iiinova — where your digital self keeps evolving

Pierre Nyquist @pierrenyquist.bsky.social · 29/07/2026

MCMC workshop in Stockholm! Come visit during Nobel week. Apparently I am giving a talk, which I learned from the announcement.

kth.se

Monte Carlo Methods in Stockholm 2026 | KTH

Dec 9, 2026 - Dec 11, 2026 KTH Royal Institute of Technology, Stockholm, Sweden

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Pierre Nyquist @pierrenyquist.bsky.social · 26/06/2026

If you have to (I.e., agreed without consulting a calendar) do NeurIPS reviews, at least find a good spot to do so. Out of office in the best way. Also, Sweden, not too bad.

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Pierre Nyquist @pierrenyquist.bsky.social · 18/06/2026

Another statistics seminar, another quote: (on the multinomial allocation model) “April 22nd, the birthday of Lenin, the famous politician”. Mathematicians y’all.

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Pierre Nyquist @pierrenyquist.bsky.social · 05/06/2026

At this workshop today. Xiao-Li Meng just asked the audience what ”principled statistics” mean (to them), followed by the wonderful description that statisticians should do ”principled corner-cutting”. This will now be my motto.

jameshbailie.github.io

Principled Statistics in the Age of AI

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Pierre Nyquist @pierrenyquist.bsky.social · 02/06/2026

Attending a talk on Jensen’s inequality in the setting of von Neumann algebras. Tempted to ask if, like in probability theory, in operator algebra Jensen’s always goes in the wrong direction. Not sure the crowd here will appreciate it.

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Pierre Nyquist @pierrenyquist.bsky.social · 13/04/2026

Last minute but the Cramér society's online conference for Federica Milinanni's award for best thesis 2025 is happening today @ 13:55 Stockholm time. Zoom link: lu-se.zoom.us/j/6241307147... Schedule below:

lu-se.zoom.us

Join our Cloud HD Video Meeting

Zoom is the leader in modern enterprise cloud communications.

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David Larsson Heidenblad @dlheidenblad.bsky.social · 19/03/2026

Hej Göteborg! Snart är det dags för en ny upplaga av "Forskaren i framtidens offentlighet". När? 15 april, 9.15-15.30 Var? Chalmers Är det gratis? Yes, men man måste föranmäla sig och platserna är begränsade. Länk till anmälan: docs.google.com/forms/d/e/1F... @bjornlundberg.bsky.social

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maurizio p @uamuamuam.bsky.social · 23/03/2026

Happy birthday to Emmy Noether. Talking about her today in classes. Here are some drawing about her by coni777.bsky.social crojasmolina.com/illustration...

crojasmolina.com

#Noethember, drawings about Emmy Noether – Constanza Rojas-Molina

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Pierre Nyquist @pierrenyquist.bsky.social · 20/03/2026

At a new gin bar in Gothenburg and they are serving sloe gin AND playing Outkast so I guess this is my new spot? 🤷‍♂️

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Pierre Nyquist @pierrenyquist.bsky.social · 12/03/2026

It's terrible but can't lie, I laughed. With this + the Donald Glover as Yoshi "story", The Onion is on one today.

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Pierre Nyquist @pierrenyquist.bsky.social · 27/02/2026

Back in Århus and TIL that Itô spent about 2 years here in the 60s, between his time at Stanford and Cornell. Somehow I had completely missed this. There is even a Springer book covering lectures he gave here:

link.springer.com

Stochastic Processes

The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute durin...

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Pierre Nyquist @pierrenyquist.bsky.social · 23/02/2026

Finally getting back to making a paper we "finished" before Christmas submissions-ready. Me this morning: This will only take a day or two. Me 7h later: ok so the notations section is almost done...

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Sveriges unga akademi @sverigesungaakademi.se · 17/02/2026

💡 Sök eller nominera till Forskningsfyren! JULIA RAVANIS mottog utmärkelsen 2025: ”För mig kändes det som ett bevis på att all tid och allt engagemang som jag lagt på populärvetenskapligt berättande var mödan värd; jag kände mig väldigt uppskattad.” 🏆 sverigesungaakademi.se/barn-och-sam...

sverigesungaakademi.se

Julia Ravanis om att få priset Forskningsfyren - Sveriges unga akademi

Julia Ravanis tilldelades den första Forskningsfyren, ett nytt pris för spridande av kunskap ”för sitt nyskapande sätt att sprida kunskap över generationsgränser genom en unik förening av poesi, human...

