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Nico Krämer

@pnkraemer

Probabilistic numerics, differentiable linear algebra, and a healthy dose of figure-making. https://pnkraemer.github.io/

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02.11.2024
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Latest posts by Nico Krämer @pnkraemer

Going to a ML conference from the comfort of my own city is a special and exciting thing happening next week at @euripsconf.bsky.social in Copenhagen.

Looking forward to give our latest ICML paper another presentation at ELLIS UnConference and see how our new @neuripsconf.bsky.social paper fares!

27.11.2025 12:15 👍 4 🔁 2 💬 2 📌 0

If you want to meet up at any point to talk about

-> physics-informed ML, autodiff, linear algebra, Bayesian DL, or probabilistic numerics,

just let me know. Always happy to talk research, collaboration, (jobs!), or just grab a coffee/beer.

Looking forward to seeing everyone in Copenhagen! 🇩🇰

27.11.2025 11:00 👍 6 🔁 2 💬 0 📌 0
Differentiable Systems and Scientific Machine Learning Workshop - EurIPS 2025

Saturday/Sunday: I will likely attend the Differentiable Systems [5] (a topic dear to me) and PriGM [6] workshops, which look to have a neat line-up of presenters/papers. Looking forward to that!

[5] differentiable-systems.github.io/workshop-eur...
[6] sites.google.com/view/prigm-e...

27.11.2025 11:00 👍 1 🔁 0 💬 1 📌 0
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Wednesday: We'll be presenting VIKING, which does variational inference for deep neural networks by leveraging some recent developments in Laplace approxs [4].

Lead author Samuel is in San Diego, but several of us will be in Copenhagen and very ready to chat.

[4] Paper: arxiv.org/abs/2510.23684

27.11.2025 11:00 👍 2 🔁 0 💬 1 📌 0
Numerically Robust Fixed-Point Smoothing Without State Augmentation Practical implementations of Gaussian smoothing algorithms have received a great deal of attention in the last 60 years. However, almost all work focuses on estimating complete time series...

Before that, I will likely be at the amortized ProbML workshop [3], which looks really nice.

[1] Paper: openreview.net/forum?id=LVQ...
[2] Paper: proceedings.mlr.press/v271/kramer2...
[3] Workshop: sites.google.com/view/amortiz...

27.11.2025 11:00 👍 2 🔁 0 💬 1 📌 0
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Tuesday: I present a poster on numerically robust fixed-point smoothing [1] (TMLR).

Fixed-point smoothing = conditioning on future observations in (linear) Gaussian state-space models.

New algo: both fast *and* reliable, useful for (eg) probnum ODE solvers [2].

Happy to discuss at the poster!

27.11.2025 11:00 👍 1 🔁 0 💬 1 📌 0

Really looking forward to Eurips next week! 🇩🇰 😎

Not just because Bella Centre is literally a metro ride from home, but because it's really excellent to see the ML community gathering in Europe!

If you're around, say hi! Here's where I'll be 🔽🔽

27.11.2025 11:00 👍 11 🔁 5 💬 1 📌 0
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Accepted papers at ProbNum 2025 have now been published as a volume in Proceedings of Machine Learning Research (PMLR). Thank you to all the authors for their beautiful papers and to the PMLR editor Prof Neil Lawrence @lawrennd.bsky.social for making this possible.

proceedings.mlr.press/v271/

07.09.2025 15:03 👍 14 🔁 5 💬 0 📌 0
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EurIPS includes a call for both Workshops and Affinity Workshops!
We look forward to making #EurIPS a diverse and inclusive event with you.

The submission deadlines are August 22nd, AoE.

More information at:
eurips.cc/call-for-wor...
eurips.cc/call-for-aff...

28.07.2025 08:51 👍 37 🔁 21 💬 0 📌 3
Preview
A Generative Framework for Probabilistic, Spatiotemporally Coherent Downscaling of Climate Simulation - npj Climate and Atmospheric Science npj Climate and Atmospheric Science - A Generative Framework for Probabilistic, Spatiotemporally Coherent Downscaling of Climate Simulation

🌦️ A generative diffusion model that maps coarse climate simulations to a posterior distribution over coherent local weather patterns.
I’d be curious to hear what you think!

🔗 Paper: www.nature.com/articles/s41...

21.07.2025 09:28 👍 2 🔁 1 💬 0 📌 0

Very nice!

