PhD Day – Wednesday October 5th, 2022
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The CREST is happy to announce that the 2022 PhD Day will take place on Wednesday October 5th at the Amphi 250.

The morning session will gather all faculties and PhD students with a welcome speech by the CREST’s direction and presentations of the new members’ research topics and interests. We warmly invite every faculty members to join this session!

A friendly lunch is planned to meet and chat with other participants.

The afternoon will be dedicated to PhD students: professors and administrative staff members will present various topics related to pursuing a PhD at CREST.

Detailed program of the day:

09:45 – Arrival, Amphi 250

10:00 – Morning session:
10:00 Welcome speech and presentation of the CREST (A. Dalayan,  G. Hollard & T. Arrif)
10:30 Introduction of the new faculties and PhD students
12:00 Group picture

12:30 – Lunch, Grand Hall

14:00: Afternoon session:
14:00: Pursuing a PhD at CREST (T. Vergé)
14:20: Administrative support for research
14:30: Prevention at work (E. Taugourdeau)
14:45: PhD Student Representation and Rights (F. Cartellier)
15:00: Interdisciplinary seminar (M. Mugnier)
15:10: Teaching during the PhD
15:30: Tips for the PhD (A. Dalayan)

17:30 Closing Event, meeting point outside of the building

Please note that it is forbidden to eat or drink in the lecture hall.

ILB CREST CLASS – Conference on Robustness and Privacy
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The ILB CREST CLASS is a collaboration between the Institut Louis Bachelier and the CREST.
The first collection organised by Guillaume Lecué in March 2021 includes a series of videos about the Robustness and Privacy conference the National Institute for Mathematical Sciences and their Interactions (CNRS), and the Médiamétrie chair.

“An Introduction to Sequential Monte Carlo” win the DeGroot Prize
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Nicolas Chopin and Omiros Papaspiliopoulos, the co-authors of the book “An Introduction to Sequential Monte Carlo”, have been awarded the 2021 DeGroot Prize.

The DeGroot Prize is awarded to the author or authors of a published book in Statistical Science. The Prize is named for Morris H. (“Morrie”) DeGroot, and recognizes the impact and importance of his work in Statistics and Decision Theory, and his marked influence on the evolution of the discipline over several decades through his personal scholarship, educational and professional leadership. The prize particularly recognizes DeGroot’s authorship and editorship of major books that had marked impact on the development of Statistics and Decision Theory, and the value he placed on the role of books generally. The Prize was proposed during the ISBA 2000 meeting in Crete, and established later that year.

Prize link:
https://bayesian.org/project/degroot-prize/

“An Introduction to Sequential Monte Carlo” Springer, 2020

Abstract:
Offers a general and gentle introduction to all aspects of particle filtering: the algorithms, their uses in different areas, their computer implementation in Python and the supporting theory. Covers both the basics and more advanced, cutting-edge developments, such as PMCMC (particle Markov chain Monte Carlo) and SQMC (Sequential quasi-Monte Carlo).
Comes with a freely available Python library (particles), which implements all the algorithms discussed in the book.
Each chapter ends with a “Python corner” that discusses how the methods covered can be implemented in Python.

Editor link:
https://link.springer.com/book/10.1007/978-3-030-47845-2

Personal websites:
Nicolas Chopin: https://nchopin.github.io/
Omiros Papaspiliopoulos: https://didattica.unibocconi.it/docenti/cv.php?rif=253596&cognome=PAPASPILIOPOULOS&nome=OMIROS