Archive for IHP
many folks for manifolds [computational methods for probability distributions on manifolds workshop]
Posted in pictures, Travel, University life with tags bootstrap, experimental design, France, generative model, Gromov-Wasserstein, group picture, IHP, Institut Henri Poincaré, inverse problems, kernel Stein discrepancy descent, manifold, manifold exploration, MCMC, mixture models, Paris, workshop on May 27, 2026 by xi'an
the vexing Hausdorff measure
Posted in Books, Statistics, University life with tags Claude, Computational methods for probability distributions on manifolds, Hausdorff metric, IHP, Institut Henri Poincaré, LLMs, manifold exploration, MCMC, Paris, workshop on May 13, 2026 by xi'anAttending the workshop “Computational methods for probability distributions on manifolds” (IHP, Paris, May 11-13, 2026) made me re-ponder the challenge of simulating a distribution conditional on the random variable X~p(x) being constrained to the manifold M defined by q(x)=0. Fortunately, Claude helped a lot in downgrading the importance of the Hausdorff measure σ! The density writes p(x)/||∇q(x)||, with respect to the Hausdorff measure on M. Which accounts for the curvature of the manifold M. When resorting to an MCMC algorithm to simulate this density, there are two options: (a) simulate from a proposal on the manifold M whose density wrt the Hausdorff measure σ is known or (b) resort to a reparameterisation map φ of the manifold M whose input on an Euclidean space has density
wrt the Lebesgue measure.
computational methods for probability distributions on manifolds (11-13 May, IHP, Paris)
Posted in Books, pictures, Statistics, Travel, University life with tags bootstrap, experimental design, generative model, Gromov-Wasserstein, IHP, Institut Henri Poincaré, inverse problems, kernel Stein discrepancy descent, manifold, manifold exploration, MCMC, mixture models, Paris, workshop on May 12, 2026 by xi'an
This week, we are running a small workshop on Computational methods for probability distributions on manifolds, whose size was dictated by the corresponding surface of the Institut Henri room allotted to us by the IHP administration. Very exciting theme and very exciting program, which more than make up for the unseasonal weather in Paris.
May 11
Guillaume Pouliot – MCMC on Manifolds in Economics
Alessandro Barp – Kernel and Stein discrepancies between distributions, à la Schwartz
Robin Ryder – Coupling MCMC on manifolds
Chang-Han Rhee – Experimental Design on Manifolds
May 12
Gilles Vilmart – High-order sampling of the invariant distribution of ergodic stochastic dynamics: preconditioning and postprocessing
Paul Breiding – Sampling from or near nonlinear algebraic varieties
Nick Whiteley – Statistical exploration of the Manifold Hypothesis
Judith Rousseau – Denoising diffusion Models under the Manifold Hypothesis : A dimension free convergence rate
Manon Michel – Convergence of non-reversible Markov processes via lifting and Flow Poincaré inequality
Tobias Grafke – Sampling Conditioned Diffusions via Pathspace Projected Monte Carlo
Miranda Holmes-Cerfon – Simulating sticky Brownian motion
Agnès Desolneux – Distances “à la Gromov-Wasserstein” for Gaussian Mixture Models
May 13
Giovanni Samaey – Multilevel interacting particle methods for sampling Bayesian inverse problems
Marylou Gabrié – Revisiting enhanced sampling driven by collective variables using generative models
Chris Walker – A Bayesian Perspective on the Maximum Score Problem
Lulu Kang – Active Learning for Manifold Gaussian Process Regression
Borel and Langevin jailed [in 1941]
Posted in Books, Kids, pictures, Statistics, University life with tags Abwehr, Académie des Sciences, anti-fascism, Camille Marbo, collaboration, Collège de France, Emile Borel, French Navy, French resistance, IHP, Institut Henri Poincaré, Jacques Solomon, Lucien Le Cam, Nazi occupation, Paul Langevin, Pétain, Vichy régime, WW II on December 1, 2024 by xi'an
When attending the Le Cam 100th anniversary day at IHP, I learned from Laurent Mazliak’s talk that Émile Borel Borel (then in his 70’s and a member of the French Académie des Sciences) was arrested and jailed for a few weeks in 1941, as well as Paul Langevin (both in 1940 and 1941), for political (left-wing) reasons (?), by German security services (Abwehr), with no involvement of the French collaborationist authorities who rather intervened towards their release (along with the German Navy!, unlikely connected with Borel being the minister of the French Navy in 1924!!). Possibly from denunciations sent to German forces. Possibly as a show of power by the occupying forces towards the Vichy government and Philippe Pétain. The fact that Borel and his wife, Camille Marbo, were actually engaged in the French Resistance at least from 1942 fortunately did not come to the knowledge of French police or German security. (Langevin was one of the founders of the 1934 Comité de vigilance des intellectuels antifascistes. In 1941, his son-in-law, Jacques Solomon, a physicist, got arrested and executed for founding a clandestine newspaper, l’Université libre. His daughter Hélène Solomon-Langevin got deported but survived several deportation camps.)
approximate inference in theory & practice, IHP, Paris, 10-11 June 2024
Posted in Statistics, University life with tags approximate inference, conference, ENSAE, ESSEC, IHP, Institut Henri Poincaré, Panthéon, simulation-based methods, variational inference, workshop on March 6, 2024 by xi'an
Researchers from ESSEC and ENSAE are organising a workshop at Institut Henri Poincaré, next June. This workshop will focus on exploring the latest advancements in Approximate Inference methods, with an emphasis on techniques such as Variational Inference and its related approaches. We aim to explore recent breakthroughs in computer science and statistics that enable inference across large-scale models and big datasets, surpassing conventional simulation-based methods. The workshop will bring together researchers from statistics, computer science, and econometrics to exchange ideas on cutting-edge methodological advances and their practical applications. Registration is open and program is available.
