ENSAE (my Alma Mater) is opening a new position for next semester in statistics or/and machine-learning. At the Assistant Professor level, the position is for an initial three-year term, renewable for another three years, before the tenure evaluation. The school is located on the Université Paris-Saclay campus, only teaches at the Master and PhD levels, and the deadline for application is 31 March 2020. Details and contacts on the call page.
Archive for École Polytechnique
assistant/associate professor position in statistics/machine-learning at ENSAE
Posted in pictures, Statistics, Travel, University life with tags École Polytechnique, ENSAE, France, job opening, machine learning, Palaiseau, Paris-Saclay campus, position, Statistics, Université Paris-Saclay on March 10, 2020 by xi'anABC-SAEM
Posted in Books, Statistics, University life with tags ABC, ABC-Gibbs, ABC-MCMC, Alan Turing, École Polytechnique, EM, JSM 2015, MAP estimators, MCMC, MCMC-SAEM, Monolix, Paris-Saclay campus, PhD thesis, SAEM, Seattle, simulated annealing, stochastic approximation, University of Warwick, well-tempered algorithm on October 8, 2019 by xi'an
In connection with the recent PhD thesis defence of Juliette Chevallier, in which I took a somewhat virtual part for being physically in Warwick, I read a paper she wrote with Stéphanie Allassonnière on stochastic approximation versions of the EM algorithm. Computing the MAP estimator can be done via some adapted for simulated annealing versions of EM, possibly using MCMC as for instance in the Monolix software and its MCMC-SAEM algorithm. Where SA stands sometimes for stochastic approximation and sometimes for simulated annealing, originally developed by Gilles Celeux and Jean Diebolt, then reframed by Marc Lavielle and Eric Moulines [friends and coauthors]. With an MCMC step because the simulation of the latent variables involves an untractable normalising constant. (Contrary to this paper, Umberto Picchini and Adeline Samson proposed in 2015 a genuine ABC version of this approach, paper that I thought I missed—although I now remember discussing it with Adeline at JSM in Seattle—, ABC is used as a substitute for the conditional distribution of the latent variables given data and parameter. To be used as a substitute for the Q step of the (SA)EM algorithm. One more approximation step and one more simulation step and we would reach a form of ABC-Gibbs!) In this version, there are very few assumptions made on the approximation sequence, except that it converges with the iteration index to the true distribution (for a fixed observed sample) if convergence of ABC-SAEM is to happen. The paper takes as an illustrative sequence a collection of tempered versions of the true conditionals, but this is quite formal as I cannot fathom a feasible simulation from the tempered version and not from the untempered one. It is thus much more a version of tempered SAEM than truly connected with ABC (although a genuine ABC-EM version could be envisioned).
data science summer school à l’X
Posted in Statistics with tags 2019, École Polytechnique, DS3, Paris-Saclay campus, summer school, Université Paris-Saclay, X on January 10, 2019 by xi'anbâtiment Alan Turing [jatp]
Posted in pictures, Travel, University life with tags Alan Turing, École Polytechnique, INRIA, jatp, Paris-Saclay campus, sculpture on June 24, 2018 by xi'an
[ex?] Paris-Saclay univerXity
Posted in Kids, pictures, University life with tags École Polytechnique, French politics, grandes écoles, Le Monde, MIT, Orsay, Paris-Saclay campus, student association, Université Paris 11, X on November 5, 2017 by xi'an
In the plane to Warwick last Tuesday, I read a fairly long and pessimistic article in Le Monde about the future of the Paris-Saclay university. This debate presumably makes no sense outside French circles, for it relates to the century-old opposition between universities and grandes écoles, these selective engineering and business schools that operate independently from the university structure. In the sense that the selection and the schooling of their students is completely separated, meaning these students may never attend a university program if they choose to do so. But not so independently in terms of hiring part-time professors from universities and sharing resources for their Master programs. And depending on the same agencies (like CNRS) for funding their research program.
Anyway, the core message of this article was that the influence of former students from Polytechnique [aka X] in the high administration is such that they can prevent the integration of the different engineer schools on the Saclay plateau into the intended superstructure of the Paris-Saclay university. And turn this somewhat megalomanic Paris-Saclay project initiated by Nicolas Sarkozy into a mere geographical superposition of separate institutions, with very unequal State funding, perpetuating the two speed regime for public higher education… And a ever more confusing international image that will not help an inch moving up the Shanghai ranking (a major reason for Sarkozy pushing this project). Very French indeed!
