Category: CREST

on anonymisation

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 […]

noise contrastive estimation

As I was attending Lionel Riou-Durand’s PhD thesis defence in ENSAE-CREST last week, I had a look at his papers (!). The 2018 noice contrastive paper is written with Nicolas Chopin (both authors share the CREST affiliation with me). Which compares Charlie Geyer’s 1994 bypassing the intractable normalising constant problem by virtue of an artificial […]

Ph.D. scholarships at ENSAE ParisTech‐CREST

ENSAE ParisTech and CREST are currently inviting applications for 3-year PhD scholarships in statistics (and economics, finance, and sociology). There is no constraint of nationality or curriculum, but the supervisor must be from ENSAE (Paris-Saclay) or ENSAI (Rennes-Bruz).  The deadline is May 1, to be sent to Mrs Fanda Traore, at ensae.fr. Applications should submitted […]

position in statistics and/or machine learning at ENSAE ParisTech‐CREST

ENSAE ParisTech and CREST are currently inviting applications for a position of Assistant or Associate Professor in Statistics or Machine Learning. The appointment starts in September, 2019, at the earliest. At the level of Assistant Professor, the position is for an initial three-year term renewable for another three years before the tenure evaluation. Salary is […]

Roberto Casarin’s talk at CREST tomorrow

My former student and friend Roberto Casarin (University Ca’Foscari, Venice) will talk tomorrow at the CREST Financial Econometrics seminar on “Bayesian Markov Switching Tensor Regression for Time-varying Networks” Time: 10:30 Date: 14 March 2019 Place: Room 3001, ENSAE, Université Paris-Saclay Abstract : We propose a new Bayesian Markov switching regression model for multi-dimensional arrays (tensors) […]

Siem Reap conference

As I returned from the conference in Siem Reap. on a flight avoiding India and Pakistan and their [brittle and bristling!] boundary on the way back, instead flying far far north, near Arkhangelsk (but with nothing to show for it, as the flight back was fully in the dark), I reflected how enjoyable this conference […]

my [homonym] talk this afternoon at CREST [Paris-Saclay]

Christian ROBERT (Université Lyon 1) « How large is the jump discontinuity in the diffusion coefficient of an Itô diffusion?” Time: 3:30 pm – 4:30 pm Date: 04th of March 2019 Place: Room 3105 Abstract : We consider high frequency observations from a one-dimensional diffusion process Y. We assume that the diffusion coefficient σ is continuously differentiable, […]