be fortuitous if this were the true value of the critical point, it nevertheless provides a useful mnemonic" 🙂
"Algebraic Techniques for Enumerating Self-Avoiding Walks on the Square Lattice"
arxiv.org/abs/hep-lat/...
"While we consider it would be fortuitous if this were the true value of the critical point, it nevertheless provides a useful mnemonic" 🙂
That's interesting that it seems like very little is known about the asymptotic of the second largest increasing subsequence (and no fast method to compute it)
March 30, 2025 at 7:24 AM
That's interesting that it seems like very little is known about the asymptotic of the second largest increasing subsequence (and no fast method to compute it)
This fast way of finding the LIS is neat! Just tried to reproduce your nice plot without leaving the phone 😊
chatgpt.com/share/67e8ec...
chatgpt.com/share/67e8ec...
March 30, 2025 at 7:06 AM
This fast way of finding the LIS is neat! Just tried to reproduce your nice plot without leaving the phone 😊
chatgpt.com/share/67e8ec...
chatgpt.com/share/67e8ec...