18.07.2025 09:04 👍 0 🔁 0 💬 0 📌 0

1/
🚨 New paper at #ICML2025!
Identifying Latent Metric Structures in Deep Latent Variable Models 🎉
We solve part of the identifiability puzzle in generative models — using geometry. 🧵

14.07.2025 05:45 👍 6 🔁 2 💬 1 📌 0

Nicholas Kr\"amer, Filip Tronarp
Numerically robust Gaussian state estimation with singular observation noise
https://arxiv.org/abs/2503.10279

14.03.2025 04:01 👍 0 🔁 1 💬 0 📌 0

Awesome, thanks!

17.02.2025 07:49 👍 0 🔁 0 💬 0 📌 0

Looks great! Unless I've missed something, the style file does not contain any information about appendices ("appendix" vs "supplement", same/separate file, single/double column, etc.). Is that intended?

13.02.2025 12:41 👍 1 🔁 0 💬 1 📌 0
ProbNum25 : Submissions Coming

Big news: you can now submit your papers to the first ever international conference on probabilistic numerics (1-3 September, Southern France)! Don’t miss the chance to get in on the ground floor of this exciting new field! probnum25.github.io/submissions

12.02.2025 10:01 👍 24 🔁 5 💬 0 📌 1

Numerically Robust Fixed-Point Smoothing Without State Augmentation

Nicholas Krämer

Action editor: Jake C. Snell

https://openreview.net/forum?id=LVQ8BEL5n3

#smoothing #robustness #robust

08.02.2025 15:07 👍 4 🔁 1 💬 0 📌 0

This is really cool!

12.12.2024 18:28 👍 2 🔁 0 💬 0 📌 0

Poster session happening *today* at 4:30 local time.

*East* Exhibit Hall. Poster #3511.

Looking forward to presenting this work! See you there? 🙂

11.12.2024 20:52 👍 5 🔁 0 💬 0 📌 0
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Heading to Vancouver for NeurIPS to present our paper “On Conditional Diffusion Models for PDE Simulation”. I'll be together with Sasha and Cristiana at poster 2500 during Thursday’s late afternoon session. Looking forward exciting discussions and meeting new people! 🥸🥸

neurips.cc/virtual/2024...

09.12.2024 16:47 👍 11 🔁 4 💬 0 📌 0
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📢 On Sunday, catch me at the D3S3 workshop (d3s3workshop.github.io), where I'll talk about probabilistic numerics and simulation from 1:00–1:30 p.m.
This workshop gonna be great fun!

Looking forward to connecting with everyone!

09.12.2024 07:46 👍 3 🔁 0 💬 0 📌 0
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This is not just for the autodiff and linear algebra folks. The paper also discusses PDEs, Gaussian processes, and Bayesian neural networks. Oh, and there is also plenty of #JAX code: github.com/pnkraemer/ma...

09.12.2024 07:46 👍 3 🔁 0 💬 1 📌 0
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⭐ On Wednesday, I'll be presenting a poster on our spotlight paper:

Gradients of Functions of Large Matrices (arxiv.org/abs/2405.17277). Stop by Poster Session 2 East, Wed 11 Dec, 4:30–7:30 p.m. to say hi! :)

09.12.2024 07:46 👍 0 🔁 0 💬 1 📌 0
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🛩️ On my way to #NeurIPS2024 and excited to chat about (ML applications of) linear algebra, differentiable programming, and probabilistic numerics!

Feel free to DM if you’d like to meet up, hang out, and/or discuss any of these topics 😊

(Where to find me & paper info? -> Thread)

09.12.2024 07:46 👍 11 🔁 3 💬 1 📌 1

I don't think I can help with that, sorry.

25.11.2024 06:49 👍 0 🔁 0 💬 1 📌 0

This is gonna be awesome!

We'll be around to discuss evaluating gradients of functions of la(aaaa)rge matrices arxiv.org/abs/2405.17277 and possible applications in GPs, PDEs, BNNs and beyond 😊

22.11.2024 10:12 👍 10 🔁 1 💬 1 📌 0

@nathanaelbosch.bsky.social

20.11.2024 18:30 👍 2 🔁 0 💬 0 📌 0

Really looking forward to this! 🤩

18.11.2024 15:45 👍 4 🔁 1 💬 0 📌 0
ProbNum25 Coming

Trembling with excitement in announcing the first ever International Conference on Probabilistic Numerics! Probabilistic Numerics is about machine learning FOR numerical computation, like optimisation. 1st - 3rd September 2025, EURECOM, France, submissions due 5th March 2025. probnum25.github.io

12.11.2024 10:44 👍 34 🔁 13 💬 2 📌 1

Elizabeth L. Baker, Moritz Schauer, Stefan Sommer
Score matching for bridges without time-reversals
https://arxiv.org/abs/2407.15455

23.07.2024 04:01 👍 1 🔁 2 💬 0 📌 0