## Die Mauer ist weg!

Posted in Statistics with tags , , , , , , , , on November 9, 2019 by xi'an

## Hausdorff school on MCMC [28 March-02 April, 2020]

Posted in pictures, Statistics, Travel with tags , , , , , , , , , , , , , on September 26, 2019 by xi'an

The Hausdorff Centre for Mathematics will hold a week on recent advances in MCMC in Bonn, Germany, March 30 – April 3, 2020. Preceded by two days of tutorials. (“These tutorials will introduce basic MCMC methods and mathematical tools for studying the convergence to the invariant measure.”) There is travel support available, but the application deadline is quite close, as of 30 September.

Note that, in a Spring of German conference, the SIAM Conference on Uncertainty Quantification will take place in Munich (Garching) the week before, on March 24-27. With at least one likelihood-free session. Not to mention the ABC in Grenoble workshop in France, on 19-20 March. (Although these places are not exactly nearby!)

## 9 pitfalls of data science [book review]

Posted in Books, Kids, Statistics, Travel, University life with tags , , , , , , , , , , , , , on September 11, 2019 by xi'an

I received The 9 pitfalls of data science by Gary Smith [who has written a significant number of general public books on personal investment, statistics and AIs] and Jay Cordes from OUP for review a few weeks ago and read it on my trip to Salzburg. This short book contains a lot of anecdotes and what I would qualify of small talk on job experiences and colleagues’ idiosyncrasies…. More fundamentally, it reads as a sequence of examples of bad or misused statistics, as many general public books on statistics do, but with little to say on how to spot such misuses of statistics. Its title (It seems like the 9 pitfalls of… is a rather common début for a book title!) however started a (short) conversation with my neighbour on the train to Salzburg as she wanted to know if the job opportunities in data sciences were better in Germany than in Austria. A practically important question for which I had no clue. And I do not think the book would have helped either! (My neighbour in the earlier plane to München had a book on growing lotus, which was not particularly enticing for launching a conversation either.)

## MaxEnt 2019 [last call]

Posted in pictures, Statistics, Travel with tags , , , , , , , on April 30, 2019 by xi'an

For those who definitely do not want to attend O’Bayes 2019 in Warwick,  the Max Ent 2019 conference is taking place at the Max Planck Institute for plasma physics in Garching, near Münich, (south) Germany at the same time. Registration is still open at a reduced rate and it is yet not too late to submit an abstract. A few hours left. (While it is still possible to submit a poster for O’Bayes 2019 and to register.)

## trip to the past

Posted in Books, pictures with tags , , , , , , , , , on January 6, 2019 by xi'an

When visiting my mother for the Xmas break, she showed me this picture of her grand-father, Médéric, in his cavalry uniform, taken before the First World War, in 1905. During the war, as an older man, he did not come close to the front lines, but died from a disease caught from the horses he was taking care of. Two other documents I had not seen before were these refugee cards that my grand-parents got after their house in Saint-Lô got destroyed on June 7, 1944.

And this receipt for the tinned rabbit meat packages my grand-mother was sending to a brother-in-law who was POW in Gustrow, Germany, receipt that she kept despite the hardships she faced in the years following the D Day landing.

## Max Ent at Max Plank

Posted in Statistics with tags , , , , , , , , , , on December 21, 2018 by xi'an

## truncated Gumbels

Posted in Books, Kids, pictures, Statistics with tags , , , , , , , on April 6, 2018 by xi'an

As I had to wake up pretty early on Easter morning to give my daughter a ride, while waiting I came upon this calculus question on X validated of computing the conditional expectation of a Gumbel variate, conditional on its drifted version being larger than another independent Gumbel variate with the same location-scale parameters. (Just reminding readers that a Gumbel G(0,1) variate is a double log-uniform, i.e., can be generated as X=-log(-log(U)).) And found after a few minutes (and a call to Wolfram Alpha integrator) that

$\mathbb{E}[\epsilon_1|\epsilon_1+c>\epsilon_0]=\gamma+\log(1+e^{-c})$

which is simple enough to make me wonder if there is a simpler derivation than the call to the exponential integral Ei(x) function. (And easy to check by simulation.)

Incidentally, I discovered that Emil Gumbel had applied statistical analysis to the study of four years of political murders in the Weimar Republic, demonstrating the huge bias of the local justice towards right-wing murders. When he signed the urgent call [for the union of the socialist and communist parties] against fascism in 1932, he got expelled from his professor position in Heidelberg and emigrated to France, which he had to leave again for the USA on the Nazi invasion in 1940. Where he became a professor at Columbia.