exceptional measures for exceptional circumstances, not as a new normality

Posted in Kids with tags , , , , , , on February 7, 2016 by xi'an

Since the mass assassinations of November 13 in Paris, France is in a “legal” state of emergency (état d’urgence). Which has been once again re-conducted a few days by the Parliament and which could even become part of the Constitution if the planned vote succeeds in a few days! Emergency state that gives more and more emergency powers to the executive branch of the French State and thus to the police, with lesser controls from the judiciary and the parliamentary branches of the State. Beyond this arbitrary reduction of civil liberties and rights, from the prohibition of demonstrations to extra-judiciary house arrests, recently denounced by Amnesty International and the UN and many local organisations, the government is pushing for another change in the Constitution that would deprive binationals terrorists of their French nationality. Quite absurd (as if those terrorists cared!), discriminatory (what of Égalité?!), schizophrenic  (“de-naturalising” someone  does not turn him or her into an alien, nor erases the fact that she or he was born and raised in France), and anti-republican… Even though I remain sceptic of their real impact, there are several petitions around calling for the end of the emergency state and the dismissal of the de-naturalisation.

Sens’o risotto

Posted in Kids, pictures, Wines with tags , , , , , , on February 6, 2016 by xi'an

A chance dinner last Sunday led us to dine in Sens’o, an empty Italian restaurant on one of the Paris islands with a superlative scallops risotto and a chance encounter resulted from talking from the idle waitress who happened to be a free-lance journalist. We talked for quite a while on her previous trips to Haïti, Egypt, and field hospitals at the Syrian border in Turkey. (The restaurant was empty for a combination of reasons, from the drop in tourists after the November 13 killings to January being a low tide month, to a blistery Sunday night being unattractive for revellers. Not because of bad reviews…)

It’s the selection’s fault not the p-values’… [seminar]

Posted in pictures, Statistics, University life with tags , , , , , , on February 5, 2016 by xi'an

Paris and la Seine, from Pont du Garigliano, Oct. 20, 2011Yoav Benjamini will give a seminar talk in Paris next Monday on the above (full title: “The replicability crisis in science: It’s the selection’s fault not the p-values’“). (That I will miss for being in Warwick at the time.) With a fairly terse abstract:

I shall discuss the problem of lack of replicability of results in science, and point at selective inference as a statistical root cause. I shall then present a few strategies for addressing selective inference, and their application in genomics, brain research and earlier phases of clinical trials where both primary and secondary endpoints are being used.

Details: February 8, 2016, 16h, Université Pierre & Marie Curie, campus Jussieu, salle 15-16-101.

standard distributions

Posted in Books, Kids, Statistics with tags , , , on February 5, 2016 by xi'an

Joram Soch managed to get a short note arXived about the Normal cdf Φ by exhibiting an analytical version, nothing less!!! By which he means a power series representation of that cdf. This is an analytical [if known] function in the complex calculus sense but I wonder at the point of the (re)derivation. (I do realise that something’s wrong on the Internet is not breaking news!)

Somewhat tangentially, this reminds me of a paper I read recently where the Geometric Geo(p) distribution was represented as the sum of two independent variates, namely a Binomial B(p/(1+p)) variate and a Geometric 2G(p²) variate. A formula that can be iterated for arbitrarily long, meaning that a Geometric variate is an infinite sum of [powers of two] weighted Bernoulli variates. I like this representation very much (although it may well have been know for quite a while). However I fail to see how to take advantage of it for simulation purposes. Unless the number of terms in the sum can be determined first. And even then it would be less efficient than simulating a single Geometric…

Eagle and Child

Posted in Books, Kids, pictures, Travel, University life, Wines with tags , , , , , , on February 4, 2016 by xi'an

optimal simulation on a convex set

Posted in R, Statistics with tags , , , , , , on February 4, 2016 by xi'an

La Défense, from Paris-Dauphine, May 2009This morning, we had a jam session at the maths department of Paris-Dauphine where a few researchers & colleagues of mine presented their field of research to the whole department. Very interesting despite or thanks to the variety of topics, with forays into the three-body problem(s) [and Poincaré‘s mistake], mean fields for Nash equilibrium (or how to exit a movie theatre), approximate losses in machine learning and so on. Somehow, there was some unity as well through randomness, convexity and optimal transport. One talk close to my own interests was obviously the study of simulation within convex sets by Joseph Lehec from Paris-Dauphine [and Sébastien Bubeck & Ronen Eldan] as they had established a total variation convergence result at a speed only increasing polynomially with the dimension.  The underlying simulation algorithm is rather theoretical in that it involves random walk (or Langevin corrected) moves where any excursion outside the convex support is replaced with its projection on the set. Projection that may prove pretty expensive to compute if the convex set is defined for instance as the intersection of many hyperplanes. So I do not readily see how the scheme can be recycled into a competitor to a Metropolis-Hastings solution in that the resulting chain hits the boundary from time to time. With the same frequency over iterations. A solution is to instead use Metropolis-Hastings of course, while another one is to bounce on the boundary and then correct by Metropolis-Hastings… The optimal scales in the three different cases are quite different, from √d in the Metropolis-Hastings cases to d√d in the projection case. (I did not follow the bouncing option to the end, as it lacks a normalising constant.) Here is a quick and not particularly helpful comparison of the exploration patterns of both approaches in dimension 50 for the unit sphere and respective scales of 10/d√d [blue] and 1/√d [gold].

a glacial PhD in Iceland [job announcement]

Posted in Kids, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , on February 3, 2016 by xi'an

[Here is a PhD offer at the University of Iceland that may be of interest to some readers or their students. I would have been interested 30 years ago!]

The Department of Mathematics at the University of Iceland (UI) seeks applicants for a fully funded 3 year PhD position for the project Statistical Models for Glaciology.

The student will develop Bayesian hierarchical spatio-temporal models to the field of glaciology, working with a consortium of experts at the University of Iceland, the University of Missouri and the Norwegian University of Science and Technology. The key people in the consortium are Prof. Birgir Hrafnkelsson at UI, Prof. Chris Wikle, and Prof. Håvard Rue, experts in spatial statistics and Bayesian computation. Another key person is Prof. Gudfinna Adalgeirsdottir at UI, an expect in glaciology. The Glaciology group at UI possesses extensive data and knowledge about the Icelandic glaciers.

The application deadline is February 29, 2016.

Detailed project description

Job ad with information on how to apply:

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