I compute integrals for a living.
https://adriencorenflos.github.io/
There are 45 PIs to choose from, and you can apply to work also with me on computational Bayesian modeling and Bayesian workflow!
There are 45 PIs to choose from, and you can apply to work also with me on computational Bayesian modeling and Bayesian workflow!
🎓 Want to join a world-class doctoral programme?
Here at the Warwick Centre for Doctoral Training (CDT) in Statistics, we offer 10+ fully funded PhD studentships to talented applicants from around the globe.
Application instructions & form: www.ellisinstitute.fi/PI-recruit-2..., DL Jan 12!
Application instructions & form: www.ellisinstitute.fi/PI-recruit-2..., DL Jan 12!
Application instructions & form: www.ellisinstitute.fi/PI-recruit-2..., DL Jan 12!
You'll be working on Multimodal Diffusions for science. Apply here google.com/about/career...
You'll be working on Multimodal Diffusions for science. Apply here google.com/about/career...
It might not be the easiest intro to diffusion models, but this monograph is an amazing deep dive into the math behind them and all the nuances
It might not be the easiest intro to diffusion models, but this monograph is an amazing deep dive into the math behind them and all the nuances
Stopping Rules for Monte Carlo Methods: A Review
https://arxiv.org/abs/2510.22688
Stopping Rules for Monte Carlo Methods: A Review
https://arxiv.org/abs/2510.22688
Surprise 2: the algorithms are quite simple!
Surprise 3: it is beautiful (this one is not a surprise)
For a good overview and some cool results on correlated sampling, see, e.g., arxiv.org/abs/1612.01041
(Now, are you happy, tiny part of my brain I can't ignore?)
Surprise 2: the algorithms are quite simple!
Surprise 3: it is beautiful (this one is not a surprise)
For a good overview and some cool results on correlated sampling, see, e.g., arxiv.org/abs/1612.01041
(Now, are you happy, tiny part of my brain I can't ignore?)
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.
PINCODE researches Monte Carlo Fusion methods: this postdoc will help developing #rstats packages that bring this methodological work to life, as well as opportunities to contribute to further methodological development.
www.jobs.ac.uk/job/DOZ807/r...
PINCODE researches Monte Carlo Fusion methods: this postdoc will help developing #rstats packages that bring this methodological work to life, as well as opportunities to contribute to further methodological development.
www.jobs.ac.uk/job/DOZ807/r...
arxiv.org/abs/2510.07559
The main problem we solve in it is to construct importance weights for Markov chain Monte Carlo. We achieve it via a method we call harmonization by coupling.
arxiv.org/abs/2510.07559
The main problem we solve in it is to construct importance weights for Markov chain Monte Carlo. We achieve it via a method we call harmonization by coupling.
A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo (Corenflos, Dau) A long-standing gap exists between the theoretical analysis of Markov chain Monte Carlo convergence, which is often based on statistical divergences, and the diagnostics used in practice.
A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo (Corenflos, Dau) A long-standing gap exists between the theoretical analysis of Markov chain Monte Carlo convergence, which is often based on statistical divergences, and the diagnostics used in practice.
www.uow.edu.au/about/jobs/j...
www.uow.edu.au/about/jobs/j...
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.
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}.
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}.