Archive for Charles de Gaulle

appel du 18 juin

Posted in Statistics with tags , , , , , , , , , , on June 18, 2020 by xi'an

O’Bayes in action

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , , , , , on November 7, 2017 by xi'an

My next-door colleague [at Dauphine] François Simenhaus shared a paradox [to be developed in an incoming test!] with Julien Stoehr and I last week, namely that, when selecting the largest number between a [observed] and b [unobserved], drawing a random boundary on a [meaning that a is chosen iff a is larger than this boundary] increases the probability to pick the largest number above ½2…

When thinking about it in the wretched RER train [train that got immobilised for at least two hours just a few minutes after I went through!, good luck to the passengers travelling to the airport…] to De Gaulle airport, I lost the argument: if a<b, the probability [for this random bound] to be larger than a and hence for selecting b is 1-Φ(a), while, if a>b, the probability [of winning] is Φ(a). Hence the only case when the probability is ½ is when a is the median of this random variable. But, when discussing the issue further with Julien, I exposed an interesting non-informative prior characterisation. Namely, if I assume a,b to be iid U(0,M) and set an improper prior 1/M on M, the conditional probability that b>a given a is ½. Furthermore, the posterior probability to pick the right [largest] number with François’s randomised rule is also ½, no matter what the distribution of the random boundary is. Now, the most surprising feature of this coffee room derivation is that these properties only hold for the prior 1/M. Any other power of M will induce an asymmetry between a and b. (The same properties hold when a,b are iid Exp(M).)  Of course, this is not absolutely unexpected since 1/M is the invariant prior and since the “intuitive” symmetry only holds under this prior. Power to O’Bayes!

When discussing again the matter with François yesterday, I realised I had changed his wording of the puzzle. The original setting is one with two cards hiding the unknown numbers a and b and of a player picking one of the cards. If the player picks a card at random, there is indeed a probability of ½ of picking the largest number. If the decision to switch or not depends on an independent random draw being larger or smaller than the number on the observed card, the probability to get max(a,b) in the end hits 1 when this random draw falls into (a,b) and remains ½ outside (a,b). Randomisation pays.

air static

Posted in Kids, Travel with tags , , , , , , , , on April 27, 2017 by xi'an

[On an Air France flight for Birmingham, two young French students apparently studying in Warwick kept blathering the entire time, with an utter lack of concern for their surroundings. Note: Les Marseillais is a particularly idiotic reality show on French TV.]

  •  …j’ai arrêté de regarder les Marseillais, c’est même pas conscient, tu vois…
  • …grave, c’est sûr, moi aussi j’ai arrêté, j’avais trop d’épisodes à rattraper…

the terminal

Posted in Books, pictures, Travel with tags , , , , , , , , on January 7, 2017 by xi'an

The Terminal is this (terrible) movie featuring Tom Hanks getting stuck in an airport international zone for an indefinite time (and based on a real story that saw Karimi Nasseri remain in Terminal 1 of Roissy, for 18 years, when being there for a few hours is already unbearable!). In a similar spirit, we got quarantined to the international zone in Delhi airport for 24 hours, thanks to a missed connection. And to an Air India representative who could not be bothered in finding another route, letting us out to visit the city, or even providing us access to our bags. So we ended up waiting in the airport short stay hotel, around the clock, with a bed, food and wifi. Not the end of the World, obviously! And with a rather unique view on the registration desks below.

travel madness

Posted in Kids, Running, Travel with tags , , , , , , on August 3, 2016 by xi'an

Certainly the 43 hours trip to San Francisco on Friday and Saturday was one of the worst travels I ever experienced as we were delayed, disembarked and left waiting in queues for most of two days. The August vacation peak weekend “coincided” with an Air France strike action by flight attendants and a correlated lack of ground personal in the airport. Rather than cancelling flights, Air France chose to downsize the number of passengers on board depending on the available flight attendants on that flight, which is presumably less expensive for the company. And so nice for the disembarked passengers, frequent fliers included. This was the Friday morning flight. We got rebooked to the Friday afternoon flight. Meaning six hours in the Air France lounge. After one hour delay, the afternoon flight rode for about 100 meters when leaking fuel was detected, apparently due to overfull tanks. Getting this sorted took around three hours, after which the captain told us that labour regulations prevented him and the crew to fly to San Francisco as it would be too long a working day. The whole plane was disembarked, which took another hour, to a transit area with hundred of people and no airline representative. Eventually someone from Air France appeared and started talking to people around rather than making a global announcement. Herding us back outside the restricted area with vague indications to get to another part of the terminal for rerouting. After more delays and chaos we ended up in another queue for hotel vouchers as the only choice was to wait for a specially chartered plane at noon the next day, our baggage being sealed and inaccessible. It took hours to get those vouchers and reach the airport hotel by midnight, before rushing back the next morn to another vaguely specified rendez-vous. This worked out more smoothly, except for another three hours delay waiting for enough flight attendants to show up.  This ruined our chances to get there in time to recover material for the race. Fortunately, our son managed to board an earlier plane [if last on board!] and grab it for us.

The worst thing about this [first world problem!] trip was not the strike or the cancellations, but the complete disorganisation of the management of the issues, with the passengers being herded from one place to another with contradictory items of information by clueless airline representatives. I figure this may be a consequence of the strike as well, the airport desks being poorly staffed for a major vacation weekend.  [Again, first world problem, no one was hurt and we just lost one vacation day. Plus the opportunity to write half a dozen posts.]