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Alex Thiery

@alexxthiery.bsky.social
1.7K followers 962 following 141 posts

Associate Prof. in ML & Statistics at NUS 🇸🇬 MonteCarlo methods, probabilistic models, Inverse Problems, Optimization alexxthiery.github.io

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Reposted by Alex Thiery
Quanta Magazine @quantamagazine.org · 07/07/2025
In the world of sphere packing, there’s been debate about whether order or a dash of chaos will give the best results. A recent proof marks a win for order. www.quantamagazine.org/new-sphere-p...
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Alex Thiery @alexxthiery.bsky.social · 23/06/2025
"A simpler nested sampling identity" Interesting blogpost on nested sampling & SMC by Nicolas Chopin statisfaction-blog.github.io/posts/04-06-...
statisfaction-blog.github.io
A simpler nested sampling identity – Statisfaction - I can’t get no
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Alex Thiery @alexxthiery.bsky.social · 13/06/2025
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?
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Christoph Dellago @chhdellago.bsky.social · 07/06/2025
Once you have tried symplectic integrators, you never go back.
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Sam Power @spmontecarlo.bsky.social · 01/06/2025
The full (?) program of talks etc. for BayesComp seems to be online now (bayescomp2025.sg#programme), and looks pretty exciting - I will need to set aside some time to carve out my own schedule!
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Gilles Louppe @glouppe.bsky.social · 29/04/2025
<proud advisor> Hot off the arXiv! 🦬 "Appa: Bending Weather Dynamics with Latent Diffusion Models for Global Data Assimilation" 🌍 Appa is our novel 1.5B-parameter probabilistic weather model that unifies reanalysis, filtering, and forecasting in a single framework. A thread 🧵
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Alex Thiery @alexxthiery.bsky.social · 19/04/2025
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...)
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Alex Thiery @alexxthiery.bsky.social · 11/04/2025
Today, re-reading a classic.. the 1953 paper that started it all
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Alex Thiery @alexxthiery.bsky.social · 01/04/2025
Cute way to upper bound the connective constant of Z^d. For some length L, enumerate {w_1, w_2, ... , w_N} the Self-Avoiding-Walks of size L. An upper bound is given by the largest eigenvalue of the NxN matrix where M_{i,j}=1 iff there is a SAW of size (L+1) that starts with w_i and ends with w_j.
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Alex Thiery @alexxthiery.bsky.social · 01/04/2025
Approximating N(L), the number of Self-Avoiding-Walks in Z^2 of length L, is an assignment in my Simulation course this year. The connective constant is: C = \lim N(L)^1/L ~ 2.638.. Still open-problem to this day: is it true that 1/C equals the zero of the polynomial P(x)=581*x^4 + 7*x^2 - 13 😱
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Alex Thiery @alexxthiery.bsky.social · 29/03/2025
Sequential Monte Carlo (aka. Particle Socialism?): "why send one explorer when you can send a whole army of clueless one"
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Alex Thiery @alexxthiery.bsky.social · 29/03/2025
Next week is the MCMC chapter of my simulation course. Asked chatgpt to come up with a funny drawing:
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Pierre Alquier @pierrealquier.bsky.social · 05/03/2025
I already advertised for this document when I posted it on arXiv, and later when it was published. This week, with the agreement of the publisher, I uploaded the published version on arXiv. Less typos, more references and additional sections including PAC-Bayes Bernstein. arxiv.org/abs/2110.11216
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Lorenzo Loconte @loreloc.bsky.social · 25/02/2025
Are you at AAAI in Philadelphia and interested about #tensor-factorizations or #circuits or even both? Then join us today at our tutorial: "From tensor factorizations to circuits (and back!)" Details and materials here april-tools.github.io/aaai25-tf-pc... Time 4:15pm - 6:00pm, Room 117
april-tools.github.io
Home | AAAI'25 tutorial
The AAAI'25 tutorial on Tensor Factorizations + Probabilistic Circuits
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Grant Sanderson @3blue1brown.com · 08/02/2025
New video! Terence Tao on how we measure the cosmos: youtu.be/YdOXS_9_P4U
youtu.be
Terence Tao on how we measure the cosmos | Part 1
YouTube video by 3Blue1Brown
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Sam Power @spmontecarlo.bsky.social · 18/02/2025
A recording of my talk from this afternoon: youtu.be/jSeXZ6IjKn8?...
