Clik here to view.
Another Interactive Map for the Cholera Dataset
Following my previous post, François (aka @FrancoisKeck) posted a comment mentionning another package I could use to get an interactive map, the rleafmap package. And the heatmap was here easy to...
View ArticleClik here to view.
“A 99% TVaR is generally a 99.6% VaR”
Almost 6 years ago, I posted a brief comment on a sentence I found surprising, by that time, discovered in a report claiming that the expected shortfall […] at the 99 % level corresponds quite closely...
View ArticleClik here to view.
La tarification en assurance, et la sélection à l’université
En assurance, même si les primes sont calculées ex ante, on distingue la tarification a priori et a posteriori. Dans la tarification a priori on va utiliser des variables dites explicatives pour...
View ArticleSoutenance de thèse sur les inégalités
Ce jeudi, je participais au jury de thèse de Fattouma Souissi en tant que rapporteur, à l’université de Montpellier, sur les régressions PLS-Gini. Le manuscript de la thèse est désormais en ligne.
View ArticleClik here to view.
Tests non-paramétriques et simulations
Lors du dernier cours de statistique, nous avons présenter les tests d’ajustment de lois. Nous avions illustré ces tests à partir de la taille d’individus (déjà utilisé pour présenter l’ajustement de...
View ArticleClik here to view.
October, grant proposal season
In 2012, Danielle Herbert, Adrian Barnett, Philip Clarke and Nicholas Graves published an article entitled “on the time spent preparing grant proposals: an observational study of Australian...
View ArticleClik here to view.
Lasso Regression (home made)
Again, this post is related to my MAT7381 course, where we will see that it is actually possible to write our own code to compute Lasso regression,...
View ArticleSlides 7 – modèle de Poisson
On va maintenant parler des modèles de comptage, en revenant sur le modèle de Poisson. Les slides sont en ligne (slides 7) et la vidéo aussi (slides 7)
View ArticleClik here to view.
Modeling Joint Lives within Families
With Olivier Cabrignac and Ewen Gallic, we recently uploaded a research paper, entitled “Modeling Joint Lives within Families” Family history is usually seen as a significant factor insurance companies...
View ArticleClik here to view.
R0 and the exponential growth of a pandemic, an update
A few days ago, I wrote a blog post – R0 and the exponential growth of a pandemic – where I was trying to generate some visualization of some exponential growth, in the context of a pandemic. After...
View ArticleClik here to view.
« Plus un pays est égalitaire et prospère, moins on trouve de femmes en...
Je suis tombé sur cette phrase au détour d’un article cet après midi, dans La Presse, « Plus un pays est égalitaire et prospère, moins on trouve de femmes en sciences. C’est difficile à comprendre » et...
View ArticlePareto models for top incomes and wealth
Our article, Pareto models for top incomes and wealth, writen with Emmanuel Flachaire, just got published in the Special Issue of the The Journal of Economic Inequality, on “Finding the Upper Tail”....
View ArticleTalk at the seminar, at Waterloo (Ontario, Canada)
This week, I will be working in Waterloo, and give a talk on on Causal Inference and Counterfactuals with Optimal Transport, With Applications in Fairness and Discrimination (based on our paper on...
View Article
