Archive for ENSAE

Rémi Bardenet’s seminar

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on April 7, 2016 by xi'an

Grand Palais from Esplanade des Invalides, Paris, Dec. 07, 2012Next week, Rémi Bardenet is giving a seminar in Paris, Thursday April 14, 2pm, in ENSAE [room 15] on MCMC methods for tall data. Unfortunately, I will miss this opportunity to discuss with Rémi as I will be heading to La Sapienza, Roma, for Clara Grazian‘s PhD defence the next day.  And on Monday afternoon, April 11, Nicolas Chopin will give a talk on quasi-Monte Carlo for sequential problems at Institut Henri Poincaré.

position opening at ENSAE ParisTech

Posted in Kids, Statistics, Travel, University life with tags , , , , , , , on March 28, 2016 by xi'an

ensaeprofParis and la Seine, from Pont du Garigliano, Oct. 20, 2011There is an opening for an associate or full professor position in Statistics and Machine Learning at ENSAE, Paris (soon to move to the Paris-Saclay campus, next to École Polytechnique). The details are provided here. The deadline is April 18, 2016, for a hiring in September or October 2016.

done! [#2]

Posted in Kids, Statistics, University life with tags , , , , , , , , , on January 21, 2016 by xi'an

exosPhew! I just finished my enormous pile of homeworks for the computational statistics course… This massive pile is due to an unexpected number of students registering for the Data Science Master at ENSAE and Paris-Dauphine. As I was not aware of this surge, I kept to my practice of asking students to hand back solved exercises from Monte Carlo Statistical Methods at the beginning of each class. And could not change the rules of the game once the course had started! Next year, I’ll make sure to get some backup for grading those exercises. Or go for group projects instead…

SMC 2015

Posted in Statistics, Travel, University life with tags , , , , , , , , , , on September 7, 2015 by xi'an

Nicolas Chopin ran a workshop at ENSAE on sequential Monte Carlo the past three days and it was a good opportunity to get a much needed up-to-date on the current trends in the field. Especially given that the meeting was literally downstairs from my office at CREST. And given the top range of researchers presenting their current or past work (in the very amphitheatre where I attended my first statistics lectures, a few dozen years ago!). Since unforeseen events made me miss most of the central day, I will not comment on individual talks, some of which I had already heard in the recent past, but this was a high quality workshop, topped by a superb organisation. (I started wondering why there was no a single female speaker in the program and so few female participants in the audience, then realised this is a field with a massive gender imbalance, which is difficult to explain given the different situation in Bayesian statistics and even in Bayesian computation…)  Some key topics I gathered during the talks I could attend–apologies to the other speakers for missing their talk due to those unforeseen events–are unbiasedness, which sounds central to the SMC methods [at least those presented there] as opposed to MCMC algorithms, and local features, used in different ways like hierarchical decomposition, multiscale, parallelisation, local coupling, &tc., to improve convergence and efficiency…

Edmond Malinvaud (1923-2015)

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , on March 11, 2015 by xi'an

The statistician, econometrician, macro- and micro-economist, Edmond Malinvaud died on Saturday, March 7. He had been director of my alma mater ENSAE (1962–1966), directeur de la Prévision at the Finance Department (1972–1974), director of INSEE (1974–1987), and Professeur at Collège de France (1988–1993). While primarily an economist, with his theories of disequilibrium and unemployment, reflected in his famous book Théorie macro-économique (1981) that he taught us at ENSAE, he was also instrumental in shaping the French econometrics school, see his equally famous Statistical Methods of Econometrics (1970), and in the reorganisation of INSEE as the post-war State census and economic planning tool. He was also an honorary Fellow of the Royal Statistical Society and the 1981 president of the International Institute of Statistics. Edmond Malinvaud studied under Maurice Allais, Nobel Prize in economics in 1988, and was himself considered as a potential Nobel for several years. My personal memories of him at ENSAE and CREST are of a very clear teacher and of a kind and considerate man, with the reserve and style of a now-bygone era…

Professor position at ENSAE, on the Paris Saclay campus

Posted in Statistics with tags , , , , , , , , on March 9, 2015 by xi'an

There is an opening at the Statistics School ENSAE for a Statistics associate or full professor position, starting on September 2015. Currently located on the South-West boundary of Paris, the school is soon to move to the mega-campus of Paris Saclay, near École Polytechnique, along with a dozen other schools. See this description of the position. The deadline is very close, March 23!

Sequential Monte Carlo 2015 workshop

Posted in pictures, R, Statistics, Travel, University life, Wines with tags , , , , , on January 22, 2015 by xi'an
An announcement for the SMC 2015 workshop:
Sequential Monte Carlo methods (also known as particle filters) have revolutionized the on-line and off-line analysis of data in fields as diverse as target tracking, computer vision, financial modelling, brain imagery, or population ecology. Their popularity stems from the fact that they have made possible to solve numerically many complex problems that were previously intractable.
The aim of the SMC 2015 workshop, in the spirit of SMC2006 and SMC2012, is to gather scientists from all areas of science interested in the theory, methodology or application of Sequential Monte Carlo methods.
SMC 2015 will take place at ENSAE, Paris, on August 26-28 2015.
The organising committee
Nicolas Chopin ENSAE, Paris
Adam Johansen, Warwick University
Thomas Schön, Uppsala University

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