youtu.be
Monte Carlo Seminar| Sam Power| Convergence of Random Walk Metropolis: Perspectives fr Isoperimetry
YouTube video by Monte Carlo Seminar
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Zach Weinersmith @zachweinersmith.bsky.social · 10/02/2025
Proof smbc-comics.com/comic/proof-3
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Adam Johansen @adamjohansen.bsky.social · 06/02/2025
I'm really looking forward to the CRiSM 2.0 Conference warwick.ac.uk/fac/sci/stat... from 21st-23rd May. We've been lucky enough to get a really nice list of speakers; registrations open now if anyone is in the market for some interesting talks in May.
warwick.ac.uk
CRiSM Event 2025
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Christian A. Naesseth @canaesseth.bsky.social · 04/02/2025
Don't forget #AABI, the Symposium on Advances in Approximate Bayesian Inference is coming to Singapore!! Co-located #ICLR2025 Workshop Track: February 7, AoE Proceedings Track: February 7, AoE Fast Track: February 18 / March 14, AoE approximateinference.org/call/ #ML #Bayes #GenAI
approximateinference.org
Call for Papers
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Alex Thiery @alexxthiery.bsky.social · 01/02/2025
Tonight, on the taxi ride home, the 72-year-old driver, super friendly and insightful, spent ~10 minutes sharing his first impressions when using DeepSeek, comparing its pros and cons with ChatGPT, and even diving into the potential geopolitical implications 😅
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Alex Thiery @alexxthiery.bsky.social · 29/01/2025
When implementing parallel tempering, it's fashionable to alternate even and odd index temperature swap to try to maximise the inter-temperature movements. But when the temperatures are appropriately tuned, this very new paper by Roberts & Rosenthal shows that the gains are quite modest!
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Alex Thiery @alexxthiery.bsky.social · 28/01/2025
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?
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Maxim Raginsky @mraginsky.bsky.social · 22/01/2025
It’s finally out — and I got to blurb it!
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Alex Thiery @alexxthiery.bsky.social · 22/01/2025
Very neat result by Pozza & Zanella: multi-proposal MCMC schemes are basically not worth it! And with GPUs, the gains are at most modest... arxiv.org/abs/2410.23174
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Gabriel Peyré @gabrielpeyre.bsky.social · 15/01/2025
Slides for a general introduction to the use of Optimal Transport methods in learning, with an emphasis on diffusion models, flow matching, training 2 layers neural networks and deep transformers. speakerdeck.com/gpeyre/optim...
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Alex Thiery @alexxthiery.bsky.social · 07/01/2025
Villani on the contributions of Joseph Fourier: www.youtube.com/watch?v=Ue-r...
youtube.com
Cédric Villani on Joseph Fourier’s ‘mathematical poem’ • RFI English
YouTube video by RFI English
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Pierre Alquier @pierrealquier.bsky.social · 05/01/2025
😍😍😍 lmbp.uca.fr/stflour/
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Alex Thiery @alexxthiery.bsky.social · 05/01/2025
🙂
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Alex Thiery @alexxthiery.bsky.social · 01/01/2025
A perfectly trained diffusion/flow model will just memorize the training data, so why isn't it the case in practice? Super interesting work 👇👇
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Dimitris Papailiopoulos @dimitrisp.bsky.social · 29/12/2024
I've been thinking about in-context learning for nearly 3 years. While there is still plenty I don't fully understand, five papers have--to a very large extent--shaped my perspective on it, and I believe everyone should read them.
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Steven Strogatz @stevenstrogatz.com · 22/12/2024
Some of you might enjoy my lectures on "asymptotics and perturbation methods". youtube.com/playlist?lis... These are ingenious methods for approximating the solutions to integrals and differential equations by exploiting the presence of a small or large parameter in the problem.
youtube.com
Asymptotics and perturbation methods - Prof. Steven Strogatz - YouTube
This is the playlist for an applied math course on asymptotics and perturbation methods, offered by Prof. Steven Strogatz at Cornell University in Spring 202...
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Mayank Shreshtha @shreshthamayank.bsky.social · 23/12/2024
Eight years ago, I worked on mathematical modeling of gene regulation. Always, thought why the relevant literature and lessons from this field are not present in popular science. Well, now here it is. A moving piece by @philipcball.bsky.social #biology #gene #emergence nautil.us/how-life-rea...
nautil.us
How Life Really Works
Just as I uncovered a new way to understand life, I got news about my own.
