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Sam Duffield

@samduffield.com
1.1K followers 391 following 61 posts

Stats, ML and open-source

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Reposted by Sam Duffield
Sam Power @spmontecarlo.bsky.social · 14/09/2026
slide prep continues!
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Sam Duffield @samduffield.com · 29/07/2026
Surely the best lineup in Newcastle since Demba Ba + Papiss Cisse
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Sam Duffield @samduffield.com · 13/07/2026
cuthberto's take on the semi-finals please be wrong on Wednesday........ state-space-models.github.io/cuthberto-ca...
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Sam Duffield @samduffield.com · 25/06/2026
Wait till he hears about cuthbert github.com/state-space-...
github.com
GitHub - state-space-models/cuthbert: State-space model inference with JAX
State-space model inference with JAX. Contribute to state-space-models/cuthbert development by creating an account on GitHub.
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Reposted by Sam Duffield
Adrien Corenflos @adriencorenflos.bsky.social · 15/06/2026
I think this didn't get nearly enough traction. Sam did some fantastic work here leveraging the library we've been developing to make predictions for football. This was ported to a UI by Ryan Chan (Warwick MSc student) who's doing his thesis with me (on the methods behind the prediction).
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Sam Duffield @samduffield.com · 11/06/2026
The World Cup is about to start, I wrote a model using cuthbert to predict the games, check out cuthberto-carlos 🐛⚽ ryantjx.github.io/cuthberto-ca...
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Sam Duffield @samduffield.com · 28/05/2026
Co-organising a workshop: Non-Equilibrium Sampling: Diffusions · Flows · Particles September, Newcastle Come join the fun!
sites.google.com
Newcastle Non-Equilibrium Sampling Workshop
Group photo from last year's Newcastle Sampling workshop.
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Sam Duffield @samduffield.com · 21/04/2026
I'll be at ICLR this week 🇧🇷 presenting my complete SDE decomposition at the DeLTA workshop on Monday. Reach out if you want to meet!
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Sam Duffield @samduffield.com · 09/04/2026
The ensemble Kalman filter is now in cuthbert 🔥 The EnKF is one of those algorithms that "just works" - oftentimes in settings it has no right to github.com/state-space-...
github.com
Add the Ensemble Kalman Filter by DanWaxman · Pull Request #229 · state-space-models/cuthbert
This PR introduces the ensemble Kalman filter (EnKF). The implementation is based in part on the implementation of CD-Dynamax. That implementation, in turn, is inspired by Algorithm 10.2 in the not...
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Sam Duffield @samduffield.com · 18/02/2026
It was my birthday this week, it really had to be done
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Reposted by Sam Duffield
Andrew Gelman et al. @statmodeling.bsky.social · 03/02/2026
“Parallelizing MCMC Across the Sequence Length”: This one is really cool. statmodeling.stat.columbia.edu/2026/02/03/p...
statmodeling.stat.columbia.edu
“Parallelizing MCMC Across the Sequence Length”: This one is really cool. | Statistical Modeling, Causal Inference, and Social Science
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Sam Duffield @samduffield.com · 30/01/2026
New open source: cuthbert 🐛 State space models with all the hotness: (temporally) parallelisable, JAX, Kalman, SMC
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Sam Duffield @samduffield.com · 13/01/2026
New preprint! A Complete Decomposition of Stochastic Differential Equations I characterise *all possible SDEs* that satisfy given time-dependent marginals p(x,t)
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Reposted by Sam Duffield
Sam Power @spmontecarlo.bsky.social · 27/11/2025
Usual MCMC algorithms are typically guaranteed to work well when used to sample from target distributions for which i) mass is reasonably well-concentrated in the centre of the state space, and ii) the log-density is smooth and of moderate growth. Outside of this setting, things can go poorly.
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Sam Duffield @samduffield.com · 29/08/2025
New paper on arXiv! And I think it's a good'un 😄 Meet the new Lattice Random Walk (LRW) discretisation for SDEs. It’s radically different from traditional methods like Euler-Maruyama (EM) in that each iteration can only move in discrete steps {-δₓ, 0, δₓ}.
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Reposted by Sam Duffield
Sam Power @spmontecarlo.bsky.social · 13/05/2025
In slides from a recent talk - the { virtuous / vicious } cycle of filtering, smoothing, and parameter estimation in state space models.
