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
Very cool (from Ehm-Gneiting-Jordan-Krüger, JRSSB 2016): for mean estimation, all consistent scoring rules can be obtained as conic combinations of 'extremal' consistent scoring rules, with an explicit structure. Similar results hold for quantiles (and perhaps other tasks as well!).
November 9, 2025 at 5:04 PM
Very cool (from Ehm-Gneiting-Jordan-Krüger, JRSSB 2016): for mean estimation, all consistent scoring rules can be obtained as conic combinations of 'extremal' consistent scoring rules, with an explicit structure. Similar results hold for quantiles (and perhaps other tasks as well!).
another hit: "wombling"
November 5, 2025 at 6:42 PM
another hit: "wombling"
"tsunameters" is a banger; shout out spatial statistics
November 4, 2025 at 3:13 PM
"tsunameters" is a banger; shout out spatial statistics
I appreciate that this is technically a comprehensible sentence (and pretty benign in terms of how complex the concepts are), but the density of jargon did hit me with that vague feeling of "am I having a stroke".
November 4, 2025 at 10:35 AM
I appreciate that this is technically a comprehensible sentence (and pretty benign in terms of how complex the concepts are), but the density of jargon did hit me with that vague feeling of "am I having a stroke".
now *that* is a talk title
October 28, 2025 at 10:56 AM
now *that* is a talk title
Let me advertise a bit our Online Monte Carlo seminar:
This coming Tuesday, we have Giorgos Vasdekis speaking on some very interesting recent work.
Moreover, we have confirmed our speaker line-up through until December - very exciting!
See sites.google.com/view/monte-c... for further details.
This coming Tuesday, we have Giorgos Vasdekis speaking on some very interesting recent work.
Moreover, we have confirmed our speaker line-up through until December - very exciting!
See sites.google.com/view/monte-c... for further details.
October 26, 2025 at 4:35 PM
Let me advertise a bit our Online Monte Carlo seminar:
This coming Tuesday, we have Giorgos Vasdekis speaking on some very interesting recent work.
Moreover, we have confirmed our speaker line-up through until December - very exciting!
See sites.google.com/view/monte-c... for further details.
This coming Tuesday, we have Giorgos Vasdekis speaking on some very interesting recent work.
Moreover, we have confirmed our speaker line-up through until December - very exciting!
See sites.google.com/view/monte-c... for further details.
Disrespecting my hip-hop rivals by criticising their "ancient, low-entropy flows".
October 21, 2025 at 9:37 PM
Disrespecting my hip-hop rivals by criticising their "ancient, low-entropy flows".
unabashedly a fan of deli notation
October 20, 2025 at 3:06 PM
unabashedly a fan of deli notation
Some degree of self-awareness here (I think!):
October 19, 2025 at 7:05 PM
Some degree of self-awareness here (I think!):
sensational energy here
October 17, 2025 at 9:21 AM
sensational energy here
Quite a funny MO comment / discussion, for me:
October 16, 2025 at 8:07 AM
Quite a funny MO comment / discussion, for me:
from source (not sure how informative):
October 14, 2025 at 11:54 AM
from source (not sure how informative):
A glimpse behind the curtain. Yet more care is needed when looking at things like variational inference with inducing variable approaches (which also occupy an interesting space vis-à-vis conditioning, randomness, etc.).
October 12, 2025 at 6:40 PM
A glimpse behind the curtain. Yet more care is needed when looking at things like variational inference with inducing variable approaches (which also occupy an interesting space vis-à-vis conditioning, randomness, etc.).
very cool workshop last week - www.newton.ac.uk/event/oggw03/ - lots of talks from good speakers on interesting works. keen to watch my way through them when I get a moment!
October 12, 2025 at 11:10 AM
very cool workshop last week - www.newton.ac.uk/event/oggw03/ - lots of talks from good speakers on interesting works. keen to watch my way through them when I get a moment!
Another one, drafted for the same workshop, but which didn't quite make it - but which I hope will see some use at a future event!
October 8, 2025 at 10:33 AM
Another one, drafted for the same workshop, but which didn't quite make it - but which I hope will see some use at a future event!
A drafted logo for a past workshop (we ended up going with something else in the end, but I still find this one cute in its own way).
October 6, 2025 at 8:37 PM
A drafted logo for a past workshop (we ended up going with something else in the end, but I still find this one cute in its own way).
This is indeed in the works (after combing through some of my folders of notes), but in the interim, I can share a few things which I've put up directly as .pdf files on my website (sites.google.com/view/sp-mont...), rather than as blog posts per se. Notes 3-5 are 'new'.
October 5, 2025 at 2:57 PM
This is indeed in the works (after combing through some of my folders of notes), but in the interim, I can share a few things which I've put up directly as .pdf files on my website (sites.google.com/view/sp-mont...), rather than as blog posts per se. Notes 3-5 are 'new'.
Regrettable that this reads to me as cognate to "cash my gold".
October 4, 2025 at 4:59 PM
Regrettable that this reads to me as cognate to "cash my gold".
Hadn't seen this before; pretty fun:
September 26, 2025 at 10:31 AM
Hadn't seen this before; pretty fun:
The first talk of the season will be this coming Tuesday (23 September), given by Alexandre Bouchard-Côté from UBC. Alex is a great speaker, so do join if you have the chance!
See sites.google.com/view/monte-c... for details, links, and so on.
See sites.google.com/view/monte-c... for details, links, and so on.
September 19, 2025 at 3:23 PM
The first talk of the season will be this coming Tuesday (23 September), given by Alexandre Bouchard-Côté from UBC. Alex is a great speaker, so do join if you have the chance!
See sites.google.com/view/monte-c... for details, links, and so on.
See sites.google.com/view/monte-c... for details, links, and so on.
September 18, 2025 at 6:59 PM
On my way home after a splendid couple of days at this workshop up in Newcastle! Slides are up on the workshop website (sites.google.com/view/probai-...) and videos will follow in due course. Excited for the possibility to host a follow-up!
September 10, 2025 at 5:40 PM
On my way home after a splendid couple of days at this workshop up in Newcastle! Slides are up on the workshop website (sites.google.com/view/probai-...) and videos will follow in due course. Excited for the possibility to host a follow-up!
