Rasmus Bååth’s Bayesian first aid

Besides having coded a pretty cool MCMC app in Javascript, this guy Rasmus Bååth has started the Bayesian first aid project. The idea is that if there’s an R function called blabla.test performing test “blabla”, there should be a function bayes.blabla.test performing a similar test in a Bayesian framework, and showing the output in a

Final post on the Wang-Landau and the Flat Histogram criterion

Hey, With Robin Ryder we wrote a paper titled The Wang-Landau Algorithm Reaches the Flat Histogram in Finite Time and it has been accepted in Annals of Applied Probability (arXiv preprint  here). I’m especially happy about it since it was the last remaining unpublished chapter of my PhD thesis. In this post I’ll try to explain

Last and final on Richter’s painting

For a quick recap, Pierre and I supervised a team project at Ensae last year, on a statistical critique of the abstract painting 1024 Colours by painter Gerhard Richter. The four students, Clémence Bonniot, Anne Degrave, Guillaume Roussellet and Astrid Tricaud, did an outstanding job. Here is a selection of graphs and results they produced.

Non-profit data science associations

Hey there, As we all know, there is more and more available data and more and more efficient ways to analyze them to get useful answers, about pretty much everything. So, statisticians  and “data scientists” in general are usually busy people. However, if some of them ever get bored, there seems to be nice associations

Job offer at ENSAE

ENSAE is this grande école where we are teaching assistant, and tutoring some applied statistics projects. It is offering a job position for September (yes, September 2011) for a full professor or a teaching assistant in insurance/actuaries/finance. The application deadline is by the end of June. ENSAE website provides the job description, in French. I

Toponymy and localisation

Cross-posted from my personal blog. Since this is my first post here, a quick introduction is in order: I am a postdoc at CREST and CEREMADE (Paris Dauphine). I have a personal blog, but will be cross-posting here as well. As Julyan already mentioned, Master’s level students at ENSAE are required to work on an

Team project at ENSAE, stats on paintings

Second year at ENSAE includes a year-long team project in applied statistics. The aim is to work on data, to build a model based on statistics, econometrics or time series lectures, and to tests a few hypotheses on it. As an example, last year projects I supervised with Marie Chanchole, Andrew Gelman and Nicolas Chopin were