Archive for Roissy

ABC in Grenoble, 19-20 March 2020

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , on May 22, 2019 by xi'an

The next occurrence of the “ABC in…” workshops will take place in Grenoble, France, on 19-20 March 2020. Both local organising and international scientific committees have been constituted and the program should soon be constructed, along with calls to contributions launched at the same time. As in most earlier versions of the workshops (ABC in Paris, London, Roma, &tc.), we are aiming at a workshop atmosphere and, thanks to local sponsors, the registration fees if any will be low.

Grenoble can be easily reached by fast trains from Paris, Roissy, Geneva and Lyon. (There are also flights to Grenoble airport from Warwick, as well as Bristol, Edinburgh, London, Manchester, Rotterdam, Stockholm, Warsaw, but this is less convenient than flying to Lyon Saint-Exupery airport and catching a fast train at the airport.) To add to the appeal of the place, the workshop occurs during the skiing season, with three mountain ranges in the close vicinity. Making ABski a genuine possibility for the weekend after!

O’Bayes in action

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , , , , , on November 7, 2017 by xi'an

My next-door colleague [at Dauphine] François Simenhaus shared a paradox [to be developed in an incoming test!] with Julien Stoehr and I last week, namely that, when selecting the largest number between a [observed] and b [unobserved], drawing a random boundary on a [meaning that a is chosen iff a is larger than this boundary] increases the probability to pick the largest number above ½2…

When thinking about it in the wretched RER train [train that got immobilised for at least two hours just a few minutes after I went through!, good luck to the passengers travelling to the airport…] to De Gaulle airport, I lost the argument: if a<b, the probability [for this random bound] to be larger than a and hence for selecting b is 1-Φ(a), while, if a>b, the probability [of winning] is Φ(a). Hence the only case when the probability is ½ is when a is the median of this random variable. But, when discussing the issue further with Julien, I exposed an interesting non-informative prior characterisation. Namely, if I assume a,b to be iid U(0,M) and set an improper prior 1/M on M, the conditional probability that b>a given a is ½. Furthermore, the posterior probability to pick the right [largest] number with François’s randomised rule is also ½, no matter what the distribution of the random boundary is. Now, the most surprising feature of this coffee room derivation is that these properties only hold for the prior 1/M. Any other power of M will induce an asymmetry between a and b. (The same properties hold when a,b are iid Exp(M).)  Of course, this is not absolutely unexpected since 1/M is the invariant prior and since the “intuitive” symmetry only holds under this prior. Power to O’Bayes!

When discussing again the matter with François yesterday, I realised I had changed his wording of the puzzle. The original setting is one with two cards hiding the unknown numbers a and b and of a player picking one of the cards. If the player picks a card at random, there is indeed a probability of ½ of picking the largest number. If the decision to switch or not depends on an independent random draw being larger or smaller than the number on the observed card, the probability to get max(a,b) in the end hits 1 when this random draw falls into (a,b) and remains ½ outside (a,b). Randomisation pays.

air static

Posted in Kids, Travel with tags , , , , , , , , on April 27, 2017 by xi'an

[On an Air France flight for Birmingham, two young French students apparently studying in Warwick kept blathering the entire time, with an utter lack of concern for their surroundings. Note: Les Marseillais is a particularly idiotic reality show on French TV.]

  •  …j’ai arrêté de regarder les Marseillais, c’est même pas conscient, tu vois…
  • …grave, c’est sûr, moi aussi j’ai arrêté, j’avais trop d’épisodes à rattraper…

the terminal

Posted in Books, pictures, Travel with tags , , , , , , , , on January 7, 2017 by xi'an

The Terminal is this (terrible) movie featuring Tom Hanks getting stuck in an airport international zone for an indefinite time (and based on a real story that saw Karimi Nasseri remain in Terminal 1 of Roissy, for 18 years, when being there for a few hours is already unbearable!). In a similar spirit, we got quarantined to the international zone in Delhi airport for 24 hours, thanks to a missed connection. And to an Air India representative who could not be bothered in finding another route, letting us out to visit the city, or even providing us access to our bags. So we ended up waiting in the airport short stay hotel, around the clock, with a bed, food and wifi. Not the end of the World, obviously! And with a rather unique view on the registration desks below.