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Sam Duffield @samduffield.com · 27/04/2025
Me: Hey so where’s good to eat round here? Singapore taxi driver: Malaysia
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Sam Duffield @samduffield.com · 18/04/2025
posteriors 𝞡 published at ICLR! I’ll be in Singapore next week, let’s chat all things scalable Bayesian learning! 🇸🇬👋
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Reposted by Sam Duffield
Sam Power @spmontecarlo.bsky.social · 17/04/2025
A new instalment of office decor:
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Sam Duffield @samduffield.com · 10/04/2025
So simple! Normally we order our minibatches like a, b, c, ...., [shuffle], new_a, new_b, new_c, .... but instead, if we do a, b, c, ...., [reverse], ...., c, b, a, [shuffle], new_a, new_b, .... The RMSE of stochastic gradient descent reduces from O(h) to O(h²) arxiv.org/abs/2504.04274
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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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Sam Duffield @samduffield.com · 24/03/2025
Was revisiting the Neural ODEs paper the other day and greatly enjoying. But I found this super confusing, it’s not an A=B+A statement
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Reposted by Sam Duffield
Sam Power @spmontecarlo.bsky.social · 20/03/2025
Thrillingly (/s), I have today (lightly) updated my website (sites.google.com/view/sp-mont...). I highlight that I've added i) links to several slide decks for talks about my research, and ii) materials related to the (few) short courses which I've given in the past couple of years. Enjoy!
sites.google.com
Sam Power's site
Hello! My name is Sam, and I am a researcher in Statistics. I am currently Lecturer in Statistical Science at the University of Bristol. Prior to this role, I was a Senior Research Associate (also at...
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Reposted by Sam Duffield
AlgoPerf @algoperf.bsky.social · 14/03/2025
Hi there! This account will post about the AlgoPerf benchmark and leaderboard updates for faster neural network training via better training algorithms. But let's start with what AlgoPerf is, what we have done so far, and how you can train neural nets ~30% faster.
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Sam Duffield @samduffield.com · 15/02/2025
I've been using Cursor and enjoying it but I'm not sure I'm bullish on it for the long run. One of the best parts about VSCode is the ecosystem of extensions (and that it is open source). Cursor is already out of sync and having issues with extension compatibility
forum.cursor.com
Unexpected indent when using "Run selection in terminal"
It seems this issue can be resolved by using the latest version of Python extensions when using Python 3.13. Currently in Cursor, we can only use outdated versions (at least 6 months old) of Python, P...
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Sam Duffield @samduffield.com · 12/02/2025
Thermo Matrix Exponentials has been published in Physical Review Research 🔥 On a thermodynamic computer, the matrix exponential occurs very naturally through the temporal covariance driven by the noise - a polynomial speedup over digital computers!
journals.aps.org
Thermodynamic matrix exponentials and thermodynamic parallelism
Thermodynamic computing exploits fluctuations and dissipation in physical systems to efficiently solve various mathematical problems. It was recently shown that certain linear algebra problems can be ...
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Sam Duffield @samduffield.com · 02/01/2025
Discovered today that LinkedIn has daily “Puzzle games” and they’re quite fun!
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Sam Duffield @samduffield.com · 10/12/2024
Thermodynamic Linear Algebra is published! And I, for one, am delighted to see work from Normal Computing published in Unconventional Computing 😝
nature.com
Thermodynamic linear algebra - npj Unconventional Computing
npj Unconventional Computing - Thermodynamic linear algebra
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Sam Duffield @samduffield.com · 03/12/2024
This is a lovely read
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Reposted by Sam Duffield
Adrien Corenflos @adriencorenflos.bsky.social · 24/11/2024
Parallel scans accumulate sequences on GPUs (or other parallel hardware) at logarithmic cost in the size of the input. The canonical example is cumulative sums (a, a+b, a+b+c, ...) from an input (a, b, c, ...), but this is hardly the only use, and, e.g., Kalman filtering can be handled in parallel.
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Sam Duffield @samduffield.com · 20/11/2024
Bluesky now @spmontecarlo.bsky.social is here:
media.tenor.com
thanos from avengers infinity war is holding a gold ring in his hand .
ALT: thanos from avengers infinity war is holding a gold ring in his hand .
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