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Date
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Title
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Categories
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31-08-2026
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Short introduction to CVXPY
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optimization, convexity
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24-02-2026
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The mean-field Potts model
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analysis
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24-11-2025
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Gegenbauer Polynomials and the Laplacian
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analysis
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22-11-2025
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Scoring Rules for Probabilistic Forecasts
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diffusion
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21-10-2025
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Masked Discrete Diffusion
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DDPM, score
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19-10-2025
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Schrödinger Bridges
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SDE, markov
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15-06-2025
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Infinite Products
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complex_analysis
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13-06-2025
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Fisher-Rao Geometry
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probability, information-geometry
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10-05-2025
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Adjoint method for sensitivities
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ODE, PDE, Adjoint
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18-04-2025
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Sparse GP
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GP
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05-04-2025
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Self Avoiding Walks
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monte-carlo
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22-02-2025
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Jarzynski and Crooks
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SDE, markov
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08-12-2024
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Basic Conformal Inference
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conformal
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30-07-2024
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VIASM mini-course on diffusions and flows
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diffusion
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11-06-2024
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Doob, Girsanov and Bellman
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SDE, markov
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03-06-2024
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Girsanov and Importance Sampling
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SDE, markov
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14-05-2024
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Joe Doob & Change of measures on path-space
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SDE, markov
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09-03-2024
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RWM & HMC on manifolds
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MCMC, manifold
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18-12-2023
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Metropolis-Hastings ratio with deterministic proposals
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auxiliary-variable
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28-11-2023
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Averaging and homogenization
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diffusion
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18-11-2023
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Ensemble Kalman Smoother (EnKS)
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enkf, data-assimilation
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11-11-2023
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Asymptotic variance & Poisson Equation
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markov
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23-10-2023
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Gaussian Assimilation & the EnKF
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enkf, data-assimilation
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19-10-2023
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Deriving Langevin MCMC
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MCMC
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16-10-2023
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Wasserstein Gradients & Langevin Diffusions
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diffusion
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09-10-2023
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Sanov’s Theorem
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LargeDeviation
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03-10-2023
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Auxiliary variable trick
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auxiliary-variable
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02-10-2023
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Shearer’s lemma
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infoTheory
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30-09-2023
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Information Theory: References and Readings
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infoTheory
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26-09-2023
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Shannon Source Coding Theorem
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infoTheory
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23-09-2023
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Information Theory: Entropy and Basic Definitions
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infoTheory
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23-09-2023
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Information Theory: Fano’s inequality
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infoTheory
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02-07-2023
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Denoising Diffusion Probabilistic Models (DDPM)
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DDPM, score
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02-07-2023
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From Denoising Diffusion to ODEs
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DDPM, score
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12-06-2023
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Reverse diffusions, Score & Tweedie
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SDE, score
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