Throughover the workshop in Chennai floated (!) the figure of Jean/André Ville, with his inequality generalising Markov’s, who invented martingales. He is not such a well-known figure in France—at least to me!—, despite having led a rather exceptional life, from being a visiting scholar in Berlin (in the Maison académique de Berlin, along with a certain Jean-Paul Sartre) and Vienna in the 1930s, to his wife being (in Berlin) one of the many (disposable and despised) lovers of JP Sartre (to whom an open-minded or clueless Ville later sent his thèse d’université on martingales and collectives, a much more substantial piece of work than the current PhD), to him working with German and Austrian mathematicians and logicians, such as Popper, Gödel, and Wald–who, what a coïncidence!, died in India from a plane crash in 1950 that had left from Chennai–and being impressed enough by the latter to passing an economics degree in the Sorbonne when back in Paris, establishing a minimax result for a zero-sum matrix game with two players, to his counter-example to von Mises’ kollectiv, to his nickname of the King of Counterexamples in the Viennese mathematics seminar, to him operating the first (Bull) computer at the Université de Paris. (Glenn Shafer wrote a detailed accounting of his youth, on which this post is based, up to his thesis defence but a few days from France mobilising for war–where his collegue Wolfgang Doeblin would kill himself the year after, to avoid capture–. With Bernard Bru, Edmond Malinvaud and Alain Trognon among the people who helped.) After the war, he worked several years as a prépa maths teacher before working for a French State electricity companion on signal theory and Monte Carlo methods, and then returning to Université de Paris as a professor in 1957.
Archive for Jean-Paul Sartre
André ou Jean Ville (1910-1989)
Posted in Books, pictures, Travel, University life with tags 25w5482, Abraham Wald, Alain Trognon, André Ville, Andrey Markov, École Normale Supérieure, Berlin, Bernard Bru, BIRS-CMI, Bull computers, Chennai, Edmond Malinvaud, Emile Borel, George Darmois, Glenn Shafer, history of Monte Carlo, history of statistics, India, Jean Ville, Jean-Paul Sartre, Karl Popper, Kurt Gödel, martingales, Maurice Fréchet, minimax strategy, Monte Carlo methods, Paris, Paul Lévy, plane crash, Richard von Mises, signal theory, Simone de Beauvoir, Sorbonne, supermartingale, two-player game, Université de Paris, Vienna, Ville's inequality, Wolfgang Doeblin, WW II on August 12, 2025 by xi'anEstimating means of bounded random variables by betting
Posted in Books, Statistics, University life with tags Abraham Wald, Berlin, betting, ChatGPT, Chernoff method, concentration inequality, confidence intervals, confidence sequence, decision theory, Emile Borel, game theory, Glenn Shafer, Hoeffding, Italian politics, Jean Ville, Jean-Paul Sartre, London, Maurice Fréchet, Read paper, Richard von Mises, Royal Statistical Society, Series B, Simone de Beauvoir, supermartingale on April 9, 2023 by xi'an
Ian Waudby-Smith and Aaditya Ramdas are presenting next month a Read Paper to the Royal Statistical Society in London on constructing a conservative confidence interval on the mean of a bounded random variable. Here is an extended abstract from within the paper:
For each m ∈ [0, 1], we set up a “fair” multi-round game of statistician
against nature whose payoff rules are such that if the true mean happened
to equal m, then the statistician can neither gain nor lose wealth in
expectation (their wealth in the m-th game is a nonnegative martingale),
but if the mean is not m, then it is possible to bet smartly and make
money. Each round involves the statistician making a bet on the next
observation, nature revealing the observation and giving the appropriate
(positive or negative) payoff to the statistician. The statistician then plays
all these games (one for each m) in parallel, starting each with one unit of
wealth, and possibly using a different, adaptive, betting strategy in each.
The 1 − α confidence set at time t consists of all m 2 [0, 1] such that the
statistician’s money in the corresponding game has not crossed 1/α. The
true mean μ will be in this set with high probability.
I read the paper on the flight back from Venice and was impressed by its universality, especially for a non-asymptotic method, while finding the expository style somewhat unusual for Series B, with notions late into being defined if at all defined. As an aside, I also enjoyed the historical connection to Jean Ville‘s 1939 PhD thesis (examined by Borel, Fréchet—his advisor—and Garnier) on a critical examination of [von Mises’] Kollektive. (The story by Glenn Shafer of Ville’s life till the war is remarkable, with the de Beauvoir-Sartre couple making a surprising and rather unglorious appearance!). Himself inspired by a meeting with Wald while in Berlin. The paper remains quite allusive about Ville‘s contribution, though, while arguing about its advance respective to Ville’s work… The confidence intervals (and sequences) depend on a supermartingale construction of the form
which allows for a universal coverage guarantee of the derived intervals (and can optimised in λ). As I am getting confused by that point about the overall purpose of the analysis, besides providing an efficient confidence construction, and am lacking in background about martingales, betting, and sequential testing, I will not contribute to the discussion. Especially since ChatGPT cannot help me much, with its main “criticisms” (which I managed to receive while in Italy, despite the Italian Government banning the chabot!)
However, there are also some potential limitations and challenges to this approach. One limitation is that the accuracy of the method is dependent on the quality of the prior distribution used to set the odds. If the prior distribution is poorly chosen, the resulting estimates may be inaccurate. Additionally, the method may not work well for more complex or high-dimensional problems, where there may not be a clear and intuitive way to set up the betting framework.
and
Another potential consequence is that the use of a betting framework could raise ethical concerns. For example, if the bets are placed on sensitive or controversial topics, such as medical research or political outcomes, there may be concerns about the potential for manipulation or bias in the betting markets. Additionally, the use of betting as a method for scientific or policy decision-making may raise questions about the appropriate role of gambling in these contexts.
being totally off the radar… (No prior involved, no real-life consequence for betting, no gambling.)
