Archive for mathematical statistics

stats postdoc in Barcelona

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , on April 5, 2022 by xi'an

Here is a call for exciting postdoc positions in high-dimensional statistics for network & graphical models analysis, Barcelona:

We have two post-doctoral positions to work on a range of topics related to high-dimensional statistics for networks, ultra high-dimensional graphical models, frameworks linking networks and graphical models, multivariate structural learning and time series analysis. The positions are for 1 year, with a potential for extension to 18 months, with a gross yearly salary of 40,000€. The scope is ample and allows for sub-projects related to mathematical statistics and statistical learning theory, data analysis methodology in penalized likelihood and Bayesian statistics, and computational methods. The positions are related to a Huawei grant, which also offers opportunities to explore applications of the developed theory & methods.

The project is primarily hosted by the Statistics group at UPF and the BSE Data Science Center in Barcelona (Spain), and is in collaboration with Luc Devroye at McGill University in Montreal (Canada) and Piotr Zwiernik at the University of Toronto (Canada). The primary supervisors are Christian Brownlees, Luc Devroye, Gábor Lugosi, David Rossell and Piotr Zwiernik, although collaborations with other professors of these research groups are also possible.

Interested candidates should send an updated CV and a short research statement to David Rossell (david.rossell AT upf.edu). They should ask 3 referees to send a letter of reference on their behalf.

The deadline for applying for the first position is April 30 2022, the deadline for the second position is June 15 2022.

Bill’s 80th birthday

Posted in Statistics, Travel, University life with tags , , , , , , , , , , on March 30, 2022 by xi'an

max vs. min

Posted in Books, Kids, Statistics with tags , , , , , , , , on March 26, 2022 by xi'an

Another intriguing question on X validated (about an exercise in Jun Shao’s book) that made me realise a basic fact about exponential distributions. When considering two Exponential random variables X and Y with possibly different parameters λ and μ,  Z⁺=max{X,Y} is dependent on the event X>Y while Z⁻=min{X,Y} is not (and distributed as an Exponential variate with parameter λ+μ.) Furthermore, Z⁺ is distributed from a signed mixture

\frac{\lambda+\mu}{\mu}\mathcal Exp(\lambda)-\frac{\lambda}{\mu}\mathcal Exp(\lambda+\mu)

conditionally on the event X>Y, meaning that there is no sufficient statistic of fixed dimension when given a sample of n realisations of Z⁺’s along with the indicators of the events X>Y…. This may explain why there exists an unbiased estimator of λ⁻¹-μ⁻¹ in this case and (apparently) not when replacing Z⁺ by Z⁻. (Even though the exercise asks for the UMVUE.)

David Cox (1924-2022)

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , on January 20, 2022 by xi'an

It is with much sadness that I heard from Oxford yesterday night that David Cox had passed away. Hither goes a giant of the field, whose contributions to theoretical and methodological statistics are enormous and whose impact on society is truly exceptional. He was the first recipient of the International Prize in Statistics in 2016 (aka the “Nobel of Statistics”) among many awards and a Fellow of the Royal Society among many other recognitions. He was also the editor of Biometrika for 25 years (!) and was still submitting papers to the journal a few month ago. Statistical Science published a conversation between Nancy Reid and him that tells a lot about the man and his amazing modesty. While I had met him in 1989, when he was visiting Cornell University as a distinguished visitor (and when I drove him to the house of Anne and George Casella for dinner once), then again in the 1990s when he came on a two-day visit to CREST,  we only really had a significant conversation in 2011 (!), when David and I attended the colloquium in honour of Mike Titterington in Glasgow and he proved to be most interested in the ABC algorithm. He published a connected paper in Biometrika the year after, with Christiana Katsonaki. We met a few more times later, always in Oxford, to again discuss ABC. In each occasion, he was incredibly kind and considerate.

the mysterious disappearance of the Leiden statistics group

Posted in Books, pictures, Statistics, University life with tags , , , , , , , on July 14, 2021 by xi'an

I was forwarded an article from Mare, the journal of the University of Leiden (Universiteit Leiden), a weekly newspaper written by an independent team of professional journalists. Entitled “Fraude, verdwenen evaluaties en een verziekt klimaat: hoe de beste statistiekgroep van Nederland uiteenviel” (Fraud, lost evaluations and a sickening climate: how the best statistics group in the Netherlands fell apart), it tells (through Google translate) the appalling story of how an investigation on mishandled student course evaluations led to the disintegration of the World-renowned Leiden statistics group,  with the departure of a large fraction of its members, including its head, Aad van der Vaart, a giant in mathematical statistics, author of deep, reference, books like Asymptotic Statistics and  Fundamentals of Nonparametric Bayesian Inference, an ERC advanced grant recipient, and now professor at TU Delft… While I am not at all acquainted with the specifics, reading the article makes the chain of events sound like chaos propagation, when the suspicious disappearance of student evaluation forms about a statistics course leads to a re-evaluation round, itself put under scrutiny by the University, then to a recruitment freeze of prospective statistician appointments by the (pure math) successor of Aad, as well as increasing harassment of the statisticians in the  Mathematisch Instituut, and eventually to the exile of most of them. Wat een verspilling!

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