# End of the Teaching Year

Yesterday evening was the last course of the Summer session, the exam will be next week. And I will be flying tomorrow for London, for the R in Insurance conference.

(picture from http://phdcomics.com/1231)

# La fresque de Joe Sacco

En matière de bandes dessinées relative à la grande guerre, j’ai longtemps cru que Jacques Tardi serait impossible à égaler. Lire C’était la guerre des tranchées ou Putain de Guerre était une expérience marquante. Mais il y a quelques semaines, j’avais acheté la fresque de Joe Sacco à mon fils, car je trouve qu’ils dessinent un peu de la même manière, avec des dessins denses et touffus, remplis de détails,

Comme toujours, Joe Sacco a un dessin qui marque. Mais alors que je lui reprochais toujours de parler trop dans ses livres, cette fois, on a une fresque de 7 mètres de long, silencieuse, devant laquelle on peut se planter, et regarder, comme la tapisserie de Bayeux

Et depuis une semaine, la fresque a été reproduite sur 130 mètres de long, dans le long couloir de la station de métro Montparnasse, dans le cadre des commémorations pour le centenaire

Je trouve l’idée incroyable, et j’avoue avoir hâte de vivre l’expérience. Vivement mardi prochain, où j’ai justement une correspondance à Montparnasse, en revenant de mon excursion à Londres !

1 tous les dessins sont extraits de La Grande Guerre, par Joe Sacco, publié en Français chez Futuropolis, et la photo devant la fresque est signée Bertrand Guay / AFP

# Blogues de Sciences Francophones ?

Allez, je me lance… je vais rompre avec la règle d’or que connaît tout chercheur vivant dans le monde académique : ne jamais parler de ses échecs. Il est en effet de bon ton de dire “j’ai un financement du NSERC” mais pas de dire “sur mes cinq demandes de financement, toutes ont été rejetées. Sauf Une.” On peut raconter une anecdote sur les papiers rejetés, autour d’un café, mais mieux vaut éviter de dire qu’on a eu plus de lettres de rejet que de lettres d’acceptation dans sa boîte de messagerie. Et surtout, ne jamais l’écrire à l’encre indélébile. Oups.

A deux reprises la semaine passée, je discutais avec des blogueurs, chercheurs comme moi pendant leur temps libre (ou le contraire, je finis par me perdre), et les deux m’ont dit “tiens, on ne t’a pas vu dans la compilation des blogues de sciences francophones“. Eh oui, je crois que je ne suis pas dedans, effectivement. Cela dit, comme tout bon chercheur, j’ai bien entendu une explication ! Voire plusieurs !

☐ “mon travail est trop avant-gardiste pour être comparé aux autres
☐ “c’est un complot, les gens derrières ce classement ne m’aiment pas
☐ “ce que je fais, c’est plus que de la science, c’est de l’art, tu sais
☑ “c’est nul de mettre les gens dans des cases, et je ne suis pas exclusivement francophone

On l’occurrence, j’aime effectivement prendre comme (piètre) excuse la langue. Car je suis militant – voire activiste – en faveur des blogs de sciences. Ce qui rend vexant de ne pas être retenu comme blogueur de sciences. En revanche, la langue m’indiffère! Comme mon blog est professionnel, j’ai tendance à bloguer en anglais, mais quand il faut écrire de manière un peu plus subtile, pour éviter les malentendus, je recours à ma langue maternelle. Si je blogue à l’occasion en anglais, c’est que c’est plus simple: tout ce que je lis ou presque est en anglais.

Maintenant, comme tous les chercheurs, j’ai aussi un amour propre (et un égo) démesuré, et comme toujours les échecs, ça touche un peu. Car, ami lecteur, derrière ce blog que tu consultes régulièrement (si ce n’est pas encore le cas, il va falloir changer tes habitudes !) il y a du travail (mine de rien). Et sentir son travail un peu valorisé, ça fait toujours plaisir. Il y a quelques semaines, j’avais invité Pascal Lapointe (a.k.a. @paslap, qui a justement dirigé la publication du livre compilant les blogs) pour un café, car je voulais discuter de vulgarisation et de blogs de sciences justement. Et il m’expliquait qu’il ne comprenait pas le sens academic blogging, que j’avais pris l’habitude d’utiliser (par exemple en mettant en avant le blog de Paul Krugman : sous prétexte qu’il est académique, peut-on dire que son blog est un blog académique ? et je pense qu’il a raison, ce qui m’a fait reprendre le terme utilisé par hypotheses.org, carnet de sciences ouvert). Mais je persiste sur l’importance de donner un nom à cet activité que nous exerçons, pour savoir comment la positionner. Puis-je parler de mon blog dans mes demandes de subventions (mon blog peut donner une forte exposition à mes travaux) ? Puis-je financer avec mes fonds de recherche des livres que j’achète pour faire un billet sur mon blog, et pas un article de recherche (pour l’instant je finance avec mes sous personnels, ce sont des cadeaux en moins pour mes enfants à Noël) ? Puis-je héberger des travaux de mes élèves sur mon blog, comme billets invités ? On avait lancé le débat dans les commentaires d’un vieux billet, et je pense que j’essayerais de le poursuivre car je pense qu’il est important.

