**A**s in the previous years, I am back in Oxford (England) for my short Bayesian Statistics course in the joint Oxford-Warwick PhD programme, OxWaSP. For some unclear reason, presumably related to the Internet connection from Oxford, I have not been able to upload my slides to Slideshare, so here the [99.9% identical] older version:

## Archive for course

## miXed distributions

Posted in Books, Kids, Statistics, University life with tags Brittany, course, cross validated, density, Dirac mass, Lebesgue measure, mixed distribution, moustache, Nantes, Rennes on November 3, 2015 by xi'an**A** couple of questions on X validated showed the difficulty students have with mixed measures and their density. Actually, my students always react with incredulity to the likelihood of a censored normal sample or to the derivation of a Bayes factor associated with the null (and atomic) hypothesis μ=0…

I attribute this difficulty to a poor understanding of the notion of density and hence to a deficiency in the training in measure theory, since the density f of the distribution F is always relative to a reference measure dμ, i.e.

f(x) = dF/dμ(x)

(Hence Lebesgue’s moustache on the attached poster!) To handle atoms in the distribution requires introducing a dominating measure dμ with atomic components, i.e., usually a sum of the Lebesgue measure and of the counting measure on the appropriate set. Which is not so absolutely obvious: while the first question had {0,1} as atoms, the second question introduced atoms on {-θ,θ}and required a change of variable to consider a counting measure on {-1,1}. I found this second question actually of genuine interest and a great toy example for class and exams.

## methods for quantifying conflict casualties in Syria

Posted in Books, Statistics, University life with tags Carnegie Mellon University, CEREMADE, course, data science, MASH, privacy, PSL, Rebecca Steorts, seminar, Syria, Université Paris Dauphine on November 3, 2014 by xi'anOn Monday November 17, 11am, Amphi 10, Université Paris-Dauphine, Rebecca Steorts from CMU will give a talk at the GT Statistique et imagerie seminar:

Information about social entities is often spread across multiple large databases, each degraded by noise, and without unique identifiers shared across databases.Entity resolution—reconstructing the actual entities and their attributes—is essential to using big data and is challenging not only for inference but also for computation.

In this talk, I motivate entity resolution by the current conflict in Syria. It has been tremendously well documented, however, we still do not know how many people have been killed from conflict-related violence. We describe a novel approach towards estimating death counts in Syria and challenges that are unique to this database. We first introduce computational speed-ups to avoid all-to-all record comparisons based upon locality-sensitive hashing from the computer science literature. We then introduce a novel approach to entity resolution by discovering a bipartite graph, which links manifest records to a common set of latent entities. Our model quantifies the uncertainty in the inference and propagates this uncertainty into subsequent analyses. Finally, we speak to the success and challenges of solving a problem that is at the forefront of national headlines and news.

This is joint work with Rob Hall (Etsy), Steve Fienberg (CMU), and Anshu Shrivastava (Cornell University).

[Note that Rebecca will visit the maths department in Paris-Dauphine for two weeks and give a short course in our data science Master on data confidentiality, privacy and statistical disclosure (syllabus).]

## Đôi nét về GS. Xi’an

Posted in Books, Travel, University life with tags Bayesian decision theory, course, Ho Chi Min City, The Bayesian Choice, Vietnam on May 28, 2013 by xi'an**H**ere is a short bio of me written in Vietnamese in conjunction with the course I will give at CMS (Centre for Mathematical Sciences), Ho Chi Min City, next week:

Christian P. Robert là giáo sư tại Khoa Toán ứng dụng của ĐH Paris Dauphine từ năm 2000. GS Robert đã từng giảng dạy ở các ĐH Perdue, Cornell (Mỹ) và ĐH Canterbury (New-Zealand). Ông đã làm biên tập cho tạp chí Journal of the Royal Statistical Society Series B từ năm 2006 đến năm 2009 và là phó biên tập cho tạp chí Annals of Statistics. Năm 2008, ông làm Chủ tịch của Hiệp hội Thống kê Quốc tế về Thống kê Bayes (ISBA). Lĩnh vực nghiên cứu của GS Robert bao gồm Thống kê Bayes mà tập trung chính vào Lý thuyết quyết định (Decision theory) và Mô hình lựa chọn (Model selection), Lý thuyết về Xích Markov trong mô phỏng và Thống kê tính toán.

## R midterms

Posted in Kids, Linux, R, Statistics, University life with tags accept-reject algorithm, course, Le Monde, mathematical puzzle, Monte Carlo integration, Paris, R, R exam, RKward, simulation, undergraduates, Université Paris Dauphine on November 9, 2012 by xi'an**H**ere are my R midterm exams, version A and version B in English (as students are sitting next to one another in the computer rooms), on simulation methods for my undergrad exploratory statistics course. Nothing particularly exciting or innovative! Dedicated ‘Og‘s readers may spot a few Le Monde puzzles in the lot…

**T**wo rather entertaining if mundane occurences related to this R exam: one hour prior to the exam, a student came to my office to beg for being allowed to take the solution manual with her (as those midterm exercises are actually picked from an exercise booklet, some students cooperated towards producing a complete solution manual and this within a week!), kind of missing the main point of having an exam. (I have not seen yet this manual but I’d be quite interested in checking the code they produced on that occasion…) During the exam, another student asked me what was the R command to turn any density into a random generator: he had written a density function called *mydens* and could not fathom why *rmydens(n)* was not working. The same student later called me as his computer was “stuck”: he was not aware that a “+” prompt on the command line meant R was waiting for him to complete the command… A less comical event that ended well is that a student failed to save her R code (periodically and) at the end of the exam and we had to dig very deep into the machine to salvage her R commands from \tmp as rkward safeguards, as only the .RData file was available at first. I am glad we found this before turning the machine off, otherwise it would have been lost.