Archive for Paris-Saclay campus
Congrats, Dr. Marival!
Posted in Books, Statistics, University life with tags coauthors, importance Markov chains, importance MCMC, Institut Polytechnique de Paris, jury, Palaiseau, parallelisation, Paris-Saclay campus, PhD thesis, projection, sequential Monte Carlo, SMC, speed of convergence, Telecom ParisTech, thesis defence, variational approximations on March 26, 2025 by xi'an
Nature snapshots
Posted in Books, Kids, pictures, Statistics, University life with tags AI, Bank of Sweden, computer-based proof, conjecture, cows, Daniel Kahneman, Emmanuel Macron, French politics, mathematics, Nature, Paris-Saclay campus, Pink Floyd, religious persecutions, SARS-CoV-2, Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel, Vichy régime, WW II on July 13, 2024 by xi'an
- One of the editorials is about AI-assisted design of mathematical conjectures. Reminding me of grant panels I took part in where candidates in pure maths were often focussing on solving one or many conjectures, as opposed to more applied branches (like statistics).
- Two entries about France, one about Macron’s idea of a European DARPA, unlikely to convince European partners after his calling most unnecessarily an election and bringing the extreme-right to its apex since the Vichy régime. Another one about the super mega campus Paris-Saclay unable to settle on a form of leadership and hence elect a president. Federalist versus centralised… Once again, thanks to Macron’s reckless gamble, his current Ministry for Higher Education may be in need of a position next month and could return to heading the campus.
- Worrying coverage of bird flu in US cows (not yet pigs on the wing but worrying enough) and of zombie cells that should have died and that new treatments can fight way better.
- A reflection on coming up with a treaty against AI weapons with autonomous kill decisions but isn’t it too late?!
- Building design that would avoid total collapse of a failing building, as in South Florida four years ago. But solely for new ones, unfortunately. (And the connection with lizards escapes me, except for managing to escape by loosing a tail…)
- A biography of Daniel Kahneman, decision-theorist, 2002 Nobel economics (aka Bank of Sweden) Prize, author of Thinking, Slow and Fast, and spending the WW II in occupied France hiding from round-ups by the Vichy police.
Arnak Dalalyan at the RSS Journal Webinar
Posted in Books, pictures, Statistics, Travel, University life with tags approximate sampling, discussion paper, exact sampling, Journal of the Royal Statistical Society, Langevin MCMC algorithm, London, OUP, Oxford University Press, Palaiseau, Paris-Saclay campus, Read paper, Royal Statistical Society, RSS, RSS Journal Webinar, webinar on October 15, 2023 by xi'an
My friend and CREST colleague Arnak Dalalyan will (re)present [online] a Read Paper at the RSS on 31 October with my friends Hani Doss and Alain Durmus as discussants:
‘Theoretical Guarantees for Approximate Sampling and Log-Concave Densities’
Arnak Dalalyan ENSAE Paris, France
Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, exact sampling from a given distribution is impossible or computationally expensive and, therefore, one needs to resort to approximate sampling strategies. However, there is no well-developed theory providing meaningful non-asymptotic guarantees for the approximate sampling procedures, especially in high dimensional problems. The paper makes some progress in this direction by considering the problem of sampling from a distribution having a smooth and log-concave density defined on ℝᵖ, for some integer p > 0. We establish non-asymptotic bounds for the error of approximating the target distribution by the distribution obtained by the Langevin Monte Carlo method and its variants. We illustrate the effectiveness of the established guarantees with various experiments. Underlying our analysis are insights from the theory of continuous time diffusion processes, which may be of interest beyond the framework of log-concave densities that are considered in the present work.
Bayesian inference and conformal prediction
Posted in Books, Kids, Statistics, University life with tags AISTATS 2021, École Polytechnique, Bayesian inference, conformal prediction, differential privacy, distributed Bayesian inference, federated learning, ICML 2023, large scale inference, Paris-Saclay campus, PhD thesis, thesis defence, uncertainty quantification on October 10, 2023 by xi'an
mini-Bayes in Nature [and Paris-Saclay]
Posted in Books, Running, Statistics, University life with tags Bayesian inference, Bayesian learning, Bayesian machine, Bayesian neural networks, chip, CNRS, memristors, Nature, Nature Electronics, news, Paris-Saclay campus on February 7, 2023 by xi'an