Maintenant, pour revenir à cette compilation, la petite histoire est que l’an passé, plusieurs personnes m’avaient sollicité. Des gens qui lançaient la compilation, mais aussi les éditeurs de mon blog. Pour le premier, la logique est simple : un recensement n’a de sens que si l’éventail est large; pour les second, être présent dans ces compilations donne une grande visibilité. Les démarches étaient simples (de mémoire) : il fallait envoyer deux posts qui pourraient être les ambassadeurs du blog. J’avoue ne plus trop savoir ce que j’ai retenu, et ne pas avoir compris non plus ce à quoi je participais… Si je l’ai fait, c’est parce que j’avais cru comprendre qu’il s’agirait d’une espèce de recensement, avec une liste aussi complète que possible (plusieurs personnes le font, et c’est probablement très intéressant, je pense au particulier à l’initiative visant à recenser des blogs de sciences féminins). Mais ex-post, j’ai l’impression qu’il s’agissait d’une espèce de concours (car il semble qu’il y ait un jury qui a fait une sélection). Dans ce cas, autant mettre les choses au clair : je veux bien que mon blog se retrouve cité dans des listes diverses et variées, mais je ne vais pas l’inscrire à des concours de beauté ! La raison est simple : je passe mon temps à me faire évaluer, et à évaluer les autres1 . J’ai toujours revendiqué mon blog comme un espace de liberté au sein du monde académique. L’humiliation, je garde ça pour mon travail d’enseignant et de chercheur (ça fait partie de la vie de touts les jours) par contre, je ne garde que les bons côtés du monde académique pour mon blog. J’écris sur les sujets que je veux, je me fais plaisir en essayant de répondre à des questions que je me pose, ou dans le meilleur des cas, qu’on me pose… Mais ne me demandez plus, s’il vous plait, de l’inscrire de nouveau à un concours de beauté !

Voilà, c’est dit.

1 rédaction de dossier pour des demandes de financement (où je dois faire croire que je suis le meilleur et que ma recherche va sauver l’humanité), lecture des évaluations des cours par mes élèves (qui adorent les profs sympas qui font des blagues et qui mettent des bonnes notes), réception de rapports de relecture par des pairs (qui n’ont pas aimé mon papier et qui me demande au moins de citer 3 papiers écrits par la même personne sans grand rapport avec mes travaux), évaluation de rapports de collègues (qui veulent des financements que je me suis fait refuser l’an passé), élaboration d’un projet de demande de financement pour un étudiant de maîtrise, etc.

2 les images sont tirées de l’excellent Little Miss Sunshine.

# 24 heures (de science)

Cette fin de semaine, ce sont les 24 heures de sciences, au Québec

Il paraît que c’est une fête. Coïncidence ou pas, j’ai fait mes 24 heures de science hier ! Après trois jours assez intense en début de semaine, en Belgique puis à Paris, avec un jury de thèse, un mini cours, un exposé, et plusieurs rendez-vous (pour des partenariats universitaires, avoir accès à des données, monter des formations, etc) je suis finalement rentré hier, jeudi. Compte tenu du prix des hôtels sur Paris, j’essaye autant que possible de squatter chez des collègues lorsque je dois y passer une nuit. Donc mercredi soir, j’étais chez un ami (et collègue), et on a parlé travail jusqu’à tard dans la nuit… A six heures, réveil matinal (enfants obligent) pour rejoindre l’aéroport. Comme le 8 mai est férié, j’avais essayé de prévoir un peu de temps car il y avait moins de transports en commun. Arriver trois heures en avance, c’est pénible, mais d’un autre côté, ça m’a laissé du temps pour avancer la rédaction d’un rapport d’arbitre que j’ai du mal à finir (faute de temps). Dans l’avion, j’ai pu me remettre à des papiers qu’il va falloir finir dans les semaines à venir (maintenant que la session d’hiver est finie, la recherche pourra reprendre !). J’ai pu arriver à l’heure, après presque 7 heures de travail non-stop (juste le temps de manger un plateau repas). A 16 heures (heure locale, soit 22 heures en France), j’arrivais enfin au bureau. Oui, les jeudis soirs, je donne un cours pour la session d’été. Bref, il fallait réviser un peu (relever aussi son courrier, récupérer les reçus pour les remboursements, etc), et j’ai pu donner mon cours, entre 17:30 et 21 heures. Le cours finissait à 21 heures (3 heures du matin, en France), et quand je suis rentré à la maison, les enfants dormaient depuis longtemps. J’ai alors du répondre aux courriels qui s’étaient accumulés depuis le matin, en suivant distraitement le match… et j’ai fini par m’endormir un peu avant 23 heures (5 heures du matin en France). Je n’ai pas pu tenir 24 heures d’affilée… je commence décidément à vieillir. Et je ne sais pas s’il y a des gens que ça amuse de faire de la science pendant 24 heures, mais personnellement, je n’ai qu’une envie, c’est d’aller dormir !

# Lectures, #MyTopTenBooks

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. A mon tour cette fois, avec une liste de 10 livres (qui a été difficile à établir…), de susciter des envies (j’espère….)

