Nicholas (Nico) Krämer

I am a machine learning researcher based in Copenhagen. I do research at the interface of numerical methods and machine learning, including topics such as probabilistic numerics, differentiable programming, state-space models, or linear-algebra applications in Bayesian deep learning (Google Scholar). I write a bunch of code, mainly in Python/JAX (Github: @pnkraemer).

I am currently a postdoc in Søren Hauberg's group at DTU. Before that, I did probabilistic numerics in Philipp Hennig's group in Tübingen, and scattered data approximation with Christian Rieger in Bonn. I studied Mathematics and Business Mathematics in Bonn and Mannheim. I am a member of the ELLIS Society. If you need a three-sentence biography, e.g. for announcing a talk, click here.

I go by "Nico", but use "Nicholas" when writing papers. Online, I tend to be @pnkraemer (and "pn" stands for "Peter Nicholas", not for "probabilstic numerics"). Find my papers on Google Scholar and my code on GitHub. Talk to me in English or German. I would love to hear from you.

Contact

Google Scholar: click here
GitHub: @pnkraemer
LinkedIn: link here
X: @pnkraemer
Email: pekra (at) dtu (dot) dk

News

December 2024: I am speaking at the D3S3: Data-driven and Differentiable Simulations, Surrogates, and Solvers Workshop at Neurips 2024.
November 2024: I will be again talking about adaptive ODE solvers, this time in Oxford. I might post a link to the announcement soon.
November 2024: I will be talking about adaptive ODE solvers at the Computer Lab in Cambridge. Here is a link to the announcement.
November 2024: I will be visiting our CUQI-neighbours at DTU Compute to give a talk as a part of their seminar series.
October 2024: Our paper on "Gradients of functions of large matrices" has been accepted as a spotlight at Neurips. Looking forward to presenting this in Vancouver! Here is a link to the arXiv version.
October 2024: My preprint on "Adaptive probabilistic ODE solvers without adaptive memory requirements" entered arXiv. Here is a link.
October 2024: My preprint on "Numerically robust fixed-point smoothing without state augmentation" entered arXiv. Here is a link.
September 2024: My preprint on "A tutorial on automatic differentiation with complex numbers" entered arXiv. Here is a link.
September 2024: If you're at GenU in Copenhagen (September 18-19), come and say hi! I'll bring a poster on computing gradients of functions of large matrices. Here is a link to the preprint.
July 2024: I am giving a talk on the "Probabilistic numerical method of lines", this time at ProbNum24 in London on July 15.
June 2024: I am giving a talk on the "Probabilistic numerical method of lines" at the Probabilistic Numerics and Physics-informed Learning workshop in Helsinki on June 28, which is a part of the ELISE Wrap Up Conference & ELLIS Community Event .
June 2024: I am giving a talk on "Gradients of functions of large matrices" at the Pioneer centre in Copenhagen on June 7.
May 2024: Our preprint on "Gradients of functions of large matrices" entered arXiv. Here is a link .
May 2024: I reactivate this News section because I have not been using Twitter/X much recently.