Archive for Canada

Prairie chair

Posted in pictures, Statistics, University life with tags , , , , , , , , , , , on October 2, 2019 by xi'an

Today is the launching day of PRAIRIE, one of the four Instituts Interdisciplinaires d’Intelligence Artificielle (3IA) supported by the French government. Taking place in Paris Dauphine, with Yann Le Cun as guest speaker. I have been fortunate to be endowed with one of these chairs for the coming years, along with my CEREMADE colleagues Laurent Cohen and Irène Waldspurger.

NeurIPS without visa

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on September 22, 2019 by xi'an

I came by chance upon this 2018 entry in Synced that NeurIPS now takes place in Canada between Montréal and Vancouver primarily because visas to Canada are easier to get than visas to the USA, even though some researchers still get difficulties in securing theirs. Especially researchers from some African countries, which is exposed  in the article as one of the reasons the next ICLR takes place in Addis Ababa. Which I wish I could attend! In the meanwhile, I will be taking part in an ABC workshop in Vancouver, December 08, prior to NeurIPS 2019, before visiting the Department of Statistics at UBC the day after. (My previous visit there was in 1990, I believe!) Incidentally but interestingly, the lottery entries for NeurIPS 2019 are open till September 25, to the public (those not contributing to the conference or any of its affiliated groups). This is certainly better than having bots buying all entries within 12 minutes of the opening time!

More globally, this entry makes me wonder how learned societies could invest in ensuring locations for their (international) meetings allow for a maximum inclusion in terms of these visa difficulties, but also ensuring freedom and safety for all members. Which may prove a de facto impossibility. For instance, Ethiopia has a rather poor record in terms of human rights and, in particular, homosexuality is criminalised there. An alternative would be to hold the conferences in parallel locations chosen to multiply the chances for this inclusion, but this could prove counter-productive [for inclusion] by creating groups that would never ever meet. An insolvable conundrum?

two positions at UBC

Posted in Mountains, pictures, Travel, University life with tags , , , , , , , , , , on September 15, 2019 by xi'an

A long-time friend at UBC pointed out to me the opening of two tenure-track Assistant Professor positions at the Department of Statistics at the University of British Columbia, Vancouver, with an anticipated start date of July 1, 2020 or January 1, 2021. The deadline for applications is October 18, 2019. Statistics at UBC is an internationally renowned department, in particular (but not restricted to) computational statistics and Bayesian methods and this is a great opportunity to join this department. (Not mentioning the unique location of the campus and the beautiful surroundings of the city of Vancouver!)

non-uniform Laplace generation

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , on June 5, 2019 by xi'an

This year, the French Statistical Society (SFDS) Prix Laplace has been granted to Luc Devroye, author of the Non-Uniform Random Generation bible. among many achievements!, prize that he will receive during the 2019 meeting in Nancy, this very week.

efficiency and the Fréchet-Darmois-Cramèr-Rao bound

Posted in Books, Kids, Statistics with tags , , , , , , , , , , , on February 4, 2019 by xi'an


Following some entries on X validated, and after grading a mathematical statistics exam involving Cramèr-Rao, or Fréchet-Darmois-Cramèr-Rao to include both French contributors pictured above, I wonder as usual at the relevance of a concept of efficiency outside [and even inside] the restricted case of unbiased estimators. The general (frequentist) version is that the variance of an estimator δ of [any transform of] θ with bias b(θ) is

I(θ)⁻¹ (1+b'(θ))²

while a Bayesian version is the van Trees inequality on the integrated squared error loss


where I(θ) and I(π) are the Fisher information and the prior entropy, respectively. But this opens a whole can of worms, in my opinion since

  • establishing that a given estimator is efficient requires computing both the bias and the variance of that estimator, not an easy task when considering a Bayes estimator or even the James-Stein estimator. I actually do not know if any of the estimators dominating the standard Normal mean estimator has been shown to be efficient (although there exist results for closed form expressions of the James-Stein estimator quadratic risk, including one of mine the Canadian Journal of Statistics published verbatim in 1988). Or is there a result that a Bayes estimator associated with the quadratic loss is by default efficient in either the first or second sense?
  • while the initial Fréchet-Darmois-Cramèr-Rao bound is restricted to unbiased estimators (i.e., b(θ)≡0) and unable to produce efficient estimators in all settings but for the natural parameter in the setting of exponential families, moving to the general case means there exists one efficiency notion for every bias function b(θ), which makes the notion quite weak, while not necessarily producing efficient estimators anyway, the major impediment to taking this notion seriously;
  • moving from the variance to the squared error loss is not more “natural” than using any [other] convex combination of variance and squared bias, creating a whole new class of optimalities (a grocery of cans of worms!);
  • I never got into the van Trees inequality so cannot say much, except that the comparison between various priors is delicate since the integrated risks are against different parameter measures.

ISBA World meetings to come

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on January 27, 2019 by xi'an

June 2020: Kumming, Yunnan, China

June 2022: Montréal, Québec, Canada

June 2024: Venezia, Veneto, Italy

Longhand [Pinot Grigio]

Posted in Statistics with tags , , , , , on January 20, 2019 by xi'an