trip to München

Posted in Mountains, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , on October 19, 2015 by xi'an

While my train ride to the fabulous De Gaulle airport was so much delayed that I had less than ten minutes from jumping from the carriage to sitting in my plane seat, I handled the run through security and the endless corridors of the airport in the allotted time, and reached Munich in time for my afternoon seminar and several discussions that prolonged into a pleasant dinner of Wiener Schnitzel and Eisbier.  This was very exciting as I met physicists and astrophysicists involved in population Monte Carlo and parallel MCMC and manageable harmonic mean estimates and intractable ABC settings (because simulating the data takes eons!). I wish the afternoon could have been longer. And while this is the third time I come to Munich, I still have not managed to see the centre of town! Or even the nearby mountains. Maybe an unsuspected consequence of the Heisenberg principle…

Einvígið [book review]

Posted in Books, Kids, Mountains, pictures, Travel with tags , , , , , , , , on August 17, 2015 by xi'an

Reykjavik2In Roissy (De Gaulle) airport, prior to catching my flight to Seattle, I noticed a “new” Indriðason‘s novel, Le Duel (Einvígið), that has not yet been translated into English. But just translated into French! This is a most unusual novel in the Erlendur series, in that the central character of the series only appears as a young cop in the final lines of the novel. Instead, the mentor of Erlendur, Marion Biem, is conducting an inquiry as to who had killed a young man in an almost empty Reykjavik cinema. Where almost all spectators seemed to have something to hide, if not always a murder… A classical whodunnit?! Not really because this happens in 1972, during the famous Fisher-Spassky duel, and that duel is unrelated to the murder, while the Icelandic police seems overwrought by the event and the presence of Russian and American double-agents in Reykjavik…

I found the whole exercise interesting, creating a sort of genealogy in the Erlendur series, with Marion’s mentor playing a side role and his early training in Glasgow (of all places!), with the re-creation of a 1972 Iceland and the chess match between Fisher and Spassky at the height of the Cold War. Plus a reminder about the tuberculosis epidemics of the 1930’s, where  The detective side of the novel is however less convincing than usual, with clues and fingerprints appearing at the most convenient times. And a fairly convoluted resolution. Still worth reading, especially on a long flight!

BibTool on the air

Posted in Books, Linux, Travel, University life with tags , , , , , , , , , , on October 23, 2014 by xi'an

Yesterday night, just before leaving for Coventry, I realised I had about 30 versions of my “mother of all .bib” bib file, spread over directories and with broken links with the original mother file… (I mean, I always create bib files in new directories by a hard link,

    ln ~/mother.bib

but they eventually and inexplicably end up with a life of their own!) So I decided a Spring clean-up was in order and installed BibTool on my Linux machine to gather all those versions into a new encompassing all-inclusive bib reference. I did not take advantage of the many possibilities of the program, written by Gerd Neugebauer, but it certainly solved my problem: once I realised I had to set the variates

check.double = on
check.double.delete = on
pass.comments = off

all I had to do was to call

bibtool -s -i ../*/*.bib -o mother.bib
bibtool -d -i mother.bib -o mother.bib
bibtool -s -i mother.bib -o mother.bib

to merge all bib file and then to get rid of the duplicated entries in mother.bib (the -d option commented out the duplicates and the second call with -s removed them). And to remove the duplicated definitions in the preamble of the file. This took me very little time in the RER train from Paris-Dauphine (where I taught this morning, having a hard time to make the students envision the empirical cdf as an average of Dirac masses!) to Roissy airport, in contrast with my pedestrian replacement of all stray siblings of the mother bib into new proper hard links, one by one. I am sure there is a bash command that could have done it in one line, but I spent instead my flight to Birmingham switching all existing bib files, one by one…