Online Seminar on Monte Carlo
I’m thrilled to announce that I’ll be presenting at the Online Seminar on Monte Carlo on October 22 from 11:30 AM – 12:30 PM EST! I’ll be discussing recent work … Read More
Blog
Mixing of the No-U-Turn Sampler and the Geometry of Gaussian Concentration
The No-U-Turn Sampler (NUTS) is the go-to method for sampling in probabilistic programming languages like Stan, PyMC3, NIMBLE, Turing, and NumPyro. However, due to its recursive architecture, even proving its … Read More
Penn/Temple Probability Seminar October 1st
Excited to share that I’ll be speaking at the Penn/Temple probability seminar on October 1st. Looking forward to discussing the recent progress we’ve made in understanding the reversibility of the … Read More
Recent Advances and Future Directions for Sampling Conference at Yale
Excited to attend the upcoming Recent Advances and Future Directions for Sampling conference at Yale. With so much progress happening in MCMC and related areas, this event feels perfectly timed … Read More
A Step Forward for NUTS: Adaptive Path-Length & Step-Size with Detailed Balance
Imagine a No-U-Turn Sampler that can adapt both its path-length and step-size on the fly, responding to the local geometry of the target distribution, while still preserving detailed balance. In … Read More
Couplings for Metropolized Non-Reversible MCMC
In a highly cited paper, Diaconis et al, (2000) lifted the symmetric random walk on the discrete circle by adding an auxiliary velocity variable that is flipped in each step … Read More
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo
Anyone who has ever used Hamiltonian Monte Carlo samplers before has probably encountered the so-called tuning problem: in short, it is not at all obvious how to pick the algorithm’s … Read More
Bob Carpenter Visit & Seminar
Very fortunate to have Bob Carpenter (Flatiron Institute) visiting Rutgers Camden during the week of March 18th. Seminar details are linked here.
AY2024-2025 Sabbatical Leave
Will be taking a sabbatical leave from Rutgers for the academic year 2024-2025. As much as I enjoy teaching, it seems opportune to devote my full effort to research, particularly … Read More
4th Italian Meeting on Probability & Mathematical Statistics
Will be speaking at a contributed session organized by Mirko D’Ovidio (Sapienza) with special focus on sticky Brownian motion at the 4th Italian Meeting on Probability and Mathematical Statistics to … Read More