Archive for Paris

post-doctoral position in Paris

Posted in Statistics, Travel, University life with tags , , , , on October 14, 2016 by xi'an

The Fondation Sciences Mathématiques de Paris (FSMP) is lauching a call for postdoctoral positions in mathematics (incl. statistics!) and in fundamental computer science in the main laboratories of Paris universities for the academic year 2017-2018. The call for applications is open until December 1st 2016, 11:59 (pm), Paris time.

Bayesian astrostats under Laplace’s gaze

Posted in Books, Kids, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , on October 11, 2016 by xi'an

This afternoon, I was part of a jury of an astrostatistics thesis, where the astronomy part was about binary objects in the Solar System, and the statistics part about detecting patterns in those objects, unsurprisingly. The first part was highly classical using several non-parametric tests like Kolmogorov-Smirnov to test whether those binary objects were different from single objects. While the p-values were very tiny, I felt these values were over-interpreted in the thesis, because the sample size of N=30 leads to some scepticism about numerical quantities like 0.0008. While I do not want to sound pushing for Bayesian solutions in every setting, this case is a good illustration of the nefarious power of p-values, which are almost always taken at face value, i.e., where 0.008 is understood in terms of the null hypothesis and not in terms of the observed realisation of the p-value. Even within a frequentist framework, the distribution of this p-value should be evaluated or estimated one way or another, as there is no reason to believe it is anywhere near a Uniform(0,1) distribution.The second part of the thesis was about the estimation of some parameters of the laws of the orbits of those dual objects and the point of interest for me was the purely mechanical construction of a likelihood function that was an exponential transform of a sum of residuals, made of squared differences between the observations and their expectations. Or a power of such differences. This was called the “statistical model” in the thesis and I presume in part of the astrostats literature. This reminded me of the first meeting I had with my colleagues from Besançon, where they could not use such mechanical versions because of intractable expectations and used instead simulations from their physical model, literally reinventing ABC. This resolution had the same feeling, closer to indirect inference than regular inference, although it took me half the defence to realise it.

The defence actually took part in the beautiful historical Perrault’s building of Observatoire de Paris, in downtown Paris, where Cassini, Arago and Le Verrier once ruled!  In the council room under paintings of major French astronomers, including Laplace himself, looking quite smug in his academician costume. The building is built around the Paris Zero Meridian (which got dethroned in 1911 by the Greenwich Zero Meridian, which I contemplated as a kid since my childhood church had the Greenwich drawn on the nave stones). The customary “pot” after the thesis and its validation by the jury was in the less historical cafeteria of the Observatoire, but it included a jazz big band, which made this thesis defence quite unique in many ways!

The Magicians [#2]

Posted in Books, Kids, pictures, Travel with tags , , , , , , , on October 1, 2016 by xi'an

magicienIn a minor key coincidence with my book review last week, I spotted this advertising board on my métro platform this morning. Announcing the diffusion of the first season of The Magicians on the French SyFy [sic] channel. (Next to this board, a more relevant one from Droit au Logement.)

computer strategies for complex Bayesian models

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , on July 18, 2016 by xi'an

frontThis is the cover page of Marco Banterle‘s thesis, who will defend on Thursday [July 21, 13:00], at a rather quiet time for French universities, which is one reason for advertising it here. The thesis is built around several of Marco’s papers, like delayed acceptance, dimension expansion, and Gaussian copula for graphical models. The defence is open to everyone, so feel free to join if near Paris-Dauphine!

Monte Carlo in the convent

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on July 14, 2016 by xi'an

Last week, at the same time as the workshop on retrospective Monte Carlo in Warwick, there was a Monte Carlo conference in Paris, closing a Monte Carlo cycle run by Institut Louis Bachelier from October 2015 till June 2016. It took place in the convent of Les Cordeliers, downtown Paris [hence the title] and I alas could not attend the talks. As I organised a session on Bayesian (approximate) computations, with Richard Everitt, Jere Koskela, and Chris Sherlock as speakers (and Robin Ryder as chair), here are the slides of the speakers (actually, Jere most kindly agreed to give Chris’ talk as Chris was to sick to travel to Paris):

postdoc position in “data-driven social sciences” at Paris-Dauphine

Posted in Kids, Statistics, Travel, University life with tags , , , , , , on July 5, 2016 by xi'an


À l’Observatoire de Paris

Posted in Kids, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , on July 5, 2016 by xi'an

This Monday, I made a most pleasant trip to the Observatoire de Paris, which campus is located in Meudon and no longer in Paris. (There also is an Observatoire de Paris campus in downtown Paris, created in 1667, where no observation can take place.) Most pleasant for many reasons. First, I was to meet with Frédéric Arenou and two visiting astrostatisticians from Kolkata, India, whom I met in Bangalore two years ago. Working on a neat if no simple issue of inverted mean estimation. Second, because the place is beautiful, with great views of Paris (since the Observatoire is on a ridge), and with a classical-looking building actually made of recycled castle parts after the Franco-Prussian war of 1870, and because Frédéric gave us a grand tour of place. And third, because I went there by bike through the Forêt de Meudon which I did not suspect was that close to home and which I crossed on downhill muddy trails that made me feel far away from Paris! And giving me the opportunity to test the mettle of a new mountain bike elsewhere than again Parisian SUVs. (This was the first day of a relatively intense biking week, which really helped with the half-marathon training: San Francisco ½ is in less than a month!!! And I am in wave 2!)