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

The rare (and depressing!) history lecture during a math talk. An excellent talk at that, on sampling related to gerrymandering in the US.

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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

13:55 opening 14:00 - 14:30 C Andrieu, Bristol 14:35 - 15:05 A Wang, Warwick 15:10 - 15:40 C-H Rhee, Northwestern 15:40 - 15:55 Break 15:55 - 16:25 J Yang, Copenhagen 16:30 - 17:00 D Avitabile, Amsterdam 17:00 - 17:30 F Milinanni, ICERM/Brown University

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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

generation of Swedes that can step into the shoes of the old one". Friends, the regular visitors to the Leadbetter home were (primarily) Cramér and later on Kallenberg. Luckily this was before I knew who they were, otherwise imposter syndrome would have kicked into overdrive that very first night.

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

the Leadbetters and when it was time to settle in day 1 Ross walked us downstairs and to a room where there was a Swedish flag. I guess he saw my confusion and proceeded to say something along the lines "Oh this is the room where my Swedish visitors used to stay. It is so nice to now have a new

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

Story time: Regardless of my own research area, and frankly nationality, I have a great affinity for Cramér dating back to my first visit to the US. I was coming as an undergrad to Chapel Hill to visit Ross Leadbetter and Amarjit Budhiraja for six months. First couple of days we were staying with

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

Correction: 3 years, as it clearly says in the book. I blame the local people that said two years during lunch today. Also, Itô especially mentions the joy of spending time with Cramér while here and for some reason this made me happy.

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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

You managed to live in Boston and not be converted to liking it even a little bit? Strong!

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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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Reposted by Pierre Nyquist

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

intellectual effort were interesting. With the increased use of LLMs to shape courses etc., I found hearing this comforting. Same thing with how everyone that is interviewed highlight and champion their students. Ok, back to caring for the sick people over here.

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

and refreshing to hear from some of the leading researchers in their fields. Sure, they might have arrived at this feeling later on in their careers, when the pressure of publishing and so on is gone, but still. Especially Stephen Boyd's comments on teaching and how it should be an intense

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

spoken at great length on the benefits and joys of teaching, how it is not something to do "on the side" of research etc. This is counter to all the incentives you will typically see at a local level (I am fortunate that it does not really apply to the places I am affiliated with, only some)

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

In particular, it has been wonderful to listen to the different thoughts on teaching and supervision. Of course there is a selection bias—there are of course other equally accomplished scientists that perhaps are not as suited for/will decline a podcast—but invariably so far they have all

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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

Currently thinking about starting some kind of activity for grad students and postdocs where we discuss these meta-matters—how to read and write papers, different ways to pick topics, how to approach seminars etc.—and something like this could be an interesting case study in that setting. (8/8)

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

process actually helps make the science better. Not in terms of the actual results, but in how we communicate it. Of course this could happen outside of the journal system, but I do not yet have a good, feasible idea for how that is not "send it to a friend/colleague that gives you comments". (7/8)

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

cumbersome derivations (Taylor expansions galore!). This is now the second paper in a row for Federica where the referee comments really highlighted some blindspots for us and allowed us to make the papers significantly better. Overall, I think it is good to highlight these cases, where the (6/8)

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

time, but in that we were building in a lot of implicit assumptions and interpretations. In hindsight it is clear that the paper is now (much!) better, it is aimed more directly at the intended audience, and the main results are easy to find without going through all the necessary but (5/8)

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

took care to formulate what the essence of the paper was to us. This meant new title, re-writing much of the introduction to change the perspective, re-organise the paper to make it clear what the main results were, etc. Of course we had done what we thought was a good job with this the first (4/8)

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

the reviewers saw it merely as an application of our past work (see below) and the main point was checking a specific condition. After reading through the paper again, it was clear that although that was not how we intended it, that was exactly the way the paper read! We then sat down and (3/8)

sciencedirect.com

A large deviation principle for the empirical measures of Metropolis–Hastings chains

To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target di…

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

go at Annals of Applied Probability. I thought it was a 50/50 proposition for AAP, mainly because the reviewers were likely to either like the approach or not, and that would in my mind decide the outcome. When the reviews came back, I was rather surprised by the interpretation of the paper: (2/8)

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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 · 20/12/2025

Oh it's been something trying to explain all of this to the biology-people that were also on the paper.

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Pierre Nyquist @pierrenyquist.bsky.social · 17/12/2025

Quoting one of the co-authors from our email thread: "After more than four years, it is finally online!" . Especially happy for Federica and Andrei that really drove this project (also, for not having to go through the proofs again to check them)

link.springer.com

Sensitivity approximation by the Peano-Baker series

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

A sad day for the entire Brown community, and of course just an immense tragedy in general. Also shows you how the "but not here"-illusion is just that, an illusion.

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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

The Swiss poking fun at the French only a couple of minutes into the presentation!

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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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