• Les Classiques de Camille, par Camille le Fol. Pour prendre un peu de temps pour expliquer mon choix, il faut peut être que j’explique que j’adore faire la cuisine. Depuis la naissance de mon fils, c’est ma principale contribution à la maison: je cuisine tous les repas, ou presque. Et j’adore ça ! Et bien entendu, je suis en charge du marché (j’aurais pu citer deux livres que j’ai adoré, qui m’ont permis de découvrir plusieurs producteurs et marchands, au marché de Lices, à Rennes, et au marché Jean Talon, à Montréal – oui, on a toujours essayé d’habiter proche d’un marché). Il y a plusieurs livres de cuisine que j’adore, mais le livre de Camille est probablement celui que j’ai le plus utilisé: il est simple et bon. C’est dedans que j’ai trouvé ma recette de blanquette de veau
• Pinocchio, de Winshluss. Je ne sais pas trop pourquoi je mets ce livre en fait. Quand ils étaient petits, les enfants adoraient Wizz et Buzz, c’est probablement une des bandes dessinées qu’ils ont le plus lu. Et Pinocchio a été une claque (pour moi en tous cas). Ce livre est incroyable ! J’ai attendu longtemps avant de le laisser entre les mains des enfants, mais ils ont fini par le trouver tous seuls, et l’adorer ! Avec Lapinot et les carottes de Patagonie, c’est une des bandes dessinées que je relis le plus souvent, en découvrant toujours des passages différents qui me surprennent (ou me dérangent, dans le cas de Pinocchio). Je pense que je l’ai mis dans cette liste car ce livre m’a réellement marqué !
• Theory of Decision under Uncertainty de Itzhak Gilboa. Mon premier livre de boulot dans la liste. Ce livre est incroyable. C’est le livre que j’aurais rêvé écrire… il est limpide, et répond à toutes les questions que je me suis longtemps posé sur le sujet. C’est aussi le cours que j’aurais rêvé donner ! Ce livre peut parler à tout le monde, c’est probablement sa grande force !
• Notes de Boulet. J’ai mis ici le Tome 7 car il fallait en mettre un. Oui, je l’ai déjà dit sur ce blog, j’adore Boulet et son blog. C’est créatif, et drôle.
• The Barnhart Concise Dictionary of Etymology. J’ai une passion pour les dictionnaires. Et plus particulièrement, les dictionnaires étymologiques. Je suis fasciné, tout simplement. Et ce dictionnaire est le seul que je possède en langue anglaise. Et c’est un puit sans fin, dès que je commence à le lire…
• Une saison de machettes (et plus généralement, la trilogie des Récits des Marais Rwandais) de Jean Hatzfeld. Cette trilogie est horrible. En cette période d’anniversaire des 20 ans du Génocide au Rwanda, c’est le livre à lire (mais on n’en sort pas indemne). J’ai acheté ces livres suite à un court séjour à Abidjan, pour un cours, alors que j’étais accueilli par un membre de l’Ambassage, qui était alors en poste au Rwanda (à l’Ambassade de France) lors des massacres… Ca reste une rencontre forte qui m’aura beaucoup marqué !
• Fantôme de Jo Nesbø. En fait, je pourrais mettre tous les livres de Jo Nesbø, sans exception (y compris les livres pour enfants). Un des auteurs que je suis régulièrement depuis quelques années.
• A Study in Scarlet d’Arthur Conan Doyle. Un souvenir de jeunesse. Petit, je n’aimais pas lire. Je pense que les seuls livres que j’acceptais de lire étaient les livres de Sherlock Holmes. J’ai bien entendu suivi le dessin animé d’Hayao Miyazaki (qui avait peu à voir avec les livres) et la série, qui passait le dimanche soir, sur FR3, avec Jeremy Brett. C’est ma première vraie rencontre avec la lecture. Maintenant, pour être tout à fait honnête, ce qui me plaisait également, c’est que j’ai grandi avec un prénom peu commun (à l’époque). Et le fait qu’on partage le même prénom créait une connivance entre nous. Il y avait même un Arthur Charpentier dans ce livre ! Mais maintenant que je peux lire en anglais, je recommande de lire le livre en version originale.
• Exit Music de Ian Rankin. Oui, on reste à Edinbourgh avec un autre auteur de polar que j’adore ! Là encore, je pourrais mettre dans la liste tous les livres de John Rebus. Et là encore, je recommande la lecture dans la langue originale, qui est riche (et parfois compliquée à suivre pour un non-anglophone, mais peu importe, l’effort en vaut largement la peine)
• Modelling Extremal Events: for Insurance and Finance de Paul Embrechts, Claudia Klüpelberg, et Thomas Mikosch. Le premier livre jaune que j’ai acheté alors que j’étais encore étudiant, en 1998. Alexander McNeil avait donné un cours passionant, inspiré du livre. Ce n’est pas le livre le plus récent sur les extrêmes (je pense au prodigieux Statistics of Extremes, de Jan et Johan). Mais c’est le livre que je relis, chaque fois que je dois donner un cours sur le sujet. Je préfère certaines preuves du livre de Sidney Resnick, et le livre de Jan et Johan sur les aspects inférentiels, mais la structure du livre est limpide, et j’adore les remarques et les petits commentaires, incroyablement éclairants.

En volant un peu la fin du billet de Martin Grandjean je vous invite à faire de même, en partageant vos sélections de livres (que j’essayerais de suivre encore via #MyTopTenBooks). Et si mes titres vous laissent à penser que je devrais en aimer d’autres, n’hésitez pas à m’en faire part, via les commentaires !

# Musée(s)

Samedi après-midi, profitant du (relatif) réchauffement, on a marché avec ma fille (la petite, les grands sont au Chili pour la semaine) jusqu’au musée des Beaux-Arts. Traîner au musée une fin d’après-midi doit être une des choses que j’appréciais le plus à l’époque où j’étais étudiant à Paris. Mais Montréal n’est pas Paris (ni New York, comme me le faisait remarquer un collègue, amateur de musées). Pourtant, le musée des Beaux-Arts de Montréal m’avait permis de découvrir Dale Chihuly l’été dernier (une découverte surprenante). Samedi, je pensais qu’on pourrait aller voir Peter Doing, mais je me suis souvenu que les éditions de la Pastèque exposait une quizaine d’artistes, et j’ai eu envie d’aller jeter un œil.

L’idée de l’exposition – ça m’est revenu seulement au beau milieu de la visite – était qu’un artiste devait sélectionner une pièce du musée, et… broder autour.  Une quinzaine d’artistes pour les quinze ans de la maison d’édition. Idée intéressante, non ?

