Posts Tagged ‘ Publications ’

Tents, Tweets, and Events: Ongoing Protests and Social Media

March 3, 2015
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Our paper, entitled Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media, written with Marco Toledo Bastos (aka @toledobastos) and Dan Mercea (aka @DanMercea) just appeared in the Journal of Communication Recent protest movements have fuelled deliberations about the extent to which social media ignite protests. In this paper we compare time-series data of Twitter, Facebook, and onsite protest activity to test the hypothesis of Granger-causality between social media streams…

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Modeling Earthquake Dynamics

March 2, 2015
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Modeling Earthquake Dynamics

In 2012, with Marilou Durand, student at UQAM, we have been working on the seismic gap hypothesis, see e.g. McCann et al. (1978) or Kagan & Jackson (1991), or to be more specific, on the dynamics between earthquakes magnitude (or seismic moment) and inter-occurence durations. Our paper should appear soon in the Journal of Seismology, In this paper, we investigate questions arising in Parsons & Geist (2012). Pseudo causal models connecting magnitudes…

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De la difficulté de faire des prévisions (quand on a peu de données)

May 24, 2014
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De la difficulté de faire des prévisions (quand on a peu de données)

Depuis plusieurs mois, on observe un engouement (probablement légitime) pour le big data. Si beaucoup peut être fait pour utiliser les volumes énormes de données à la disposition des assureurs, il convient de garder en mémoire que dans beaucoup de cas, les données sont rares et que la technologie ne devrait pas pouvoir changer grand chose. Le manque de données (fiables) crée une variabilité importante. Loi des grands nombres, approximations…

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Copula Density Estimation

April 19, 2014
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The joint paper, written with Gery Geenens and Davy Paindaveine, entitled “Probit transformation for nonparametric kernel estimation of the copula density” is now online on http://arxiv.org/abs/1404.4414 “Copula modelling has become...

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Le Vote par Procuration en France

February 11, 2014
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Le Vote par Procuration en France

La Vie des Idées a mis en ligne, ce matin, un court texte, écrit par Baptiste Coulmont (a.k.a. @coulmont) et Joël Gombin (a.k.a. @joelgombin), auquel j’ai très modestement contribué, intitulé ”Un homme, deux voix. Le vote par procuration“. Alors que sur son blog, Baptiste a rajouté pas mal d’information sur le vote par procuration en France (et le contexte général, en particulier pourquoi autant de partis courtisent certaines personnes en les incitant…

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Statistical Interests in Large Cities

January 11, 2014
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Statistical Interests in Large Cities

I always thought that there were some kind of schools in statistics, areas (not to say universities or laboratories) where people had common interest in term of statistical methodology. Like people with strong interest in extreme values, or in Lévy Processes. I wanted to check this point so I did extract information about articles puslished in about 35 journals in statistics, probability and econometrics. I got all the information in…

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Multivariate Archimax copulas

January 4, 2014
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Our paper, written jointly also with Anne-Laure Fougères, Christian Genest and Johanna Nešlehová, entitled Multivariate Archimax Copulas, should appear some day in the Journal of Multivariate Analysis. “A multivariate extension of the bivariate class of Archimax copulas was recently proposed by Mesiar & Jagr (2013), who asked under which conditions it holds. This paper answers their question and provides a stochastic representation of multivariate Archimax copulas. A few basic properties of these copulas are…

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Mathématiques de l’Assurance Non-Vie (2)

November 14, 2013
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Mathématiques de l’Assurance Non-Vie (2)

« Dans ce contexte d’incertitude, il est particulièrement réconfortant de revenir aux sources, aux fondamentaux, c’est-à-dire aux mathématiques et de rappeler que le risque naît de l’aléa et s’appréhende grâce aux développements les plus avancés du calcul des probabilités. » (Claude Bébéar, dans la préface du tome 1) Après avoir été épuisé plusieurs semaines (voire plusieurs mois ?), une nouvelle impression du tome 2 de Mathématiques de l’Assurance Non-Vie, coécrit avec Michel…

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Earthquake dynamics

October 12, 2013
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Earthquake dynamics

I just upload on http://hal.archives-ouvertes.fr/hal-00871883 a joint paper entitled Modeling earthquake dynamics. In this paper, we investigate questions arising in Parsons & Geist (2012). Pseudo causal models connecting magnitudes and waiting times are consider, through generalized regression. We do use conditional model (magnitude given previous waiting time, and conversely) as an extension to joint distribution model described in Nikoloulopoulos & Karlis (2008). On the one hand, we fit a Pareto distribution…

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Visualizing densities of spatial processes

June 11, 2013
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Visualizing densities of spatial processes

We recently uploaded on http://hal.archives-ouvertes.fr/hal-00725090 a revised version of our work, with Ewen Gallic (a.k.a. @3wen) on Visualizing spatial processes using Ripley’s correction: an application to bodily-injury car accident location In this paper, we investigate (and extend) Ripley’s circumference method to correct bias of density estimation of edges (or frontiers) of regions. The idea of the method was theoretical and di#cult to implement. We provide a simple technique – based…

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