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Francis Bach @bachfrancis.bsky.social · 21/12/2024
My book is (at last) out, just in time for Christmas! A blog post to celebrate and present it: francisbach.com/my-book-is-o...
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Samuel Vaiter @samuelvaiter.com · 16/12/2024
Gauss-Lucas theorem states that the roots of the derivative of a polynomial with complex coefficients always lie within the convex hull of the original polynomial's roots.
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Alex Thiery @alexxthiery.bsky.social · 16/12/2024
A funny result is that any square matrix M can be expressed as the product of two symmetric matrices: M=UV. Maybe surprisingly (?), it seems like just doing a super basic gradient descent on ||M-UV||^2 almost always give such a decomposition...
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Alex Thiery @alexxthiery.bsky.social · 15/12/2024
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...
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Zhidi Lin @zhidilin.bsky.social · 14/12/2024
Langevin Monte Carlo (LMC). Just tried to generate a video to visualize the process 😀
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Rémi Flamary @rflamary.bsky.social · 13/12/2024
Today something crazy happened. POT has reached 1000 citations (total) 🤩🚀. Very proud to be part of a scientific community that acknowledges open source research software. Please continue to use, cite and contribute to POT ! Small🧵below for those interested pythonot.github.io
Google scholar extract with 1000 citation for POT Python Optima; Transport
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Alex Thiery @alexxthiery.bsky.social · 14/12/2024
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!
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Alex Thiery @alexxthiery.bsky.social · 13/12/2024
Fantastic #neurips keynote by Arnaud Doucet! Really like this slide tracing back many of the modern flow-matching / stochastic interpolants ideas to a 1986 result by probabilist Istvan Gyongy describing how to "Markovianize" a diffusion process (eg. having coefficients depending on all the past)
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Alex Thiery @alexxthiery.bsky.social · 11/12/2024
Every Author as First Author, problem solved!
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Ethan Epperly @ethanepperly.bsky.social · 09/12/2024
Did you know that randomized Nyström approximation of A is equivalent to running the randomized SVD on A⁰ᐧ⁵? This and other surprising facts on this week's blog post on the "Gram correspondence" www.ethanepperly.com/index.php/20...
ethanepperly.com
Low-Rank Approximation Toolbox: The Gram Correspondence – Ethan N. Epperly
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Alex Thiery @alexxthiery.bsky.social · 09/12/2024
copilot, simulate a "Brownian bee" process for me 😛 arxiv.org/abs/2006.06486
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Alex Thiery @alexxthiery.bsky.social · 09/12/2024
A bit ashamed to admit that I've never really read about conformal inference; luckily, we had a very nice seminar talk about it today, so the occasion to code the most basic version of (split) conformal inference. Ten lines of code later, it kinda works & I want to learn more! recommended readings?
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Samuel Vaiter @samuelvaiter.com · 05/12/2024
Morley's theorem (1899) states that the intersections of the adjacent angle trisectors of any triangle defines an equilateral triangle. www.cut-the-knot.org/triangle/Morley
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Alex Thiery @alexxthiery.bsky.social · 05/12/2024
An artist was hired to write a few equations on the wall of our new building... The calligraphy is a bit special, but I approve of the choice of equation! #mcmc
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Alex Thiery @alexxthiery.bsky.social · 05/12/2024
I'm thinking of asking my stats students next year to come up with at least 10 reasons why this statement is probably misleading 🙂 "participants who consumed ≥5 servings/week of any chocolate showed a 10% lower relative risk of Type 2 diabete"
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Alex Thiery @alexxthiery.bsky.social · 02/12/2024
new laptop arrived and first time I've got a GPU on my MacBook, should I expect #Jax + M4 GPU to just work?
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kyunghyuncho.bsky.social @kyunghyuncho.bsky.social · 27/11/2024
finally over the past weekend, i read <the Atomic Human> by @lawrennd.bsky.social . i couldn't have enjoyed it more, and this will be my go-to recommendation for people who want to know more about AI, its place in history and its consequences and implications. kyunghyuncho.me/the-atomic-h...
kyunghyuncho.me
<The Atomic Human> by Neil Lawrence – Kyunghyun Cho
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Mathurin Massias @mathurinmassias.bsky.social · 27/11/2024
Anne Gagneux, Ségolène Martin, @quentinbertrand.bsky.social Remi Emonet and I wrote a tutorial blog post on flow matching: dl.heeere.com/conditional-... with lots of illustrations and intuition! We got this idea after their cool work on improving Plug and Play with FM: arxiv.org/abs/2410.02423
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