## Paris snapshot #2

Posted in pictures with tags , , , , on February 27, 2014 by xi'an

## Carlin and Chib (1995) for fixed dimension problems

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , on February 25, 2014 by xi'an

Yesterday, I was part of a (public) thesis committee at the Université Pierre et Marie Curie, in down-town Paris. After a bit of a search for the defence room (as the campus is still undergoing a massive asbestos clean-up, 20 years after it started…!), I listened to Florian Maire delivering his talk on an array of work in computational statistics ranging from the theoretical (Peskun ordering) to the methodological (Monte Carlo online EM) to the applied (unsupervised learning of classes shapes via deformable templates). The implementation of the online EM algorithm involved the use of pseudo-priors à la Carlin and Chib (1995), even though the setting was a fixed-dimension one, in order to fight the difficulty of exploring the space of templates by a regular Gibbs sampler. (As usual, the design of the pseudo-priors was crucial to the success of the method.) The thesis also included a recent work with Randal Douc and Jimmy Olsson on ranking inhomogeneous Markov kernels of the type

$P \circ Q \circ P \circ Q \circ ...$

against alternatives with components (P’,Q’). The authors were able to characterise minimal conditions for a Peskun-ordering domination on the components to transfer to the combination. Quite an interesting piece of work for a PhD thesis!

## Paris snapshot

Posted in Kids, pictures, Travel with tags , , on February 24, 2014 by xi'an

## L’Affiche Rouge (Feb. 21, 1944)

Posted in Uncategorized with tags , , , , , on February 21, 2014 by xi'an

## Séminaire Probabilités, Décision, Incertitude

Posted in Books, Running, Statistics, Travel, University life with tags , , , , , , , , on February 4, 2014 by xi'an

Last Friday, I gave a seminar at the Séminaire Probabilités, Décision, Incertitude, which is run by IHφST, the institute for history and philosophy of sciences and techniques of the Université of Paris 1. I decided to present my Budapest EMS 2013 talk at a slower pace and by cutting the technical parts. And adding a few historical titbits. It took me two hours and I enjoyed the experience. I cannot tell for the audience, who seemed a bit wary of mathematical disgressions, but I got comments on the Lindley paradox and on the contents of Ari Spanos’ Who’s afraid… Here are the slides again, in case Slideshare freezes your browser as it does mine…

As a side anecdote, the seminar took place in an old building in the core of the Saint-Germain des Prés district. The view from the seminar room on the busy streets of this district was quite eye-catching! (Not as distracting as the one from a room in Ca’ Foscari where I gave a seminar a few years ago facing the Venezia Laguna and windsurfers practising…)