On entre dans l’exposition en découvrant quelques planches de Michel Rabagliati. C’est un peu la star de l’exposition, alors j’ai regardé d’un œil un peu distret car j’espérais surtout découvrir des artistes que je ne connaissais pas. Mais en 5 ou 6 planches, j’avoue qu’une nouvelle fois, Michel m’a époustouflé. On découvre une jolie petite histoire, en espagnol, d’un colleur d’affiche, dont l’affiche mal collée s’envole avec le vent, et reste un morceau… De mémoire, un critique d’art découvre le morceau restant,

et qui s’extasie, criant au génie, même s’il n’a jamais vu le reste de l’affiche…

ce n’est qu’en se retournant qu’on découvre le morceau de l’affiche, qui est resté…la bébé sardine qui fait face à sa maman, comme me l’a expliqué ma fille. Ah, oui,  c’est un tableau de Joan Miró. L’idée est géniale ! Vraiment ! Mais ce qui m’a le plus touché, je pense, c’est la discussion (filmée) de Pascal Girard, et sur sa rencontre avec les ours, inspiré par un dessin de Sarni (Sharni) Pootoogook, un artiste inuit, datant des années 60,

Je ne sais pas si c’est le souvenir de mes vacances californiennes de cet été (où on a effectivement croisé des ours, en se promenant), ou si c’est la réflexion autour du “est-ce que j’ai vraiment vu un ours? est-ce que ça s’est vraiment passé comme je le raconte? est-ce que je me souviens encore de ce que j’ai vu, ou est-ce que l’histoire que j’ai raconté a pris le dessus sur ce que j’ai réellement vécu?” qui m’a troublé… mais je suis resté scotché devant la vidéo et la discussion de Pascal Girard.

Tout son questionnement, je le vis sur mes blogs, où je passe mon temps à essayer de mettre un peu en forme mon quotidien (peut-être un peu trop, à l’occasion) exactement comme Pascal Girard. Toutes proportions gardées, bien entendu, car je ne suis pas un artiste ! Cela dit, lorsque je discutais avec Julien Prévieux (pour préparer la Biennale d’Art Contemporain, à Rennes, en 2010), je m’étais fais la réflexion – à plusieurs reprises – qu’artistes et scientifiques ont beaucoup en commun.

J’avais oublié à quel point une visite rapide de 30 minutes au musée peut susciter comme questionnements. Vivement que j’emmène les grands à leur retour….

In a few weeks, I will attend the World Social Science Forum, and participate to a panel committee, on “Minor forms of academic communication: revamping the relationship between science and society?” The Forum will take place at the Palais des Congrès in Montréal.

In a context of financial difficulties and waning influence, the social sciences now place more importance on producing authority than producing knowledge. The new tools of digital micro-publication, which compete with traditional publications yet lack institutional legitimacy, have met with strong resistance. The characteristics that make them such formidable tools for research, communication and academic discussion, and for collective and collaborative work in particular, remain largely unrecognised. In the absence of suitable incentives and training programs, use of these tools is developing virally and falls far short of full potential. Will such tools continue to develop as best they can at the sidelines of the academy? While the humanities shun their social responsibilities, academic blogging will remain an art rather than a science.

• A blind spot? Digital infrastructures for digital publishing, and for academic blogging in particular, Marin Dacos

After several centuries of development, knowledge technologies today form a highly organised ecosystem, structured around books and journals and with its own clearly identified professions, infrastructures and actors. From publishers to librarians, authors to booksellers, a book industry has emerged and encourages the circulation of ideas. With the rise of the network, these roles are slowly being redefined and new actors are rapidly emerging. The 2006 ACLS report (“Our Cultural Commonwealth: The Report of the American Council of Learned Societies Commission on Cyberinfrastructure for the Humanities and Social Sciences”) is one of the first signs of recognition of the need for digital infrastructures. These infrastructures are not simply confined to “noble” publications i.e. books and journals. They also concern the so-called minor forms of academic communication. Yet developing such infrastructures requires much more than simply installing a server under a desk. On the contrary, digital infrastructures necessitate the creation of platforms, which in turn entail the emergence of new teams and new professions – those of digital publishing. These platforms are often developed or bought up by predatory multinationals (for example, Mendeley absorbed by Elsevier). Academic-led alternatives do exist (Zotero for bibliographies, Hypotheses for blogs), yet the academic community has failed to fully recognise the associated opportunities and risks. The academy has every interest in making sure it does not become marginalised within its own infrastructures. The alternative is to reproduce the vagaries of the extraordinarily concentrated global publishing system, which has stripped the research sector of some of its intellectual and budgetary initiative-taking capacities.

See also :  ”Scholarly blogs, a space on the side for academic dialogue” by Marin Dacos and Pierre Mounier. Part 1 and Part 2.

(to be continued…)

# in California for a few days

Still enjoying my break. I will be in California for the next 10 days.

still on the road, in the US,

# (American) break

We are flying, this morning for three weeks in the National Parks, in the western part of the United states. First stop, Las Vegas, as mentioned in a couple of posts already. I did mention in a post in April that I did plan to visit the casinos, but more to see people gambling. And in that post, I noticed that if you play the roulette, and if your plan is to double your gain, then you’d better play big. And bet everything once. Actually, it did happen a few years ago, as a friend recently told me. Ashley Revell, 32 by that time, literally sold every that he had owned to bet on the roulette table (in Vegas). The total of his possessions came to £76,840, which gave him around $135,300 in total to bet with on one spin of the roulette wheel. And he did play everything. Ashley pushed his chips on red, the ball bobbled around the wheel, and it finally came to rest in the 7 Red slot, doubling his winnings to$270,600. But actually, as Ashley explained, it was surprisingly difficult to find a Casino in Vegas to take up such a large bet (most of them simply refused to host to such a big gamble). But a TV show decided to record the bet, and the high stakes bet was finally taken up by the casino at Plaza Hotel.

But I do not plan to play everything I own. And I really want to enjoy that break, so the blog will be probably be off for a few days, I might upload some pictures, because places we’ll visit look simply amazing, but I should be back to work in a bit less than three weeks.

