Thorben Pieper-Sethmacher

Thorben Pieper-Sethmacher

Postdoctoral Researcher

College of Computing and Data Science | Nanyang Technological University

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Welcome! I am a Postdoctoral Researcher working with Dr. Daniel Paulin at Nanyang Technological University’s College of Computing and Data Science. My research focuses on developing theory and methodology for Bayesian computational statistics in the context of stochastic partial differential equations and infinite-dimensional diffusion processes. Recently, I have also developed an interest in generative diffusion models on function spaces and their applications to Bayesian statistics. Before joining NTU, I completed my PhD at Delft University of Technology under the supervision of Prof.dr.ir. F.H. van der Meulen and Prof.dr. A.W. van der Vaart.

Research Interests

Bayesian (Computational) Statistics Data Assimilation Diffusion Models Dynamical systems Probabilistic Machine Learning Stochastic (Partial) Differential Equations
Articles

Publications

Infinite-Dimensional Generative Diffusions via Doob’s h-Transform Thorben Pieper-Sethmacher, Daniel Paulin. International Conference on Machine Learning (ICML), 2026.

Simulation of infinite-dimensional diffusion bridges Thorben Pieper-Sethmacher, Frank van der Meulen, Aad van der Vaart. To appear in Annals of Applied Probability, 2026.

On a class of exponential changes of measure for stochastic PDEs Thorben Pieper-Sethmacher, Frank van der Meulen, Aad van der Vaart. Stochastic Processes and their Applications, 2025.

Preprints

Guided filtering and smoothing for infinite-dimensional diffusions Thorben Pieper-Sethmacher, Daniele Avitabile, Frank van der Meulen. arXiv, 2025.

Selected Presentations

July 2026 | Infinite-Dimensional Generative Diffusions via Doob’s h-Transform International Conference on Machine Learning (ICML) 2026, Seoul, South Korea. Poster Presentation.

June 2024 | Bayesian Inference for Discretely Observed Stochastic Partial Differential Equations Stochastic Morphometry Workshop 2024, University of Copenhagen. Invited Talk.

May 2024 | Simulation of Infinite Dimensional Diffusion Bridges SMC 2024 - 6th Workshop on Sequential Monte Carlo Methods, ICMS Edinburgh. Poster Presentation.

June 2023 | Bayesian Computation for Discretely Observed Stochastic Partial Differential Equations NORDSTAT 2023, Chalmers University of Technology and the University of Gothenburg. Contributed Talk.

March 2023 | Bayesian Computation for Discretely Observed Stochastic Partial Differential Equations DYNSTOCH 2023 - Workshop on Statistical Methods for Dynamical Stochastic Models, Imperical College London. Contributed Talk.

CV

Nov 2025 – Present | Postdoctoral Researcher Nanyang Technological University, College of Computing and Data Science. Advisor: A/Prof. Daniel Paulin.

Sep 2021 – Sep 2025 | PhD in Mathematics & Statistics Delft University of Technology. Advisors: Prof. Frank van der Meulen, Prof. Aad van der Vaart.

April 2020 – May 2021 | Guest Researcher Centre for Translational Data Science, University of Sydney.

Aug 2018 – May 2021 | MSc in Applied Mathematics, cum laude Delft University of Technology. Advisors: Prof. Frank van der Meulen, Prof. Sally Cripps.

Oct 2015 – Jul 2018 | BSc in Mathematics, cum laude Westfälische Wilhelms-Universität Münster. Advisor: Prof. Siegfried Echterhoff.

© 2026 Thorben Pieper-Sethmacher