Archive for undergraduates

a glaringly long explanation

Posted in Statistics with tags , , , , , , , , , , on December 19, 2018 by xi'an

It is funny that, when I am teaching the rudiments of Bayesian statistics to my undergraduate students in Paris-Dauphine, including ABC via Rasmus’ socks, specific questions about the book (The Bayesian Choice) start popping up on X validated! Last week was about the proof that ABC is exact when the tolerance is zero. And the summary statistic sufficient.

This week is about conjugate distributions for exponential families (not that there are many others!). Which led me to explain both the validation of the conjugacy and the derivation of the posterior expectation of the mean of the natural sufficient statistic in far more details than in the book itself. Hopefully in a profitable way.

done! [#1]

Posted in Kids, pictures, University life with tags , , , , , , on January 16, 2016 by xi'an

After spending a few hours grading my 127 exams for most nights of this week, I am finally done with it! One of the exam questions was the simulation of XY when (X,Y) is a bivariate normal vector with correlation ρ, following the trick described in a X validated question asked a few months ago, namely that

XY≡R{cos(πU)+ρ}

but no one managed to establish this representation. And, as usual, some students got confused between parameters θ and observations x when writing a posterior density, since the density of the prior was defined in the exam with the dummy x, thereby recovering the prior as the posterior. Nothing terrible and nothing exceptional with this cohort of undergraduates. And now I still have to go through my second pile of exams for the graduate course I taught on Bayesian computational tools…

Statistics second slides

Posted in Books, Kids, Statistics, University life with tags , , , , , on September 24, 2014 by xi'an

La Défense from Paris-Dauphine, Nov. 15, 2012This is the next chapter of my Statistics course, definitely more standard, with some notions on statistical models, limit theorems, and exponential families. In the first class, I recalled the convergence notions with no proof but counterexamples and spend some time on a slide not included here, borrowed from Chris Holmes’ talk last Friday on the linear relation between blood pressure and the log odds ratio of an heart condition. This was a great example, both to illustrate the power of increasing the number of observations and of using a logistic regression model. Students kept asking questions about it.

new kids on the block

Posted in Kids, R, Statistics, University life with tags , , , on September 22, 2014 by xi'an

La Defense, Dec. 10, 2010This summer, for the first time, I took three Dauphine undergraduate students into research projects thinking they had had enough R training (with me!) and several stats classes to undertake such projects. In all cases, the concept was pre-defined and “all they had to do” was running a massive flow of simulations in R (or whatever language suited them best!) to check whether or not the idea was sound. Unfortunately, for two projects, by the end of the summer, we had not made any progress in any of the directions I wanted to explore… Despite a fairly regular round of meetings and emails with those students. In one case the student had not even managed to reproduce the (fairly innocuous) method I wanted to improve upon. In the other case, despite programming inputs from me, the outcome was impossible to trust.  A mostly failed experiment which makes me wonder why it went that way. Granted that those students had no earlier training in research, either in exploiting the literature or in pushing experiments towards logical extensions. But I gave them entries, discussed with them those possible new pathways, and kept updating schedules and work-charts. And the students were volunteers with no other incentive than discovering research (I even had two more candidates in the queue).  So it may be (based on this sample of 3!) that our local training system is missing in this respect. Somewhat failing to promote critical thinking and innovation by imposing too long presence hours and by evaluating the students only through standard formalised tests. I do wonder, as I regularly see [abroad] undergraduate internships and seminars advertised in the stats journals. Or even conferences.

R midterms

Posted in Kids, Linux, R, Statistics, University life with tags , , , , , , , , , , , on November 9, 2012 by xi'an

Here are my R midterm exams, version A and version B in English (as students are sitting next to one another in the computer rooms), on simulation methods for my undergrad exploratory statistics course. Nothing particularly exciting or innovative! Dedicated ‘Og‘s readers may spot a few Le Monde puzzles in the lot…

Two rather entertaining if mundane occurences related to this R exam: one hour prior to the exam, a student came to my office to beg for being allowed to take the solution manual with her (as those midterm exercises are actually picked from an exercise booklet, some students cooperated towards producing a complete solution manual and this within a week!), kind of missing the main point of having an exam. (I have not seen yet this manual but I’d be quite interested in checking the code they produced on that occasion…) During the exam, another student asked me what was the R command to turn any density into a random generator: he had written a density function called mydens and could not fathom why rmydens(n) was not working. The same student later called me as his computer was “stuck”: he was not aware that a “+” prompt on the command line meant R was waiting for him to complete the command… A less comical event that ended well is that a student failed to save her R code (periodically and) at the end of the exam and we had to dig very deep into the machine to salvage her R commands from \tmp as rkward safeguards, as only the .RData file was available at first. I am glad we found this before turning the machine off, otherwise it would have been lost.