(updates of the trip will be on the kids blog, for those who know it).

# Quiet “holidays”?

People outside academia often wonder what we might be doing when we do not teach. And actually, my teaching session ended on May (I do include time to grade). So am I on holiday?

I have to admit that starting last Tuesday, everything looks more like holidays, since the kids started their own. Even if I have to prepare lunch boxes, it is not the rush to go to work. And they like to go to bed late (or at least later), we did enjoy the Jazz festival this weekend, this week it will be the Circus festival and we plan to see the fireworks contest, and when we’re not downtown, we also enjoy going to play basketball at the playground next door. So yes,it might sound like holidays…

But even I feel more relaxed, I do work. And to be honest, I feel extremely busy. Which might explain why the blog was so quiet those past days (actually, since the kids are – also – busy, I do spend time to upload pictures and videos on their own blog… more time on their, less time on mine).

At the beginning of this month, we were working with Ewen on the paper (now submited) and the poster (he did won the poster contest at the R conference in Lyon, congrats Ewen) on smoothing densities on maps. I am also trying to finish another couple of papers I would like to submit (at least to post on http://arxiv.org/) before going on holidays. I am also working with colleagues from the SoA (I was in Chicago mid-June, since UQAM is a center of excellence, and I will be in Atlanta mid-July to work on the new general insurance track), and also working with (and for) students. Trying to send emails to make sure we’ll get our datasets in September, for instance. I have also admistrative duties, like making sure that colleagues I should be working with in August will find a place to stay when they will arrive in Montréal. I also have to plan skype meetings with co-authors, to see where we are on our projects, before having a break, planning what should be done when we’ll be back, mid-August, etc.

But what keeps me really really busy is the book I am editing. I spend time reading contributions, trying to unify notations and concepts, making sure that references are correct and relevent, etc. I am in the flat part of the productivity curve. Time when spending 1 full day on a chapter will generate 5 new pages is over. On 1 full day, I can simply fix a few typos, change a graph, find a nice reference. It is long. And painful. But in two weeks, we should have a preliminary version, that we will all cross-read, including colleagues who told me they were interested to have a look at it. In two weeks, I will be off! And I really need that break!

# Eat a beaver, save a tree

Wednesday, just before leaving the office, I remembered I wanted to buy Andreas Kyprianou’s book, on Lévy processes. A second edition is coming soon, but I just need a simple introduction to Lévy processes, so I thought that this first edition should be complicated enough for me. And when a second edition should appear soon, you can get a discounted version of the (almost) old one. So I went on Springer’s wesite to purchase the book. I did pay for the book, and finished packing, in order to go back home. I did receive my confirmation order, which is standard, and I opened it,

Dear Arthur Charpentier,

Thank you for your email and interest in our products.

This is to inform you that it is irrelevant for us to proceed with your request, because it has already been entered into our database/system.

However, when you have downloaded the PDF copy of the E-book. You can print manually through your printer.

If you want a paper copy of a book, “you can print manually through your printer.” At first, I thought it was some kind of misunderstanding. Or joke, maybe. But no. You cannot cancel a purchase when you order eBooks. And to make sure that I got the book, they did send me the full pdf in my mail box. What I am supposed to do with that file? This is not what I wanted! I wanted a book! a book with paper you can hold in your hands! with paper, made from trees that died so that I can learn stuff!

Anyway, I gave up… I will ask colleagues if I can borrow their copies. Now, I have to fight with Dell since I ordered a laptop (yes, the Ubuntu version), and it did arrive at the office in a wet box. Looks like the computer (at least the box) has been staying in the water for a very long time! I don’t know if people around still believe that researchers actually do research when they have time… trust me, they don’t! They discuss with Customer Services… and it can take a while!

# In three months, I’ll be in Vegas (trying to win against the house)

In fact, I’m going there with my family and some friends, including two probabilists (I mean professionals, I am merely an amateur), with this incredible challenge: will I be able to convince  probabilists to go to play at the Casino?

Actually, I also want to study them carefully, to understand how we should play optimally. For example, I hope I can make them play the roulette. Roulette is simple. With a French (or European) roulette, it is probably the simplest: if I bet on black, I win if one of 18 black numbers is out, and I lose if one of the 18 red numbers – or zero (which is green) – is out. This gives a winning probability of 18/37 i.e. a 48.64% chance. But in Vegas, I think it’s mostly American Roulette that can be found in casinos, in which there is a zero and a double zero (both favorable to the bank). Here, the  probability of winning is 18/38, i.e. 47.36% chance. The two roulettes are

Now, let us discuss a little bit about optimal strategy. For instance, suppose I go to Las Vegas with an initial wealth $s$ (say $100). The goal is to find the strategy which maximizes the probability to leave Las Vegas with $2s$ (here$200). Should I play big, or small ?

Assume that I can bet $x$ (that will be, here, for convenience, a fraction of $s$). With probability $p$, I will get $2x$, and with probability $1-p$, I will get $0$ (and lose my $x$). As mentioned above, $p$ is (a little) smaller than 50%. The casino must win (actually, we will see that this assumption has a very strong impact on the strategy).

Suppose my goal is to double my initial sum, as mentioned in the introduction of this post. Maybe there is an optimum value for $x$, to maximize the probability of doubling my bet. To make it simple, the game ends either because I did not, or because I did, manage to double my initial wealth… Assume further that $x$ is fixed, and that I do not revise my bets. One can use monte carlo simulations, to get an intuitive idea…

> bet=function(s=1,t=2*s,x=s/4,p=.4736,nsim=100000){
+     vp=rep(0,nsim); #vw=s
+     for(i in 1:nsim){
+       w=s;
+       while((w>0)&(w<t)){
+          ux=sample(c(min(x,t-w),-x),size=1,prob=c(p,1-p))
+          w=w+ux
+       }
+       vp[i]=(w>=t)}
+     return(mean(vp))
+ }

If we plot this probability as a function of $x/s$, we have the following

> BET=function(x) bet(x=x)
> vx=1/(1:20)
> px= Vectorize(BET)(vx)
> plot(vx,px,log="x")


Let us see if we can do the maths, and actually compute those probabilities.

