Archive for ENSAE

to be demolished!

Posted in Books, pictures, University life with tags , , , , , , , , , on May 8, 2022 by xi'an

bravo, Dr. Robert!!!

Posted in Kids, Mountains, pictures, Travel with tags , , , , , , , , , , , , , , , , , on October 11, 2021 by xi'an

Last Friday, our daughter Rachel attended the graduation ceremony for her medical school cohort master graduation. On the Saclay campus next to ENSAE (and so did we!), with nice and short talks by medicine professors and the University President, with a massive (?!) conflict of interest as her own daughter was part of this cohort!  And learned that she will work her first medical internship semester in French Guiana, next month, as part of her choice of a medical specialisation in internal medicine in the French Caribbean departments, over the five next years. Congrats to her and all of her fantastic friends for this massive achievement!!! And [fatherly and a wee bit anxious!] best wishes for this new and exciting period of her life!!! (And concerned thoughts for her female doctor colleagues at the French Institute for Mothers and Children in Kabul, like Dr. Arifa and Dr. Shoranghaize. interviewed in Le Monde the same day.)

analyse des données

Posted in Books, Kids with tags , , , , , on June 24, 2021 by xi'an

Introduction to Sequential Monte Carlo [book review]

Posted in Books, Statistics with tags , , , , , , , , , , , , , , , , on June 8, 2021 by xi'an

[Warning: Due to many CoI, from Nicolas being a former PhD student of mine, to his being a current colleague at CREST, to Omiros being co-deputy-editor for Biometrika, this review will not be part of my CHANCE book reviews.]

My friends Nicolas Chopin and Omiros Papaspiliopoulos wrote in 2020 An Introduction to Sequential Monte Carlo (Springer) that took several years to achieve and which I find remarkably coherent in its unified presentation. Particles filters and more broadly sequential Monte Carlo have expended considerably in the last 25 years and I find it difficult to keep track of the main advances given the expansive and heterogeneous literature. The book is also quite careful in its mathematical treatment of the concepts and, while the Feynman-Kac formalism is somewhat scary, it provides a careful introduction to the sampling techniques relating to state-space models and to their asymptotic validation. As an introduction it does not go to the same depths as Pierre Del Moral’s 2004 book or our 2005 book (Cappé et al.). But it also proposes a unified treatment of the most recent developments, including SMC² and ABC-SMC. There is even a chapter on sequential quasi-Monte Carlo, naturally connected to Mathieu Gerber’s and Nicolas Chopin’s 2015 Read Paper. Another significant feature is the articulation of the practical part around a massive Python package called particles [what else?!]. While the book is intended as a textbook, and has been used as such at ENSAE and in other places, there are only a few exercises per chapter and they are not necessarily manageable (as Exercise 7.1, the unique exercise for the very short Chapter 7.) The style is highly pedagogical, take for instance Chapter 10 on the various particle filters, with a detailed and separate analysis of the input, algorithm, and output of each of these. Examples are only strategically used when comparing methods or illustrating convergence. While the MCMC chapter (Chapter 15) is surprisingly small, it is actually an introducing of the massive chapter on particle MCMC (and a teaser for an incoming Papaspiloulos, Roberts and Tweedie, a slow-cooking dish that has now been baking for quite a while!).

Paris-Saclay campus debated in Nature

Posted in Books, University life with tags , , , , , , , , , , , on November 18, 2020 by xi'an

The newly created entity of the Paris-Saclay University is featuring in two editorials of Nature of 03 November for reaching a high ranking in one of the many league tables purportedly summarising the academic achievements of universities by a single number. This entity is made of the much older Université d’Orsay and of aggregated research institutes like Ecole Normale (formerly) de Cachan, Institut d’Optique, or Centrale Supélec, incidentally and uninterestingly located nearby my home. As an aggregate of high quality institutions, it is thus little surprise that it achieves a sufficient critical mass to reach a high ranking. Were the nearby Institut Polytechnique de Paris integrated as well, the ranking would have been even higher. (Why the two adjacent campuses did not merge defies rationality, but can be explained by politics and the long-standing opposition between Universités and Grandes Écoles in the French academic landscape.) I thus think the Nature editorial about the dangers to “the well-being of those on the academic front line” brought by the quest for high rankings is missing the point. By a fair margin. Indeed, it mixes the financial and institutional efforts made by [former president] Nicolas Sarkozy in creating a single campus with the funding of this mostly pre-existing campus [and in dire need of renovations, as exemplified by the new math department]. And seems to see the more competitive grant system in France connected with this creation when the [somewhat controversial] Agence Nationale de la Recherche in charge of the public-funded grants has been around since 2005. And I find that the unceasingly growing mille-feuille of aggregates, conglomerates, unions, initiatives, &tc. happening in the French academic landscape [like Paris Dauphine joining PSL a few years ago, whose status was confirmed today] are both blurring the picture and reducing the efficiency of the maneuvers by multiplying the administrative structures without creating a sense of belonging to a common institution. Plus ça change…

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