Sam Duffield
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samduffield.com
Sam Duffield
@samduffield.com
Stats, ML and open-source
Read more at arxiv.org/abs/2508.20883

Including scaling LRW up to image generation with Stable Diffusion 3.5 🐱
Lattice Random Walk Discretisations of Stochastic Differential Equations
We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion co...
arxiv.org
August 29, 2025 at 3:07 PM
As described in the paper, LRW provides multiple benefits but the key motivation for us @normalcomputing.com was the co-design with novel stochastic computing hardware which we believe can drastically accelerate general-purpose SDE sampling.
August 29, 2025 at 3:07 PM
Oh you king this is great thanks! I was at Lau Pa Sat the other day but went for shrimp noodles (which were great) because the satay queue was too long
April 28, 2025 at 6:46 AM
Didn’t listen, good decision
April 27, 2025 at 8:31 AM
However! We’re working on a much broader generalisation of abile which hopefully will be able to share soon 🤞🔜
April 18, 2025 at 4:39 PM
Adjacent!

posteriors takes the natural gradient descent viewpoint on EKF arxiv.org/abs/1703.00209

Which is nice for online deep learning but not necessarily bespoke state-space model inference
Online Natural Gradient as a Kalman Filter
We cast Amari's natural gradient in statistical learning as a specific case of Kalman filtering. Namely, applying an extended Kalman filter to estimate a fixed unknown parameter of a probabilistic mod...
arxiv.org
April 18, 2025 at 4:37 PM
We've also updated the paper and made some cool updates to the library 😎

Paper: arxiv.org/abs/2406.00104
Repo: github.com/normal-compu...
April 18, 2025 at 4:01 PM
📃 Poster #419
🗓️ Sat 26th, 10:00–12:30
📍 #ICLR2025, Singapore

Swing by if you’re into probml, thermodynamic computing or just wanna say hi
April 18, 2025 at 4:01 PM
F
April 16, 2025 at 4:25 PM
Should have said, here h is stepsize 😅
April 10, 2025 at 9:12 AM
Yep! That would be clearer
March 25, 2025 at 8:16 PM
Thinking about it more, I think the sharp jumps are an artefact of the plotting. The plotting function will linearly interpolate but you can actually probabilistically interpolate using the smoothing equations
February 28, 2025 at 3:15 PM
Oh you are right! Very nice!
February 28, 2025 at 9:50 AM
I don’t think so - I can’t see any backward iterations in the code. Also the sharp changes after a result in e.g. the boxing plot are a classic filtering feature - there is a reason smoothing is called smoothing after all 😄
February 28, 2025 at 3:57 AM