Jakiw Pidstrigach
Postdoctoral Researcher, Oxford
generative modeling, markov chain monte carlo, stochastic analysis, interacting particle systems
Blog
Hands-On Tutorial on Diffusion Models
A tutorial on implementing diffusion models. The notebook is meant as a first-time introduction of the diffusion model algorithm without requiring a mathematical background.
Introduction to Diffusion models from an SDE perspective
A tutorial on diffusion models, also called score-based generative models from the perspective of stochastic differential equations. A focus is set on the memorization and generalization capabilities.
Comparing Diffusion Models to annealead Langevin dynamics
We empirically compare the performance of diffusion models to classical MCMC (Langevin dynamics) by viewing it a simulated annealing scheme for Langevin dynamics.
Conferences
Generative Models for inverse problems deep-dive,
Cambridge, 2023
Talk: Infinite-Dimensional Diffusion Models
NeurIPS,
New Orleans, 2022
Poster: Score-Based Generative Models Detect Manifolds
Turing Theory and Methodology Challenges Week,
London, 2022
Co-organized the "Score-based generative models: Implementation, optimisation, generalisation" challenge.
StatMathAppli,
Frejus, 2022
Talk: Score-Generative Models and generalization.
Oberwolfach,
2022
Data Assimilation – Mathematical Foundation and Applications.
Education
University of Oxford,
2024 -
Postdoctoral researcher in
George Deligiannidis'
group.
Cambridge University,
2023/06
Research visit to the Isaac Newton Institute as part of the Data-Driven
Data-Driven Engineering
programme.
Massachusetts Institute of Technology,
2022/10 - 2022/12
Research visit to
Youssef Marzouk's
group. Working on infinite-dimensional diffusion models.
University of Potsdam,
2019 - 2024
Working on my PhD in
Sebastian Reich's
group and the
SFB 1294
.
University of Bonn,
2013 - 2019
Masterthesis (supervised by
Andreas Eberle
): Coupling and convergence of Hamiltonian Monte Carlo on Hilbert spaces.
The story so far
In the beginning the Universe was created. This has made a lot of people very angry and been widely regarded as a bad move.
Asimov, The Hitchhiker's Guide to the Galaxy
Publications
See Google Scholar (Link).