For example, if $x = s$, I play everything I have, and I double with probability $p$. That one was simple.  And indeed, on the graph above, the point on the right is probability  $p$ (the red horizontal line).

Assume now that I can bet $x = s / 2$, and I will play, at least, two rounds

• with probability $(1-p) ^ 2$ I will lose both rounds (and the game is over)
• with probability $p ^ 2$, I will win both rounds, and I double my bet (and the game is also over)
• with probability $2p (1-p)$, I will lose once, and double once. Anyway, I will find myself again with my (initial) wealth $s$. So the game will start again….

To make the story short the probability of doubling my earnings is

$p ^ 2+ 2 p (1-p)\big( p^ 2 + 2 p (1-p)\big( \cdots$

which is

$p ^ 2 \left (1 +2 p (1-p) + [2p (1-p)] ^ 2 + \cdots \right) = \frac {p ^ 2} {1-2p (1-p)}$

Let’s try something more general: I have initial wealth $s$, I can bet $x$ and the goal is to reach $2s$ (or, more generally, say, $t$). Now, the probability to reach $t$ from $s$ betting (always) $x$ is exactly the same as the probability to reach $t/x$ from $s/x$ betting only 1. Let $P_b(a)$ denote the probability to go from $a$ to $b$ betting 1 (let us use generic parameters). We can easily get the following equation

$P_b(a) = p\cdot P_b(a+1) + (1-p) \cdot P_b(a-1)$

Thus, we can write

$p\cdot (P_b(a+1)-P_b(a)) = (1-p)\cdot (P_b(a)-P_b(a-1))$

or equivalently

$(P_b(a+1)-P_b(a)) =\frac{1-p}{p}\cdot (P_b(a)-P_b(a-1))$

$\left(\frac{1-p}{p}\right)^a\cdot (P_b(1)-P_b(0))$

Now, observe that $P_b(0)=0$ (since I cannot have a gain without any money).

Let us write $P_b(a+1)-P_b(0)$ using a domino technique :

$[P_b(a+1)-P_b(a)]+[P_b(a)-P_b(a-1)]+\cdots+[P_b(1)-P_b(0)]$

i.e.

$\left(\frac{1-p}{p}\right)^a P_b(1)+\left(\frac{1-p}{p}\right)^{a-1} P_b(1)+\cdots+ \left(\frac{1-p}{p}\right)^0 P_b(1)$

so this geometric sum can also be written

$\left(1 -\left[\frac{1-p}{p}\right]^{a+1} \right) \left(1 -\left[\frac{1-p}{p}\right] \right)^{-1}$

Finally, we can write

$P_b(a)=\left(1 -\left[\frac{1-p}{p}\right]^{a} \right)\left(1 -\left[\frac{1-p}{p}\right] \right)^{-1}\cdot P_b(1)$

Here, there is still $P_b(1)$ that I have to explicit. The idea is to observe that $P_b(b)=1$, thus

$P_b(a)=\left(1 -\left[\frac{1-p}{p}\right]^{a} \right)\left(1 -\left[\frac{1-p}{p}\right]^{b} \right)^{-1}$

So finally,

$\mathbb{P}(gain)=\left(1 -\left[\frac{1-p}{p}\right]^{s/x} \right)\left(1 -\left[\frac{1-p}{p}\right]^{2s/x} \right)^{-1}$

Nice isn’t it? But to be honest, there is nothing new here. This is actually an old theorem discovered by Christiaan Huygens in 1657, then extended by Jacob Bernoulli in 1680 and finally properly established by Abraham de Moivre in 1711. It is possible to plot this graph, as a function of $x/s$,

> bet2=function(s=1,t=2*s,x=s/4,p=.4736){
+     vp=(1-((1-p)/p)^(s/x))/(1-((1-p)/p)^(t/x))
+     return(vp)
+ }

The graph is the same as the one with monte carlo simulation (hopefully). Observe, looking carefully at the function above, that the probability is decreasing with $p$. Which makes sense… Further, the probability is decreasing with $t$: the more hungry, the less chance of winning I have.

Now, the interesting part is what is plotted on the graphs above: the smaller $x$ (the size of the bets at each round), the less chances to win: if I want to win, it is important not to play being little player ! I must bet everything I have ! Actually, the funny thing is that if the probability of winning was (slightly) larger than 1/2, on the contrary, I should bet as small as possible

So far, there is nothing new. Everything mentioned in this post can be related to a fundamental result of Lester Dubins and Leonard Savage, in “How to Gamble if You Must : Inequalities for Stochastic Processes” (published in 1965), see also Sudderth (1972). Of course, I can try another strategy, a little less reasonable, I think, which is sometimes called Martingale of D’Alembert. I believe more in luck than coincidence, so, when I win, I drop my bet (do not tempt fate) but when I lose, I increase my bet (I must win someday). But let’s keep it for another post, someday…

Again, that’s a theory. I guess we should try, and see how it works. I’ll try to upload pictures on the blog during the road trip, so if by the beginning in August nothing has been posted on the blog, please send a rescue team to save me at the Bellagio…

After four days offline (at least off my blog, see the previous post for more details), I have to face the truth: I am a computer addict. For sure. Here is the diary of the last four days, that were supposed to be without touching my computer, at work and at home. I tried to keep tracks of everytime I had to go on my computer. At home, that was fine (I have decided a few weeks ago that I should not check my email at home, in the evening, and in the morning, so unless I want to read the news, check on Twitter what’s going on, or write a post on my blog, I do not usually spend much time on our computer). But at the office, that’s another story…

• Tuesday, April 2nd

6:17 Wake up, first day of the challenge.

