35 years ago…

estimation of a normal mean matrix

A few days ago, I noticed the paper Estimation under matrix quadratic loss and matrix superharmonicity by Takeru Matsuda and my friend Bill Strawderman had appeared in Biometrika. (Disclaimer: I was not involved in handling the submission!) This is a “classical” shrinkage estimation problem in that covariance matrix estimators are compared under under a quadratic loss, using Charles Stein’s technique of unbiased estimation of the risk is derived. The authors show that the Efron–Morris estimator is minimax. They also introduce superharmonicity for matrix-variate functions towards showing that generalized Bayes estimator with respect to a matrix superharmonic priors are minimax., including a generalization of Stein’s prior. Superharmonicity that relates to (much) earlier results by Ed George (1986), Mary-Ellen Bock (1988),  Dominique Fourdrinier, Bill Strawderman, and Marty Wells (1998). (All of whom I worked with in the 1980’s and 1990’s! in Rouen, Purdue, and Cornell). This paper also made me realise Dominique, Bill, and Marty had published a Springer book on Shrinkage estimators a few years ago and that I had missed it..!

MiMo2020

On 26 and 27 March 2020, the maths department of the Université of Rouen, Normandy, France, organizes a (free) workshop on mixture distributions. With the following speakers

• • Christophe Biernacki  (Laboratoire Paul Painlevé, Univ. Lille 1 et INRIA)
  • Vincent Brault (Laboratoire Jean Kuntzmann, Univ. Grenoble Alpes)
  • Gilles Celeux  (Laboratoire de Mathématiques d’Orsay, Univ. Paris Sud et INRIA)
  • Elisabeth Gassiat  (Laboratoire de Mathématiques d’Orsay, Univ. Paris Sud)
  • Van Hà Hoang  (Laboratoire de Mathématique Raphaël Salem, Univ. Rouen Normandie)
  • Hajo Holzmann  (Philipps-University Marburg, Germany)
  • Dimitri Karlis  (Department of Statistics, Athens University of Economics and Business, Greece)
  • Trung Tin Nguyen (LMNO, Univ. Caen Normandie)
  • Andrea Rau  (Département de Génétique Animale, INRA, Jouy en Josas)
  • Pierre Vandekerkhove  (Laboratoire d’Analyse et de Mathématiques Appliquées, Univ. Paris-Est Marne-la-Vallée)
  • Cinzia Viroli  (Department of Statistical Sciences, Universita di Bologna, Italia)

Unfortunately, since this is my former department, I will not be able to attend as I am taking part into the SIAM Conference on Uncertainty Quantification (UQ20), on the very same days. In a session on likelihood-free inference.

a trip back in time [and in Rouen]

On Monday, I took part in a celebration of the remarkable career of a former colleague of mine in Rouen, Gérard Grancher, who is retiring after a life-long position as CNRS engineer in the department of maths of the University of Rouen, a job title that tells very little about the numerous facets of his interactions with mathematics, from his handling of all informatics aspects in the laboratory to his support of all colleagues there, including fresh PhD students like me in 1985!, to his direction of the CNRS lab in 2006 and 2007 at a time of deep division and mistrust, to his numerous collaborations on statistical projects with local actors, to his Norman federalism in bringing the maths departments of Caen and Rouen into a regional federation, to an unceasing activism to promote maths in colleges and high schools and science fairs all around Normandy, to his contributions to professional training in statistics for CNRS agents, and much, much more… Which explains why the science auditorium of the University of Rouen was packed with mathematicians and high schools maths teachers and friends! (The poster of the day was made by Gérard’s accomplices in vulgarisation, Élise Janvresse and Thierry Delarue, based on a sample of points randomly drawn from Gérard’s picture, maybe using a determinantal process, and the construction of a travelling salesman path over those points.)

This was a great day with mostly vulgarisation talks (including one about Rasmus’ socks..!) and reminiscences about Gérard’s carreer at Rouen. As I had left the university in 2000 to move to Paris-Dauphine, this was a moving day as well, as I met with old friends I had not seen for ages, including our common PhD advisor, Jean-Pierre Raoult.

This trip back in time was also an opportunity to (re-)visit the beautifully preserved medieval centre of Rouen, with its wooden houses, Norman-style, the numerous churches, including Monet‘s cathedral, the Justice Hall… Last time I strolled those streets, George Casella was visiting!