Archive for IHP

ateliers statistiques bayésiens

Posted in Statistics with tags , , , , , , , on July 18, 2019 by xi'an

The French Statistical Association is running a training workshop on practical computational Bayesian methods on 10-12 September 2019 in Paris (IHP), animated by Sylvain LE CORFF (Telecom SudParis – Institut Polytechnique de Paris) for the initiation to « rstan », by Matthieu AUTHIER (Université de La Rochelle).

BimPressioNs [BNP11]

Posted in Books, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , on June 29, 2017 by xi'an

While my participation to BNP 11 has so far been more at the janitor level [although not gaining George Casella’s reputation on NPR!] than at the scientific one, since we had decided in favour of the least expensive and unstaffed option for coffee breaks, to keep the registration fees at a minimum [although I would have gladly gone all the way to removing all coffee breaks!, if only because such breaks produce much garbage], I had fairly good chats at the second poster session, in particular around empirical likelihoods and HMC for discrete parameters, the first one based on the general Cressie-Read formulation and the second around the recently arXived paper of Nishimura et al., which I wanted to read. Plus many other good chats full stop, around terrific cheese platters!

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Best conference spread ever

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This morning, the coffee breaks were much more under control and I managed to enjoy [and chair] the entire session on empirical likelihood, with absolutely fantastic talks from Nils Hjort and Art Owen (the third speaker having gone AWOL, possibly a direct consequence of Trump’s travel ban).

la maison des mathématiques

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , on January 14, 2017 by xi'an

ihp0When I  worked with Jean-Michel Marin at Institut Henri Poincaré the week before Xmas, there was this framed picture standing on the ground, possibly in preparation for exhibition in the Institute. I found this superposition of the lady cleaning the blackboard from its maths formulas and of the seemingly unaware mathematician both compelling visually in the sheer geometric aesthetics of the act and somewhat appalling in its message. Especially when considering the initiatives taken by IHP towards reducing the gender gap in maths. After inquiring into the issue, I found that this picture was part of a whole photograph exhibit on IHP by Vincent Moncorgé, now published into a book, La Maison des Mathématiques by Villani, Uzan, and Moncorgé. Most pictures are on-line and I found them quite appealing. Except again for the above.

last Big MC [seminar] before summer [June 19, 3pm]

Posted in pictures, Statistics, University life with tags , , , , , , , , , , , on June 17, 2014 by xi'an

crossing Rue Soufflot on my way to IHP from Vieux Campeur, March 28, 2013Last session of our Big’MC seminar at Institut Henri Poincaré this year, on Tuesday Thursday, June 19, with

Chris Holmes (Oxford) at 3pm on

Robust statistical decisions via re-weighted Monte Carlo samples

and Pierre Pudlo (iC3M, Université de Montpellier 2) at 4:15pm on [our joint work]

ABC and machine learning

introduction à la Statistique, by Cédric Villani

Posted in Books, Kids, Statistics, University life with tags , , , , , , on January 26, 2014 by xi'an

crossing Rue Soufflot on my way to IHP from Vieux Campeur, March 28, 2013On Tuesday, there was a series of talks (in French) celebrating Statistics, with an introduction by Cédric Villani. (The talks are reproduced on the French Statistical Society (SFDS) webpage.) Rather unpredictably (!), Villani starts from an early 20th Century physics experiment leading to the estimation of the Avogadro constant from a series of integers. (Repeating an earlier confusion of his, he substitutes the probability of observing a rare event under the null with the probability of the alternative on the Higgs boson to be true!) A special mention to/of Francis Galton’s “supreme law of unreason”. And of surveys, pointing out the wide variability of a result for standard survey populations. But missing the averaging and more statistical effect of accumulating surveys, a principle at the core of Nate Silver‘s predictions. A few words again about the Séralini et al. experiments on Monsanto genetically modified maize NK603, attacked for their lack of statistical foundations. And then, hear hear!, much more than a mere mention of phylogenetic inference, with explanations about inverse inference, Markov Chain Monte Carlo algorithms on trees, convergence of Metropolis algorithms by Persi Diaconis, and Bayesian computations! Of course, this could be seen more as numerical probability than as truly statistics, but it is still pleasant to hear.

The last part of the talk more predictably links Villani’s own field of optimal transportation (which I would translate as a copula problem…) and statistics, mostly understood as empirical distributions. I find it somewhat funny that Sanov’s theorem is deemed therein to be a (or even the) Statistics theorem! I wonder how many statisticians could state this theorem… The same remark applies for the Donsker-Varadhan theory of large deviations. Still, the very final inequality linking the three types of information concepts is just… beautiful! You may spot in the last minute a micro confusion in repeating twice the definition for Fisher’s information rather than deducing that the information associated with a location family is constant. (And a no-so-necessary mention of the Cramer-Rao bound on unbiased estimators. Which could have been quoted as the Fréchet-Darmois-Cramer-Rao bound in such historical grounds ) A pleasant moment, all in all! (There are five other talks on that page, including one by Emmanuel Candés.)