Author Archive

There is no “Too Big” Data, is there?

23/04/2014
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Russian-Matroshka_no_bg A few years ago, a former classmate came back to me with a simple problem. He was working for some insurance company (and still is, don’t worry, chatting with me is not yet a reason for dismissal), and his problem was that their dataset was too large to run (standard) codes to get a...
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Posted in Big Data, Computer | No Comments »

Modèles de Prévision

23/04/2014
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11marseille Cet session d’été, je redonne le cours ACT6420, modèles de prévision. Le plan de cours est maintenant en ligne (comme souvent, les salles de cours ne sont pas encore attribuées définitivement mais elles seront disponibles sur le site de l’UQAM). Les transparents pour la première partie de cours sont en ligne (il s’agit de...
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Posted in 2014-E, ACT6420 | No Comments »

Examen, Séries Chronologiques

22/04/2014
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time Après les exposés des dernières séances, l’examen du cours MAT8181, Séries Chronologiques avait lieu ce matin (et devrait finir dans quelques minutes, avec un peu de temps supplémentaire pour certain, compte tenu de la panne de métro qu’on a eu la joie de subir). L’énoncé est en ligne, et j’ai aussi écrit quelques éléments de...
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Posted in MAT8181, Time Series | No Comments »

Somewhere else, part 129

21/04/2014
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abeille-lego-0E4387 Some writings worth reading, here and there (mainly there) “Difference Between Science Journalists and Science Communicators” http://ksj.mit.edu/tracker/… There is a fundamental difference between science communication and science journalism. At the science communication end of the spectrum sit the stories that show people how exciting science can be, the discovery of a wonder material, perhaps,...
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Somewhere else, part 128

18/04/2014
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lego-sax Some writings worth reading “Four more reasons to be skeptical of open-access publishing” http://sciencedirect.com/scien… too bad there is a paywall, I can’t read it ! (mentioned in “Be sensible about open access, but it’s still a good thing!” http://katatrepsis.com/2014/04/15/be…) “Give us back our statistical data” http://washingtonpost.com/opinions/robert-samuelson… “10 Reasons You Will Read This Medium Post”...
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Copula Density Estimation

18/04/2014
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Selection_999(109) 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 ubiquitous in modern statistics. Here, the problem of nonparametrically estimating a copula density is addressed. Arguably the most popular nonparametric density estimator, the kernel estimator is not suitable for...
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Posted in Copulas, Publications | No Comments »

Les Arbres de Classification

17/04/2014
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artworks-000039229481-c404rf-original J’animerai une formation lundi 28 de 14:00 à 16:00 au local N-6320 de l’UQAM sur le thème introduction aux arbres de classification. Cette formation est organisée dans le cadre des séminaires en méthodes d’analyses quantitatives et qualitatives qui se tiennent régulièrement depuis un peu plus d’un mois. animé par le collectif pour le développement et les applications...
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Posted in Datamining, Regression | No Comments »

How Fast the Fastest Human Would Run 100m?

16/04/2014
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Selection_999(116) Ethan Siegel wrote a post entitled The Math of the Fastest Human Alive five years ago, using regressions. An alternative is too use extreme value models (I wrote a post a long time ago on the maximum length of a tennis match using extreme value theory a few years ago). In 2009, John Einmahl and Sander...
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Posted in Computer, Extreme Value | 2 Comments »

Somewhere else, part 127

16/04/2014
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conquistador-lego0-9270FD Some writings worth reading “Kapital for the Twenty-First Century?” http://dissentmagazine.org/kapital-for… (extremely interesting review) “Out in the Open: Inside the Operating System Edward Snowden Used to Evade the NSA” http://wired.com/2014/04/tails  (see also http://theguardian.com/world/2013…) “Why UPS Trucks Don’t Turn Left” http://priceonomics.com/why-ups … “Overworked America: 12 Charts That Will Make Your Blood Boil” http://motherjones.com/politics/2… via @tomkeene see...
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Lectures, #MyTopTenBooks

13/04/2014
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stack-of-books-001 Histoire de poursuivre sur la lancée de plusieurs autres bloggers (je pense à Martin Grandjean qui m’a fait découvrir l’initiative) et plusieurs utilisateurs de Twitter, j’ai eu envie de participer à la discussion autour du hashtag #MyTopTenBooks. A la vue de plusieurs photos qui montraient des livres qui m’avaient plu, j’ai eu envie d’en découvrir plusieurs....
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Posted in Miscellaneous | 1 Comment »

Somewhere else, part 126

12/04/2014
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lego-police Some writings worth reading “Insurance as a Study” http://query.nytimes.com/… “Something of the Men Who Figure Business by Algebra” “1-in-a-Trillion Coincidence, You Say? Not Really, Experts Find” http://nytimes.com/1990/02/… no comment (via @ClaradeBort) “Here’s why it took 2 years for anyone to notice the Heartbleed bug” http://vox.com/2014/4/12… Global Warming Factsheet http://earthobservatory.nasa.gov/… “Interpreting noise” http://robjhyndman.com/hyndsight/ … by...
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Somewhere else, part 125

09/04/2014
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clown-lego Some writings worth reading, “Global Warming Scare Tactics” http://ytimes.com/2014/04/09/opinion/ … (Some) “agencies withhold grant money from researchers who do not make publications openly available” http://nature.com/news/funders… (sometimes, I have the feeling that it works also for “Professors vs. Students”) MT @yochum “Programmers vs. Users” “Let’s stop talking about HFT for a little while” http://mathbabe.org/2014/04/09/lets… (or...
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Elections Sans Bipartisme

08/04/2014
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Selection_999(079) Hier, sur Twitter, @JF_Godbout partageait un joli graphique relatif aux élections québécoises, avec les nombres de votes obtenus (ici en pourcentage des votes totaux) et le pourcentage de sièges que cela donne, Il faut dire qu’hier, c’était jour d’élection. Ce sont des élections à un tour, avec plusieurs partis (disons 4 grands partis si on se...
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Actuariat, le rêve américain

07/04/2014
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Capture d’écran 2014-03-21 à 09.14.27 Ce billet (sous une forme proche) devrait proposé sous forme d’article dans les semaines à venir pour publication dans Variances, le journal des anciens ENSAE. En attendant, les commentaires sont ouverts, et je serais ravi d’accueillir des points de vue ! L’actuariat et les actuaires Dans un ‘conte Persan‘ inventé par Claude Bébéar, l’actuariat...
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Posted in Academe, Actuarial science, Exams | 2 Comments »

Computational Actuarial Science

06/04/2014
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type-CASinR Last week, we’ve been through the book, completely, one last time, before sending it back to the publisher, with some comments and remarks, before publication ! So, this is it, the book will finally appear soon ! It was schedule for this week actually, but… you know. It should appear sometime by the end...
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Posted in CAS in R, Computer | No Comments »

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