Archive for graduate course

15 all-timers [back]

Posted in Statistics with tags , , , , , on November 26, 2010 by xi'an

Following an earlier post and poll. six of my graduate students took the Reading Classics seminar this year (plus two who dropped out). They chose

  1. W.K.Hastings (1970) Monte Carlo sampling methods using Markov chains and their applications, Biometrika
  2. G. Casella & W. Strawderman (1981) Estimation of a bounded mean Annals of Statistics
  3. A.P. Dawid, M. Stone & J. Zidek (1973) Marginalisation paradoxes in Bayesian and structural inference J. Royal Statistical Society
  4. C. Stein (1981) Estimation of the mean of a multivariate normal distribution Annals of Statistics
  5. D.V. Lindley & A.F.M. Smith (1972) Bayes Estimates for the Linear Model  J. Royal Statistical Society
  6. A. Birnbaum (1962) On the Foundations of Statistical Inference J. American Statistical Assoc.

in this order and mostly managed to grasp the quintessentials of the papers and to give decent (Beamer) presentations. The hardest one was the exposition of the likelihood principle and the student who chose this paper struggled to go past a mere repetition of the proofs. I enjoyed it nonetheless because the presentation raised questions about this principle,

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“Introducing Monte Carlo Methods with R” is out!

Posted in Books, R, Statistics with tags , , , , , , on December 10, 2009 by xi'an

That’s it!, “Introducing Monte Carlo Methods with R” is out, truly out, I have received a copy from Springer by express mail today! (If you need any further proof, it is also advertised as In stock by Amazon.) Given that the printer exactly reproduces the pdf file sent to Springer, there is no element of surprise as in my earliest book (where I found a particularly horrendous typo made by the French publisher on the back cover!) but it is nonetheless a very pleasant feeling to take (finally!) hold of one’s new book! Since there must be remaining typos and even more obscure points, feel free to contact George Casella or myself for corrections and precisions.

Mathematics looking for mathematicians

Posted in Statistics, University life with tags , , , on December 6, 2009 by xi'an

This is on the cover of Le Monde today! In association with the workshop “Maths à venir“, i.e. “Maths to come”, jointly supported by the Société Mathématique de France, the Société Francaise de Statistique and the Société de Mathématiques Appliquées et Industrielles, there were several newshots in Mathematics this week on the national chanels, including a roundtable on the national public radio France Inter (with Jean-Pierre Bourguignon and the statistician Claudine Schwartz, also signing as C. Robert!) and this piece is an illustration of the efforts of the mathematicians. to reach the medias… The decrease in the number of math (and science) students in universities is a global trend in Western countries and France is not spared by this phenomenon. Till very recently, mathematical finance graduate programs were able to partly compensate for this decline but the subprime crisis has also impacted this flow. While the paper argues that the crisis has degraded the image of mathematics among students, I am quite skeptical about this, because financial mathematics are only taught in the final year of graduate programs. My own observation is that the last year saw instead a surge in the number of PHD students in mathematics (and statistics) as a result of lesser positions in banks and companies.

Monte Carlo Statistical Methods

Posted in Books, Statistics, University life with tags , , , , on November 10, 2009 by xi'an

Yesterday, I started my annual course on Monte Carlo Statistical Method, open to the last year Master students in Paris Dauphine. This is a seven week course covering the first half and then more of the book Monte Carlo Statistical Method, with George Casella. Here are the (yes, 584) slides

These slides have not changed from last year (no time and no need to!) but this year I have distributed a preliminary copy of Introducing Monte Carlo Methods with R to the students so that they can practice Monte Carlo methods, spot typos in the book (only 10 cents per typo because I have no prior about the number of typos!), and write the(ir) solutions to the exercises as homework.

Exploratory Statistics with R

Posted in Statistics, University life with tags , , , , , on October 5, 2009 by xi'an

The exploratory Statistics course at Université Paris Dauphine has now started again and I am giving as in the past years the version of the course in English for interested students. Here are the slides (in English):

The course is intended for our third year students who already have two probability courses and one statistics course as background. The idea is to work only with small groups and only in the computer lab, so that they can experiment on the go. This approach is the result of several failed attempts when the students would not show up in class but only in the labs. The students take an on-line exam at the end of the course in January with multiple choice questions that must be argumented by attached R programs. This follows several years when the students were handling projects, due to massive cheating!