Archive for Massachusetts
the new PhD timeline
Posted in Books, Kids, University life with tags Department of Homeland Security, deportation, due process, Gaza war, ice, Massachusetts, PhD students, Randall Munroe, Rümeysa Öztürk, Somerville, student visa, Trump administration, U.S. Immigration and Customs Enforcement, USA, visa, visa revocation, xkcd on May 4, 2025 by xi'an
on anonymisation
Posted in Books, pictures, Statistics, University life with tags agence CAB, CASD, CREST, cryptography, encryption, ENSAE, genes, INSEE, Massachusetts, Nature, NYT, reproducibility on August 2, 2019 by xi'an
An article in the New York Times covering a recent publication in Nature Communications on the ability to identify 99.98% of Americans from almost any dataset with fifteen covariates. And mentioning the French approach of INSEE, more precisely CASD (a branch of GENES, as ENSAE and CREST to which I am affiliated), where my friend Antoine worked for a few years, and whose approach is to vet researchers who want access to non-anonymised data, by creating local working environments on the CASD machines so that data does not leave the site. The approach is to provide the researcher with a dedicated interface, which “enables access remotely to a secure infrastructure where confidential data is safe from harm”. It further delivers reproducibility certificates for publications, a point apparently missed by the New York Times which advances the lack of reproducibility as a drawback of the method. It also mentions the possibility of doing cryptographic data analysis, again missing the finer details with a lame objection.
“Our paper shows how the likelihood of a specific individual to have been correctly re-identified can be estimated with high accuracy even when the anonymized dataset is heavily incomplete.”
The Nature paper is actually about the probability for an individual to be uniquely identified from the given dataset, which somewhat different from the NYT headlines. Using a copula for the distribution of the covariates. And assessing the model with a mean square error evaluation when what matters are false positives and false negatives. Note that the model need be trained for each new dataset, which reduces the appeal of the claim, especially when considering that individuals tagged as uniquely identified about 6% are not. The statistic of 99.98% posted in the NYT is actually a count on a specific dataset, the 5% Public Use Microdata Sample files, and Massachusetts residents, and not a general statistic [which would not make much sense!, as I can easily imagine 15 useless covariates] or prediction from the authors’ model. And a wee bit anticlimactic.
unbiased HMC
Posted in Books, pictures, Statistics with tags Boston, coupling, Hamiltonian Monte Carlo, Harvard, HMC, Massachusetts, sunrise, unbiasedness on September 25, 2017 by xi'an
Jeremy Heng and Pierre Jacob arXived last week a paper on unbiased Hamiltonian Monte Carlo by coupling, following the earlier paper of Pierre and co-authors on debiasing by coupling a few weeks ago. The coupling within the HMC amounts to running two HMC chains with common random numbers, plus subtleties!
“As with any other MCMC method, HMC estimators are justified in the limit of the number of iterations. Algorithms which rely on such asymptotics face the risk of becoming obsolete if computational power keeps increasing through the number of available processors and not through clock speed.”
The main difficulty here is to have both chains meet (exactly) with large probability, since coupled HMC can only bring these chain close to one another. The trick stands in using both coupled HMC and coupled Hastings-Metropolis kernels, since the coupled MH kernel allows for exact meetings when the chains are already close, after which they remain happily and forever together! The algorithm is implemented by choosing between the kernels at random at each iteration. (Unbiasedness follows by the Glynn-Rhee trick, which is eminently well-suited for coupling!) As pointed out from the start of the paper, the appeal of this unbiased version is that the algorithm can be (embarrassingly) parallelised since all processors in use return estimators that are iid copies of one another, hence easily merged into a better estimator.
positions in North-East America
Posted in Kids, pictures, Statistics, Travel, University life with tags academic position, Cambridge, Canada, Harvard University, Massachusetts, professorship, Québec, Université de Montréal, USA on September 14, 2017 by xi'an
Today I received emails about openings in both Université de Montréal, Canada, and Harvard University, USA:
- Professor in Statistics, Biostatistics or Data Science at U de M, deadline October 30th, 2017, a requirement being proficiency in the French language;
- Tenure-Track Professorship in Statistics at Harvard University, Department of Statistics, details there.
here’s to you Nicolas and Bart
Posted in Statistics with tags anarchism, Bartolomeo Vanzetti, Ennio Morricone, Here's to you, history, immigration, Italia, Joan Baez, Massachusetts, Nicolas Sacco, Sacco e Vanzetti on August 23, 2017 by xi'an
“If it had not been for these things, I might have live out my life talking at street corners to scorning men. I might have died, unmarked, unknown, a failure. Now we are not a failure. This is our career and our triumph. Never in our full life could we hope to do such work for tolerance, for justice, for man’s understanding of man as we now do by accident. Our words—our lives—our pains—nothing! The taking of our lives—lives of a good shoemaker and a poor fish peddler—all! That last moment belongs to us—that agony is our triumph.” B. Vanzetti
Today is the 90th anniversary of the execution of Nicolas Sacco and Bartholomeo Vanzetti, Italian anarchists executed in Boston by the State of Massachusetts after an unfair trial. Impacted by anti-Italian prejudice and the radical political views of the accused. Here’s to you is the leading song of the soundtrack of the 1971 movie Sacco e Vanzetti, song written by Ennio Morricone and Joan Baez, also a song I remember singing endlessly in summer camps, as a teenager in the 70’s…
