Archive for École Polytechnique

another riddle

Posted in Books, Kids, Statistics with tags , , , on August 9, 2016 by xi'an

A riddle from The Riddler, a few weeks ago, to ponder while waiting for Godot another plane:

Consider a game played with a coin, between you and a friend, on the integer line. You are assigned a negative integer -X, and your friend is assigned a positive integer, +Y. A marker is placed at zero on the number line. Then the coin is repeatedly flipped. Every time the coin lands heads, the marker is moved one integer in a positive direction. Every time the coin lands tails, the marker moves one integer in a negative direction. You win if the coin reaches -X first, while your friend wins if the coin reaches +Y first.

What is the expected number of coin flips in a complete game?

Not much to say there since this is the classical Feller’s gambler ruin problem that I used to analyse in my practical classes at Polytechnique. The winning probability is X/(X+Y). Assuming the coin is fair. And the distribution of the hitting times (win or loose) is easily analysed by the reflection principle. But a simpler recursion shows that the expected number of steps till hitting one boundary is XY, which is rather surprising as a multiplicative formula.

position opening at ENSAE ParisTech

Posted in Kids, Statistics, Travel, University life with tags , , , , , , , on March 28, 2016 by xi'an

ensaeprofParis and la Seine, from Pont du Garigliano, Oct. 20, 2011There is an opening for an associate or full professor position in Statistics and Machine Learning at ENSAE, Paris (soon to move to the Paris-Saclay campus, next to École Polytechnique). The details are provided here. The deadline is April 18, 2016, for a hiring in September or October 2016.

Professor position at ENSAE, on the Paris Saclay campus

Posted in Statistics with tags , , , , , , , , on March 9, 2015 by xi'an

There is an opening at the Statistics School ENSAE for a Statistics associate or full professor position, starting on September 2015. Currently located on the South-West boundary of Paris, the school is soon to move to the mega-campus of Paris Saclay, near École Polytechnique, along with a dozen other schools. See this description of the position. The deadline is very close, March 23!

data scientist position

Posted in R, Statistics, University life with tags , , , , , , , , , , on April 8, 2014 by xi'an

Université Paris-DauphineOur newly created Chaire “Economie et gestion des nouvelles données” in Paris-Dauphine, ENS Ulm, École Polytechnique and ENSAE is recruiting a data scientist starting as early as May 1, the call remaining open till the position is filled. The location is in one of the above labs in Paris, the duration for at least one year, salary is varying, based on the applicant’s profile, and the contacts are Stephane Gaiffas (stephane.gaiffas AT cmap DOT polytechnique.fr), Robin Ryder (ryder AT ceremade DOT dauphine.fr). and Gabriel Peyré (peyre AT ceremade DOT dauphine.fr). Here are more details:

Job description

The chaire “Economie et gestion des nouvelles données” is recruiting a talented young engineer specialized in large scale computing and data processing. The targeted applications include machine learning, imaging sciences and finance. This is a unique opportunity to join a newly created research group between the best Parisian labs in applied mathematics and computer science (ParisDauphine, ENS Ulm, Ecole Polytechnique and ENSAE) working hand in hand with major industrial companies (Havas, BNP Paribas, Warner Bros.). The proposed position consists in helping researchers of the group to develop and implement large scale data processing methods, and applying these methods on real life problems in collaboration with the industrial partners.

A non exhaustive list of methods that are currently investigated by researchers of the group, and that will play a key role in the computational framework developed by the recruited engineer, includes :
● Large scale non smooth optimization methods (proximal schemes, interior points, optimization on manifolds).
● Machine learning problems (kernelized methods, Lasso, collaborative filtering, deep learning, learning for graphs, learning for timedependent systems), with a particular focus on large scale problems and stochastic methods.
● Imaging problems (compressed sensing, superresolution).
● Approximate Bayesian Computation (ABC) methods.
● Particle and Sequential Monte Carlo methods

Candidate profile

The candidate should have a very good background in computer science with various programming environments (e.g. Matlab, Python, C++) and knowledge of high performance computing methods (e.g. GPU, parallelization, cloud computing). He/she should adhere to the open source philosophy and possibly be able to interact with the relevant communities (e.g. scikitlearn initiative). Typical curriculum includes engineering school or Master studies in computer science / applied maths / physics, and possibly a PhD (not required).

Working environment

The recruited engineer will work within one of the labs of the chaire. He/she will benefit from a very stimulating working environment and all required computing resources. He/she will work in close interaction with the 4 research labs of the chaire, and will also have regular meetings with the industrial partners. More information about the chaire can be found online at http://www.di.ens.fr/~aspremon/chaire/