## Bayesian biostatistics in Lyon 2019

Posted in pictures, Statistics, Travel, University life with tags , , , , , on November 8, 2018 by xi'an

## a postdoc with Christian Robert

Posted in Statistics with tags , , , , , , on April 12, 2018 by xi'an

[Here is another call for a postdoctoral position in Lyon, under the supervision of my homonym Christian Robert:]

Post-Doctoral Position in Data Science and Machine Learning

Chair Data Analytics and Models for Insurance – 20182020

DAMI is a research chair funded by BNP Paribas Cardif, and is interested in problems related to Data Science and Models for Insurance.

Description

A post-doctoral fellowship in the areas of data science and machine learning is available at the DAMI research chair at the Claude Bernard Lyon 1 University. The post-doctoral fellow, in collaboration with the industry partner, will conduct research of advanced analytics and machine learning algorithms for actuarial sciences and insurance, and in particular, for improving risk-based pricing, and for developing predictive analytics.

The position is for one year (possibly two years), starting in September/October 2018.

Required Professional Expertise

–        A recent PhD (received within the past 5 years) in Computer Science, Computer Engineering, Applied Statistics and Mathematics, or related fields.

–        Excellent research capabilities and competitive development skills

–        Strong knowledge/expertise in machine learning and data analytics including data pre-processing, model building, and model evaluation

–        Experience with Python and/or R

Interested candidates are invited to submit their CV, list of publications, and contact information of two references to Christian ROBERT at univ-lyon1.fr.

## le grand amphithéâtre de l’Université de Lyon

Posted in Kids, pictures, Travel, University life with tags , , , , , , , , , , on May 5, 2017 by xi'an

The talks of the statlearn 2017 conference took place in an amazing 19th Century amphitheatre that looked in much better conditions than the corresponding amphitheatre of La Sorbonne. After checking on-line, I found that this place had suffered a major fire in 1999 and had been renovated since then.

The main wall features a very academic painting by Jean-Joseph Weerts representing a rhethoric competition in Lugdunum (the hill of the god Lug, in Latin), under the Roman emperor Caligula. (It is hard to imagine this was painted at the time of the Impressionist revolution!) Which creates a huge distraction from listening to the first talk when one enters this room, as there are many stories woven into the painting, including the fate of the poor rethoricians, thrown in the Rhône by the emperor’s guards!

## an elegant result on exponential spacings

Posted in Statistics with tags , , , , , , , , , , , , , on April 19, 2017 by xi'an

A question on X validated I spotted in the train back from Lyon got me desperately seeking a reference in Devroye’s Generation Bible despite the abyssal wireless and a group of screeching urchins a few seats away from me… The question is about why

$\sum_{i=1}^{n}(Y_i - Y_{(1)}) \sim \text{Gamma}(n-1, 1)$

when the Y’s are standard exponentials. Since this reminded me immediately of exponential spacings, thanks to our Devroye fan-club reading group in Warwick,  I tried to download Devroye’s Chapter V and managed after a few aborts (and a significant increase in decibels from the family corner). The result by Sukhatme (1937) is in plain sight as Theorem 2.3 and is quite elegant as it relies on the fact that

$\sum_{i=1}^n y_i=\sum_{j=1}^n (n-j+1)(y_{(j)}-y_{(j-1)})=\sum_{j=2}^n (y_{(j)}-y_{(1)})$

hence sums up as a mere linear change of variables! (Pandurang Vasudeo Sukhatme (1911–1997) was an Indian statistician who worked on human nutrition and got the Guy Medal of the RSS in 1963.)

## ODOF, not Hodor [statlearn 2017]

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , on April 15, 2017 by xi'an