8:17 Time to check if the code used for datascraping (on some websites) did run… It’s not like using my computer. It was just fixing problems for a future research. One minute, just cheking. Well, there was a problem in my code, I have to fix it (it takes much longer than I thought) and then, I ran it again (in order to exact some figures out of almost 200,000 internet pages). One code has been scaping a website for almost a week (and it looks like I have only one third of the data), and the other one, I have to run it everyday, to backup some daily figures from several websites.

8:32 While going to get a coffee, JF shows me the web site of the Antartica Journal of Mathematics (where he was kindly invited to submit an article, and also to apply if he’s willing to join the board) and we go through Rob Hyndman’s warning on his blog, about junk journals. No offense to the webdesigner hired by this journal, but we had a lot of fun on that website… so… nineties.

8:47 I have to go online, on my email account to download a paper I have to review. I had a reminder by an editor this weekend. Print the article. While seeking for the email, I notice that I did receive during the night an invitation to give my opinion about another article, for another journal. Just go briefly through the paper. Even if my (personal) quota for 2013 is already exceeded, I decided to accept to write a referee report. Also check something with a co-author. Quickly. Also read four comments on the blog submited during the night, and approve all of them. Damned! one of them mentioned a preprint related so something discussed in a post. Try to avoid to read the preprint. Go offline. Definitively. Turn on the music. Sacred music, namely In Seculum Longum.

9:39 After alsmost 30 minutes reading articles, I give up. I open LaTeX to type corrections for a couple of chapters I have to write down (and send them as soon as possible, the deadline was last week). So far, no internet. I take a gum, I feel nervous…

9:44 Go online to check how to use enquote{} in latex (it looks like I have some damned babel problems !) Go on several forums. Spent the morning working on my LaTeX files.

12:54 Back from lunch, I turn off the sacred music, swith to Sandinista, by The Clash,

13:14 JF want to check with me the schedule for my graduate courses for Winter 2014 session, one on extreme values and copulas, and one on time series. Have to go on the website of the university, to find what has been planed. Spend also some time seeking for old emails, since the information is only partially online.

14:02 Have to go online, one more time, to buy a ticket for the French railway, for a colleague of mine.

14:17 Mathieu asks me go check the emails received this morning, and to send an email in order to confirm that I will join a meeting about the organisation of a workshop.

14:40 Discussion with Mathieu about resubmiting an article. We need to go on my email account to check several (interesting) comments from the referees.

15:03 This time, I have to launch the internet browser. I have to find out how to avoid fist names in a bibliography, using a bib file, and get only initials. Some more time on LaTeX forums.

15:08 Remember that I have to book a room for a colleague, visiting me this August. Need to check the price on the webiste, and send emails.

15:19 Wrote a recommendation for a former student of mine. Send it.

15:26 Discussion by email with two co-authors, since we did plan to work on a joint paper this month.

15:48 Time to work on slides for a conference at the end of this month, and write codes to produce some graphs. So, still on my computer. But not (really) online.

Finally, I went back home early, to cook, and spend some time with the kids.

• Wednesday, April 3rd

Second day.

8:17 Check again my R code. Run again one of them. Looks like there was a problem.

8:50 Go to give my course. Until noon, I spent the morning producing codes, to show how to compute chain ladder estimates, and explain roots of bootstrap in regression models.

13:03 Buzy red light on my phone when I get back to my office: it looks like some people at the faculty tried to reach me. Usually I do not answer the phone. I hate my phone: you want to reach me, send me an email. OK, in my mailbox, there are a couple of emails from the faculty “please, call us back, regarding the conference you plan to organize”. Damned, how can I tell them I am on a mission, that I try to avoid using my email (and that I have to deal with my phone-phobia at the same time).

13:16 Go online to check code for an R package I want to use to produce nice graphs

13:30 Check quickly my emails, delete 90% of them, answer to one, postpone others. Decide to go to work in a coffee shop, the whole afternoon. While taking the elevator, I started to discuss with a colleague. Looks like I missed an email about a meeting that will take place in the afternoon. I want to work on my chapters. I go to the coffee shop. Nothing serious in the meeting, as far as I understood. I spent the afternoon reading, checking typos in chapters that should be sent soon, and articles on advanced methodes in finance, based on trees… No computer for a few hours ! I did it !

17:49 I have to go online at home, time to pay my HydroQuébec bill. Damned !

17:56 While I am about to log off, I received an email from a former student of mine, with a link to a nice article (entitled “l’informatique, ça s’apprend“) I really want to share it. But I can’t. Less than 36 hours after my mission, that would be a defeat ! Do not go on Twitter !

18:02 Cooking for the kids. Will miss the Montreal Hackathon organized by R users. Wednesdy evening is not a great day to join those social events (could geek meetings be called social ?). My wife has a late course in the evening, and I still try to see how deeply addicted I can be. I finally decided that I will check my emails twice a day. But just to remove spams (or messages like “I am a student in a engineering program from India and I would like to start a PhD with you“, or “the back door in one of the building will be locked during the week-end from 22:15 till 23:42 for security reasons“) and to see if there might be important ones. Probably have to answer some of them, but I’ll try to postpone for most of them.

18:41 started a game of kid audio with the girls. Almost became a pugilat when they started to argue about kettledrum and snare-drum, I wanted to show them on youtube, but finally I gave up (there is an old saying: never interfere in a girl-and-girl fight). Decided to ask the elder to read a story to the youngest, while I was washing the dishes (which is usually the perfect timing for a dvd). Meanwhile, it looks like my son went online, for his music assignment: his teacher is using online videos to help them practicing. Argggg.

