Alex Thiery
@alexxthiery.bsky.social
1.6K followers 960 following 140 posts
Associate Prof. in ML & Statistics at NUS 🇸🇬 MonteCarlo methods, probabilistic models, Inverse Problems, Optimization https://alexxthiery.github.io/
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Reposted by Alex Thiery
quantamagazine.bsky.social
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...
alexxthiery.bsky.social
And a recent very well written review of NS:

"Nested sampling for physical scientists"

arxiv.org/abs/2205.15570
alexxthiery.bsky.social
Nested Sampling is extremely popular in some communities, and there are often claims that it helps mitigate "phase transition" issues that can often affect standard geometric "tempering" methods (although I do not understand that well enough yet...) It's great to see explicit connections with SMC!
alexxthiery.bsky.social
See you in 🇸🇬
alexxthiery.bsky.social
My bad, this wasn't clear. It's in the space of all probability densities
alexxthiery.bsky.social
And here is how the geodesic path looks like (again under the Fisher-Rao metric)
alexxthiery.bsky.social
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?
Reposted by Alex Thiery
chhdellago.bsky.social
Once you have tried symplectic integrators, you never go back.
Reposted by Alex Thiery
spmontecarlo.bsky.social
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!
alexxthiery.bsky.social
Once the prompt is public, I do not think it will provide much signal (but it could potentially slightly help some the papers make sure their writing style align well with the conference expectations)
alexxthiery.bsky.social
How to implement this in practice, make the "review" prompt public in advance?
Reposted by Alex Thiery
glouppe.bsky.social
<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 🧵
alexxthiery.bsky.social
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...)
alexxthiery.bsky.social
Today, re-reading a classic.. the 1953 paper that started it all
alexxthiery.bsky.social
Is it based on the last year's preprint by Huhtikuun Typerys?
alexxthiery.bsky.social
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.
alexxthiery.bsky.social
Ah, but this paper seems to be confident that the conjecture is wrong, based on extensive simulations for estimating the connective constant up to 12 decimals (at which point there is a departure from the conjectured value). Still open though 😅
arxiv.org/pdf/1607.02984
arxiv.org
alexxthiery.bsky.social
Conjecture dates from 1992:
"Algebraic Techniques for Enumerating Self-Avoiding Walks on the Square Lattice"
arxiv.org/abs/hep-lat/...

"While we consider it would be fortuitous if this were the true value of the critical point, it nevertheless provides a useful mnemonic" 🙂
Algebraic Techniques for Enumerating Self-Avoiding Walks on the Square Lattice
We describe a new algebraic technique for enumerating self-avoiding walks on the rectangular lattice. The computational complexity of enumerating walks of $N$ steps is of order $3^{N/4}$ times a polyn...
arxiv.org
alexxthiery.bsky.social
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 😱
alexxthiery.bsky.social
That's interesting that it seems like very little is known about the asymptotic of the second largest increasing subsequence (and no fast method to compute it)
alexxthiery.bsky.social
This fast way of finding the LIS is neat! Just tried to reproduce your nice plot without leaving the phone 😊
chatgpt.com/share/67e8ec...