Light propagating in random media produces characteristic speckle patterns, which remain correlated for small perturbations of the parameters of the incoming beam, including e.g. its angle and position. This behaviour is known as memory effect. In a paper published in Optics Letters, fruit of the collaboration of our group with Dr Tom Vettenburg (University of Dundee) and Prof. Claudio Conti (CNR, Italy), we generalise the memory effect to the case of light propagating in random nonlinear media. In particular, in a series of pump-probe experiments, we quantify the nonlinear memory effect produced by the opto-thermal response of silica aerogel. In this work, the memory effect is not explored tuning the parameters of the incident light, but manipulating the scattering medium itself.