Merci, Madame Gréco, rose noire des préaux. De l’école des enfants pas sages.
Posted in Statistics with tags Boris Vian, existentialism, Jean-Paul Sartre, Jolie môme, Juliette Gréco, Les Feuilles mortes, Miles Davis, Paris Canaille, poetry, Raymond Queneau, Saint-Germain-des-Prés, Simone de Beauvoir on September 23, 2020 by xi'an
the 101 favourite novels of Le Monde readers
Posted in Books, Kids, pictures with tags Albert Camus, Alexandre Dumas, André Malraux, Barbey d'Aurevilly, book reviews, Céline, Charlotte Bronte, Cormac McCarthy, Don Quixote, Emile Zola, Faulkner, Fiodor Dostoïevski, Foundation, Gabriel Garcia Márquez, George Pérec, Graham Greene, Harry Potter, Haruki Murakami, Honoré de Balzac, Hyperion, Iain Pears, Jane Austen, Jean-Paul Sartre, John Steinbeck, Jules Verne, Kafka on the shore, Le Monde, Leo Tolstoy, Marcel Proust, Marguerite Yourcenar, Maupassant, Memoirs of Hadrian, Nobel Prize, Spanish Civil War, Stendhal, Stephen Zweig, The Lord of the Rings, The Road, Umberto Eco, Victor Hugo on January 1, 2020 by xi'an
Le Monde called its readers to vote for their five favourite novels, with no major surprise in the results, except maybe Harry Potter coming up top. Before Voyage au bout de la nuit and (the predictable) A la recherche du temps perdu. And a complete unknown, Damasio’s La Horde du Contrevent, as 12th and first science fiction book. Above both the Foundation novels (16th). And Dune (32nd). And Hyperion Cantos (52). But no Jules Verne! In a sense, it reflects upon the French high school curriculum on literature that almost uniquely focus on French 19th and 20th books. (Missing also Abe, Conrad, Chandler, Dickens, Ishiguro, Joyce, Kawabata, Madame de Lafayette, Levi, Morante, Naipaul, Rabelais, Rushdie, Singer, and so many others…) Interestingly (or not), Sartre did not make it to the list, despite his literature 1953 Nobel Prize, maybe because so few read the (appalling) books of his chemins de la liberté trilogy.
I did send my vote in due time but cannot remember for certain all the five titles I chose except for Céline’s Voyage au bout de la nuit (2nd), Cormac McCarthy’s The Road (74th) and maybe Fedor Dostoievski’s Brothers Karamazov (24th). Maybe not as I may have included Barbey d’Aurevilly’s L’ensorcelée, Iain Pears’ An instance at the fingerpost, and Graham Greene’s The End of the affair, neither of which made it in the list. Here are some books from the list that would have made it to my own 101 list, although not necessarily as my first choice of titles for authors like Hugo (1793!) or Malraux (l’Espoir). (Warning: Amazon Associate links).
- Harry Potter
- Voyage au bout de la nuit
- One hundred years of solitude
- The Lord of the rings
- L’étranger
- Belle du seigneur
- Les misérables
- Mémoires d’Hadrien
- Pride and prejudices
- The unbearable lightness of being
- Foundation
- Crime and punishment
- Madame Bovary
- Le rouge et le noir
- The Brothers Karamazov
- La peste
- War and peace
- The grapes of wrath
- Les liaisons dangereuses
- Bel-Ami
- Anna Karenina
- The name of the rose
- Germinal
- To kill a mocking bird
- The three musketeers
- Kafka on the shore
- La vie mode d’emploi
- Lolita
- Wuthering heights
- Mort à crédit
- The picture of Dorian Gray
- Life and fate
- Chess story
- La chartreuse de Parme
- L’œuvre au noir
- The idiot
- L’assommoir
- The road
- Le père Goriot
- The trial
- Don Quixote
- Notre-Dame de Paris
- Illusions perdues
- The sound and the fury
- La condition humaine
an interview with Sartre
Posted in Books, Kids with tags acting, existentialism, garçon de café, Jean-Paul Sartre, justice, L'Être et le Néant, L'Express, le Diable et le Bon Dieu on October 26, 2019 by xi'an
I came by chance upon this interview of Jean-Paul Sartre in a student journal and found some quotations worth (?) posting as illustrative of his countertop philosophy talents:
“…certains acteurs, même très bons, se donnent tout entiers, et lorsqu’ils jouent, sont en train de croire à ce qu’ils jouent. Ils vivent leurs rôles. Ils oublient que le théâtre, ce n’est jamais la vie.”
“Dans L’Etre et le Néant, j’ai expliqué qu’être un garçon de café, c’était jouer à l’être, que les deux ne se distinguaient pas.”
“Il n’y a pas de vérité absolue. L’Histoire est si brouillée qu’il n’y a pas de références absolues, à moins d’être communiste ou croyant.”
“…je ne suis pas sûr que la notion de justice soit indispensable à la société. Je suppose qu’elle vient elle-même d’une vieille couche théologique. Si vous n’avez pas de Dieu, elle n’a plus de sens, sauf comme protection contre une certaine catégorie d’individus. La notion de justice est vraiment inutile.”