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Pierre Nyquist @pierrenyquist.bsky.social · 09/02/2026

Happy and proud that Federica received this year's Cramér prize from the Cramér Society (and, I guess, by extension the Swedish Statistics Society). Incredibly well-deserved; extra fitting that the thesis dealt with challenging problems at the intersection of stats & large deviations.

statistikframjandet.se

Cramérsällskapet – Start | Statistikfrämjandet

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Pierre Nyquist @pierrenyquist.bsky.social · 09/02/2026

This is highlighting something that I believe is becoming increasingly problematic at technical universities in Sweden, and more generally (Swedish) society as far as education goes.

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Barbara Fantechi @barbarafantechi.bsky.social · 08/02/2026

The similarities between writing mathematics and writing novels are piling up.

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Pierre Nyquist @pierrenyquist.bsky.social · 07/02/2026

For over a week I have been trying to remember why I had put "Blocked" (and nothing else) in my calendar for all of Monday. Today it hit me: Sunday is the Super Bowl. Once again, the time difference struggle is real.

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Pierre Nyquist @pierrenyquist.bsky.social · 02/02/2026

I guess now that it is official: excited to have joined the APT editorial board. Journal of Applied Probability is another journal that has always felt like "home" to me, so happy to be able to contribute more to it on the editorial side.

appliedprobability.org

Applied Probability Trust - Editorial Board

Editorial office Peter Taylor, University of Melbourne, Editor in ChiefResearch interests: Stochastic Networks, Queueing Theory, Matrix-Analytic Methods, Economic Applications, Markov Decision Proces...

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Pierre Nyquist @pierrenyquist.bsky.social · 31/01/2026

As 3/5ths of the family has been down with the flu for over a week, I have had a lot of "free" (aka cannot work but also not directly occupied) time and have gone through lots of episodes of the InControl podcast that I had saved "for later". Supreme content for anyone in control/PDE/probability

incontrolpodcast.com

inControl

The first podcast on control theory. inControl shop: https://incontrolpodcast.myshopify.com/

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Pierre Nyquist @pierrenyquist.bsky.social · 30/01/2026

Managed to set up an exam problem that was at the same time (much!) easier than I intended and just horrible to grade.

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Pierre Nyquist @pierrenyquist.bsky.social · 30/01/2026

Second time in a row I have submitted something with several hours left until deadline. Feels strange to not have the adrenaline rush of "what if the submission portal does not load".

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Pierre Nyquist @pierrenyquist.bsky.social · 29/01/2026

As I have seen some complaints (rightfully so) about the peer review system in the last 24hrs, here is an example where the process—note, ignoring all the bad parts about rights, financial stakes etc.—very much made our paper better. The paper was just accepted to Bernoulli after a first (1/8)

arxiv.org

Large deviations for Independent Metropolis Hastings and Metropolis-adjusted Langevin algorithm

In this paper, we prove large deviation principles for the empirical measures associated with the Independent Metropolis Hastings (IMH) sampler and the Metropolis-adjusted Langevin Algorithm (MALA). T...

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Pierre Nyquist @pierrenyquist.bsky.social · 25/12/2025

I know they’re sent out automatically, but how about we make sure journals do not send out review request or reminders during weekends or holidays? I know, I should not be checking my email etc., but c’mon now. You can guess what prompted this…

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Pierre Nyquist @pierrenyquist.bsky.social · 14/12/2025

Reading about school shooting over the years, I have always thought "but I would not happen here". Surreal to now read about a shooting at Brown—my wife and I both walking around the house in Brown sweaters—in one of the buildings that I have spent countless of hours in, right next to Applied Math.

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Pierre Nyquist @pierrenyquist.bsky.social · 11/12/2025

Viktor Nilsson’s PhD defense is now on the way at KTH. Prof Luc Rey-Bellet setting things off.

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Pierre Nyquist @pierrenyquist.bsky.social · 10/12/2025

First batch of new additions to the office, some new and some replacing lost/worn out copies. Holiday reading seems covered.

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Pierre Nyquist @pierrenyquist.bsky.social · 08/12/2025

Happy to be invited as a Tandem Fellow at @aiasdk.bsky.social this coming February. Will be working on large deviations, simulations and points processes with Christian Hirsch. Also great to visit Århus again, it has been too long since last time.

aias.au.dk

AIAS

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Pierre Nyquist @pierrenyquist.bsky.social · 19/11/2025

🚨New work alert🚨 With (soon to defend) graduate student Viktor Nilsson we study large deviations for dynamic Schrödinger bridges using the weak convergence/control-theoretic framework. We prove uniform Laplace principles for bridge processes and combine with an LDP for the static problem.

arxiv.org

A weak convergence approach to the large deviations of the dynamic Schrödinger problem

In this paper, we consider large deviations for dynamical Schrödinger problems, using the variational approach developed by Dupuis, Ellis, Budhiraja, and others. Recent results on scaled families of S...

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Pierre Nyquist @pierrenyquist.bsky.social · 12/11/2025

Next stop: @tue.nl for a talk in the CASA colloquium. Always nice to come "home".

