And here is how the geodesic path looks like (again under the Fisher-Rao metric)

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?

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...)

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?

One #postdoc position is still available at the National University of Singapore (NUS) to work on sampling, high-dimensional data-assimilation, and diffusion/flow models. Applications are open until the end of January. Details:

alexxthiery.github.io/jobs/2024_di...

After watching this beautiful keynote by @arnauddoucet.bsky.social , I *had* to give these Schrodinger bridges a try! Very interesting to be able to "straighten" a basic flow-matching approach. Super cool work by @vdebortoli.bsky.social & co-author!