A revealing [and interesting] question on X validated about ε’s… The question was about the apparent contradiction in writing Normal random variates as the sum of their mean and of a random noise ε in the context of the bivariate Normal variate (x,y), since using the marginal x conditional decomposition led to two different sets of ε’s. Which did not seem to agree. I replied about these ε’s having to live in different σ-algebras, but this reminded me of some paradoxes found in fiducial analysis through this incautious manipulation of ε’s…
Archive for students
all those ε’s…
Posted in Kids, pictures, Statistics, University life with tags conditional probability, cross validated, fiducial inference, it's greek to me, σ-algebra, random variates, students on October 25, 2017 by xi'ancareer advices by Cédric Villani
Posted in Kids, pictures, Travel, University life with tags artificial intelligence, Cédric Villani, Le Monde, machine learning, O21, robotics, students on January 26, 2017 by xi'an
Le Monde has launched a series of tribunes proposing career advices from 35 personalities, among whom this week (Jan. 4, 2017) Cédric Villani. His suggestion for younger generations is to invest in artificial intelligence and machine learning. While acknowledging this still is a research topic, then switching to robotics [although this is mostly a separate. The most powerful advice in this interview is to start with a specialisation when aiming at a large spectrum of professional opportunities, gaining the opening from exchanges with people and places. And cultures. Concluding with a federalist statement I fully share.
teaching Bayesian statistics in HoChiMin City
Posted in Books, Kids, Statistics, Travel, University life with tags crash course, pho, Saigon, students, The Bayesian Choice, Vietnam on June 5, 2013 by xi'an
Today, I gave my course at the University of Sciences (Truòng Dai hoc) here in Saigon in front of 40 students. It was a bit of a crash course and I covered between four and five chapters of The Bayesian Choice in about six hours. This was exhausting both for them and for me, but I managed to keep writing on the blackboard till the end and they bravely managed to keep their focus till the end as well. Since the students were of various backgrounds different from maths and stats (even though some were completing PhD’s involving Bayesian tools) I do wonder how much they sifted from this crash course, apart from my oft repeated messages that everyone had to pick a prior rather than go fishing for the prior… (No pho tday but a spicy beef stew and banh xeo local pancakes!) Here are the slides for the students:
master traitement statistique de l’information (TSI)
Posted in Statistics, University life with tags courses, ENSAE, M2, Paris, students, traitement statistique de l'information, Université Paris Dauphine on April 11, 2013 by xi'anSlides (in French) of a presentation of my Master TSI in ENSAE today:
reading classics (#11)
Posted in Books, Statistics, University life with tags Annals of Mathematical Statistics, classics, Isaac Azimov, John Tukey, slides, students, UMP tests, Université Paris Dauphine on March 21, 2013 by xi'an
Today was my last Reading Seminar class and the concluding paper chosen by the student was Tukey’s “The future of data analysis“, a 1962 Annals of Math. Stat. paper. Unfortunately, reading this paper required much more maturity and background than the student could afford, which is the reason why this last presentation is not posted on this page… Given the global and a-theoretical perspective of the paper, it was quite difficult to interpret without further delving into Tukey’s work and without a proper knowledge of what was Data Analysis in the 1960’s. (The love affair of French statisticians with data analysis was then at its apex, but it has very much receded since then!) Being myself unfamiliar with this paper, and judging mostly from the sentences pasted by the student in his slides, I cannot tell how much of the paper is truly visionary and how much is cheap talk: focussing on trimmed and winsorized means does not sound like offering a very wide scope for data analysis… I liked the quote “It’s easier to carry a slide rule than a desk computer, to say nothing of a large computer”! (As well as the quote from Azimov “The sound of panting“…. (Still, I am unsure I will keep the paper within the list next year!)
Overall, despite a rather disappointing lower tail of the distribution of the talks, I am very happy with the way the seminar proceeded this year and the efforts produced by the students to assimilate the papers, the necessary presentation skills including building a background in LaTeX and Beamer for most students. I thus think almost all students will pass this course and do hope those skills will be profitable for their future studies…
