Archive for ENSAE

assistant/associate professor position in statistics/machine-learning at ENSAE

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on March 10, 2020 by xi'an

ENSAE (my Alma Mater) is opening a new position for next semester in statistics or/and machine-learning. At the Assistant Professor level, the position is for an initial three-year term, renewable for another three years, before the tenure evaluation. The school is located on the Université Paris-Saclay campus, only teaches at the Master and PhD levels, and the deadline for application is 31 March 2020. Details and contacts on the call page.

SMC 2020 [en Madrid]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on January 30, 2020 by xi'an

Palacio Real from Casa del Campo, on Nov. 10, 2011, during a pleasant bike ride through the outskirts of Madrid and along the renovated banks of Rio ManzanaresAn announcement for the incoming SMC 2020 workshop, taking place in Madrid next 27-29 of May! The previous workshops were in Paris in 2015 (at ENSAE-CREST) and Uppsala in 2017.  This workshop is organised by my friends Víctor Elvira and Joaquín Míguez. With very affordable registration fees and an open call for posters. Here are the invited speakers (so far):

Deniz Akyildiz (University of Warwick)
Christophe Andrieu (University of Bristol)
Nicolas Chopin (ENSAE-CREST)
Dan Crisan (Imperial College London)
Jana de Wiljes (University of Potsdam)
Pierre Del Moral (INRIA)
Petar M. Djuric (Stony Brook University)
Randal Douc (TELECOM SudParis)
Arnaud Doucet (University of Oxford)
Ajay Jasra (National University of Singapore)
Nikolas Kantas (Imperial College London)
Simon Maskell (University of Liverpool)
Lawrence Murray (Uber AI)
François Septier (Université Bretagne Sud)
Sumeetpal Singh (University of Cambridge)
Arno Solin (Aalto University)
Matti Vihola (University of Jyväskylä)
Anna Wigren (Uppsala University)

local mayhem, again and again and again…

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

The public transports in France and in particular in Paris have now been on strike for three weeks. In connection with a planned reform of the retirement conditions of workers with special status, like those in the train and metro companies, who can retire earlier than the legal age (62). As usual with social unrest in France, other categories joined the strike and the protest, including teachers and health service public workers, as well as police officers, fire-fighters and opera dancers, and even some students. Below are some figures from the OECD about average retirement conditions in nearby EU countries that show that these conditions are apparently better in France. (With the usual provision that these figures have been correctly reported.) In particular, the life expectancy at the start of retirement is the highest for both men and women. Coincidence (or not), my UCU affiliated colleagues in Warwick were also on strike a few weeks ago about their pensions…

Travelling through and around Paris by bike, I have not been directly affected by the strikes (as heavy traffic makes biking easier!), except for the morning of last week when I was teaching at ENSAE, when I blew up a tyre midway there and had to hop to the nearest train station to board the last train of the morning, arriving (only) 10mn late. Going back home was only feasible by taxi, which happened to be large enough to take my bicycle as well… Travelling to and from the airport for Vancouver and Birmingham was equally impossible by public transportation, meaning spending fair amounts of time in and money on taxis! And listening to taxi-drivers’ opinions or musical tastes. Nothing to moan about when considering the five to six hours spent by some friends of mine to get to work and back.

on anonymisation

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

An article in the New York Times covering a recent publication in Nature Communications on the ability to identify 99.98% of Americans from almost any dataset with fifteen covariates. And mentioning the French approach of INSEE, more precisely CASD (a branch of GENES, as ENSAE and CREST to which I am affiliated), where my friend Antoine worked for a few years, and whose approach is to vet researchers who want access to non-anonymised data, by creating local working environments on the CASD machines  so that data does not leave the site. The approach is to provide the researcher with a dedicated interface, which “enables access remotely to a secure infrastructure where confidential data is safe from harm”. It further delivers reproducibility certificates for publications, a point apparently missed by the New York Times which advances the lack of reproducibility as a drawback of the method. It also mentions the possibility of doing cryptographic data analysis, again missing the finer details with a lame objection.

“Our paper shows how the likelihood of a specific individual to have been correctly re-identified can be estimated with high accuracy even when the anonymized dataset is heavily incomplete.”

The Nature paper is actually about the probability for an individual to be uniquely identified from the given dataset, which somewhat different from the NYT headlines. Using a copula for the distribution of the covariates. And assessing the model with a mean square error evaluation when what matters are false positives and false negatives. Note that the model need be trained for each new dataset, which reduces the appeal of the claim, especially when considering that individuals tagged as uniquely identified about 6% are not. The statistic of 99.98% posted in the NYT is actually a count on a specific dataset,  the 5% Public Use Microdata Sample files, and Massachusetts residents, and not a general statistic [which would not make much sense!, as I can easily imagine 15 useless covariates] or prediction from the authors’ model. And a wee bit anticlimactic.

noise contrastive estimation

Posted in Statistics with tags , , , , , , , , , on July 15, 2019 by xi'an

As I was attending Lionel Riou-Durand’s PhD thesis defence in ENSAE-CREST last week, I had a look at his papers (!). The 2018 noise contrastive paper is written with Nicolas Chopin (both authors share the CREST affiliation with me). Which compares Charlie Geyer’s 1994 bypassing the intractable normalising constant problem by virtue of an artificial logit model with additional simulated data from another distribution ψ.

“Geyer (1994) established the asymptotic properties of the MC-MLE estimates under general conditions; in particular that the x’s are realisations of an ergodic process. This is remarkable, given that most of the theory on M-estimation (i.e.estimation obtained by maximising functions) is restricted to iid data.”

Michael Guttman and Aapo Hyvärinen also use additional simulated data in another likelihood of a logistic classifier, called noise contrastive estimation. Both methods replace the unknown ratio of normalising constants with an unbiased estimate based on the additional simulated data. The major and impressive result in this paper [now published in the Electronic Journal of Statistics] is that the noise contrastive estimation approach always enjoys a smaller variance than Geyer’s solution, at an equivalent computational cost when the actual data observations are iid. And the artificial data simulations ergodic. The difference between both estimators is however negligible against the Monte Carlo error (Theorem 2).

This may be a rather naïve question, but I wonder at the choice of the alternative distribution ψ. With a vague notion that it could be optimised in a GANs perspective. A side result of interest in the paper is to provide a minimal (re)parameterisation of the truncated multivariate Gaussian distribution, if only as an exercise for future exams. Truncated multivariate Gaussian for which the normalising constant is of course unknown.