• Thursday, April 4th

Third day.

8:29 As usual, checking the code for datascraping… reload the one that did crash (again) during the night

Error in substr(html, 8, 12) :
invalid multibyte input string at '<e9>lair,'

Damned. Moving around 200,000 pages without being caught is difficult. Have to play some music. Gonzales, piano solo.

8:47 Have to check quickly my emails. The problem is that, on average, per week day, I have a bit more than 100 emails (excluding official spam). If I do now scan them, I end up with on thousand emails very quickly… Need to moderate a comment on the blog.

8:50 Still online, checking my emails, bad news about fundings for a student of mine, have to send a couple of emails to find a backup solution.

8:54 Quick discussion by email about copyrights for a chapter in a book

8:54 Have to send also emails to book a room for a colleague who will visit me in August

8:55 Postpone a Skype discussion with a co-author, still trying to avoid unecessary use of my computer.

8:57 Answer an email to schudele a meeting because a student asked to get a grade revision, and an adhoc committee is necessary. Looks like I am part of it.

9:17 Start to write recommendation letters for a Christophe who’s applying for positions in several universities, in France.

9:34 Back on the slides and the R code. On my computer, but offline.

10:11 Email, brief answer to a former student of mine, who might be interesting to share some datasets, but it looks like there might some confidentiality issues. I wanted to work on those data with a student, in September. Have to find an alternative.

10:45 Discussion with student in master program (face to face this time). Have to go on Dropbox to download a pdf file he wrote, and to download a couple of paper to check the proofs.

13:05 Work with Amadou, my phd student, need to find a pdf version of a book, since the property is clearly given there, but the book is out of print (no way to get a paper copy). Also go online to find a reference on a complicated model.

14:40 Email from Fred, about a reserving technique that seems new, from a paper he just discovered.

15:03 Upload on slideshare some (old) slides that do the same thing that this new paper (aren’t there anyone checking before publishing papers that results are really new ?)

15:14 Play Rodrigo y Gabriela, need something punchy to finish my day

16:56 Received an email from the immigration department, and I have to go to their website to find a doctor for a medical examination of the whole family.

19:26 Request by email from financial services to get the exact amount (in Euros) taken from my credit card. Have to go on my bank account, online.

19:43 Disccussion by email with Frédéric about one year uncertainty and bootstrap with overdispersed Poisson models

• Friday, April 5th

Last day of the test. Fourth day.

06:18 My daughter wakes up and tells me it is unfair to have snow for her birthday. Have to go on http://meteomedia.com/weather/… to check for weather forecasts. Hopefully, we should have nice weather this afternoon…

08:16 Once again, checking R codes, still running this time ! Great ! Time to play some music.  Air, Premiers Symptômes.

8:38 Email regarding next week jury, checking legal aspects

9:04 I have to print bank informations, that I did download yesterday, check orders placed on Amazon in the last 3 months, scan documents, send them to financial services.

9:13 Have to check for an account number with financial services

9:15 Brief email to some contributors of a book that I should edit this year.

9:21 Lauch Skype, have to discuss with coauthors in France.

13:10 Update the syllabus for the course I will give in September. Decided to write that cellphone will not be allowed during the class.

14:12 Work with Ben, a master student, on a paper. Need to scan notes I have written down to send him by email (this time, we did work together without using my computer).

14:38 Finished my recommendation letters for Christophe (for positions in France, more than a dozen recommendations). Have to send them individualy by email. Have also to find some email adresses that I do not have.

14:49 Received an email claiming that I cannot give my (graduate) course on extreme value in 2014, not in the official programm. Have to spend some time checking why. It seems that it has been removed from the list, and that the code has changed (hopefully JF was online to check that information much more efficiently than I would).

14:59 Received an answer from one of the colleagues I just sent recommendation to. We used to be students at the same time, a few years ago. Write a short email back to give (personal) news.

16:19 Started to type sketches of what can be the final exam for my course on GLM for actuarial science. So far 5 questions. Need to find about 40…. Will take a while.

Mission aborted.

I finally left the office later on, to pick up my son and bring him to his fencing course (to prepare for the Jeux de Montréal that will take place tomorrow). Went back home, then, for a cake with candles for my daughter’s birthday. Later on, had to spend some time online, on the blog, for my students. And started to type this post. So, here was the story of the past four days. I have to admit that looking back at those four days is quite informative :

1. I cannot work without a computer, I can hardly work offline. No only for my research, to get help from forums on R and LaTeX, or to seek articles (the time I spent in Paris at the library making photocopies of old articles is clearly over).
2. I do not only need a computer to write R codes, and produce LaTeX slides and artices. I need a computer… for everything. To plan meetings, for social interactions with colleagues, to find some help, to find a theorem, to book an hotel, etc.
3. I understand more clearly why I am so unproductive in terms of research ! it looks like I spend (I was about to say waste) a lot of time on administrative tasks. Small tasks. But adding a lot of small tasks, finally, it is difficult to have 4 or 5 consecutive hours to work exclusively on some research project.

# Off for a couple of days

This morning, the elder kids start at school a program called ten days with screens off. Since we do not have a TV, they were wondering what would it change for them. Because they start to spend some time on our computer at home, they’re not supposed to use it for the next ten days. And to be consistent, I have decided to follow their tracks. The problem is that I do not think I can survive at work working offline for ten days. But I want to try. At least, no more computer for the next two days (except Wednesday morning since I have my class). If possible three. No emails (can we survive in the academic world without an internet connection for two days?), and no more posts on the blog (and activities related to the comments) for the next days…  I’ll be back in … a few days (if I do not – finally – find my blogging activity useless and meaningless).