Archive for PSL

Francis Bach à l’Académie des Sciences

Posted in Statistics with tags , , , , , on April 8, 2020 by xi'an

Congrats to Francis Bach, freshly nominated to the French Academy of Sciences, joining Stéphane Mallat²⁰¹⁴ and Éric Moulines²⁰¹⁷ as data science academicians!

unbiased MCMC with couplings [4pm, 26 Feb., Paris]

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , on February 24, 2020 by xi'an

On Wednesday, 26 February, Pierre Jacob (Havard U, currently visiting Paris-Dauphine) is giving a seminar on unbiased MCMC methods with couplings at AgroParisTech, bvd Claude Bernard, Paris 5ième, Room 32, at 4pm in the All about that Bayes seminar.

MCMC methods yield estimators that converge to integrals of interest in the limit of the number of iterations. This iterative asymptotic justification is not ideal; first, it stands at odds with current trends in computing hardware, with increasingly parallel architectures; secondly, the choice of “burn-in” or “warm-up” is arduous. This talk will describe recently proposed estimators that are unbiased for the expectations of interest while having a finite computing cost and a finite variance. They can thus be generated independently in parallel and averaged over. The method also provides practical upper bounds on the distance (e.g. total variation) between the marginal distribution of the chain at a finite step and its invariant distribution. The key idea is to generate “faithful” couplings of Markov chains, whereby pairs of chains coalesce after a random number of iterations. This talk will provide an overview of this line of research.

digital humanities meet artificial intelligence [course]

Posted in Statistics with tags , , , , , , , , , , on December 6, 2019 by xi'an

Paris Sciences & Lettres University (PSL) is organising next semester a special one-week training on the topic “Digital Humanities Meet Artificial Intelligence”. This course is open to Master and PhD students, as well and researchers, subject to availability (and free). This intensive training will cover theoretical, numerical and applicative topics at the intersection between both fields. The dates are March 30-April 3, 2020, the course is located in downtown Paris, and the pre-registration form is already on-line. The courses are given by

20 postdoc positions in Paris!

Posted in Kids, pictures, University life with tags , , , , , , on November 22, 2017 by xi'an

The Fondation Sciences Mathématiques de Paris (FSMP) provides funding for 20 years of post-doctoral fellowships in mathematics and in computer science for the 2018-2019 academic year. (Meaning you cannot expect a position in Paris for the coming 20 years!) Appointed fellows will hold one or two-year positions in affiliated research laboratories, starting in October 2018. This program is supported by Université Paris Sciences Lettres (PSL). If you are interested in applying for one of these fellowships, please register online. Note that the deadline is December 1!

Journée algorithmes stochastiques

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , on September 27, 2017 by xi'an

On December 1, 2017, we will hold a day workshop on stochastic algorithms at Université Paris-Dauphine, with the following speakers

 Details and abstracts of the talks are available on the workshop webpage. Attendance is free, but registration is requested towards planning the morning and afternoon coffee breaks. Looking forward seeing ‘Og’s readers there, at least those in the vicinity!

And while I am targetting Parisians, crypto-Bayesians, and nearly-Parisians, there is another day workshop on Bayesian and PAC-Bayesian methods on November 16, at Université Pierre et Marie Curie (campus Jussieu), with invited speakers

and a similar request for (free) registration.