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Pierre Nyquist @pierrenyquist.bsky.social · 11/11/2025

Donning the gown and beret of @tudelfteemcs.bsky.social for today's PhD defence by Serena Della Corte (here together with her supervisor Richard Kraaij). Really nice thesis and wonderful defence on PDEs, HJB equations and large deviations.

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Pierre Nyquist @pierrenyquist.bsky.social · 03/09/2025

Roughly 5 months later, can you guess what email I had to write once more?

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Steve McCormick @quasilocal.com · 30/08/2025

Anyone in the math GR / geometric analysis communiy know anyone who's in need of a postdoc around 1 year from now and would be interested in coming to the frozen wastelands of the north? (And has/will have a non-Euro PhD)

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Pierre Nyquist @pierrenyquist.bsky.social · 19/08/2025

Re-reading this gem more than a decade after the first time. Great for beginning students as the similarities with, and lessons for, research are everywhere. Or just life in general really.

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Pierre Nyquist @pierrenyquist.bsky.social · 10/07/2025

Making a list of papers to bring on upcoming trips, mostly things that are not in my "main areas"—any suggestions for good papers from the last couple of years? Any suggestions welcomed; so far I have *a lot* on the overlap gap property and computational hardness (Gamarnik, Ben Arous and others...)

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Pierre Nyquist @pierrenyquist.bsky.social · 30/06/2025

And we’re off! Great start but as usual too many interesting talks/sessions. And, of course, the heat. But, first world problems and all that…

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Pierre Nyquist @pierrenyquist.bsky.social · 28/06/2025

Spending most of the week in Atlanta, anyone with rec's for where to go for food, drinks etc?

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Pierre Nyquist @pierrenyquist.bsky.social · 27/06/2025

Chasing characters to remove in a "paper" for a class on pedagogy and it is a real "kill your darlings"-situation over here

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John T Ormerod @johntormerod.bsky.social · 17/06/2025

Waiting for my MCMC to finish.

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Pierre Nyquist @pierrenyquist.bsky.social · 10/06/2025

🚨New work alert🚨 This got a little lost with Federica's defence last week, but together with another student with put out a new preprint on large deviations for certain families of Schrödinger bridges. The work builds on that of Bernton, Ghosal and Nutz for ... arxiv.org/abs/2506.03999

arxiv.org

Large deviations for scaled families of Schrödinger bridges with reflection

In this paper, we show a large deviation principle for certain sequences of static Schrödinger bridges, typically motivated by a scale-parameter decreasing towards zero, extending existing large devia...

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Pierre Nyquist @pierrenyquist.bsky.social · 05/06/2025

And with that, we welcome Federica to the PhD family! A wonderful defence steered in a fantastic way by Christophe Andrieu as opponent and w. Sigrid Källblad from KTH as chair.

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Pierre Nyquist @pierrenyquist.bsky.social · 04/06/2025

T-24h until Federica's PhD defence. I have somehow fallen into the role of event planner leading up to this; zero nerves about the actual defence, but stressed out of my mind about travel itineraries, directions and Google Maps links, restaurant reservations etc. www.kth.se/math/kalende...

kth.se

Large Deviation Analysis of Markov Chain Monte Carlo Methods and Algorithmic Advances for Uncertainty Quantification in Neuroscience | KTH

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Pierre Nyquist @pierrenyquist.bsky.social · 03/06/2025

Quintessential academic experience: finished a referee report I had been putting off for way too long earlier today. 20 min later a new referee request comes in, aaaaaaand now we’re back where we started.

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Pierre Nyquist @pierrenyquist.bsky.social · 13/05/2025

It happens every time and yet I seem to forget between visits: coming to Brown and talking to the people here gives me such a boost of ideas and new problems to work on. Cannot overstate the influence this place has had for me.

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Pierre Nyquist @pierrenyquist.bsky.social · 07/05/2025

Analysis is all fun and games until you have to go through someone else's proofs and make sure that yes, you can in fact take your deltas and epsilons that way...

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Pierre Nyquist @pierrenyquist.bsky.social · 04/04/2025

Currently writing an email to an editor asking when we can expect reports on a paper we submitted in one of my students first year. She is defending her thesis in two months; we have 5 year PhD programs.

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Pierre Nyquist @pierrenyquist.bsky.social · 03/04/2025

TIL of the existence of the "finfluencer", as in finance influencer, and there are few things I want to unlearn as much as this.

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Pierre Nyquist @pierrenyquist.bsky.social · 25/03/2025

Happy for, and proud of, my not-for-much-longer grad student Federica Milinanni that got one of the prestigious Wallenberg postdoc grants to go and work with Chang-Han Rhee at Northwestern.

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