[SFdS] Information du groupe BFA : WG Risk - Friday, October 4, 2019

[SFdS] Information du groupe BFA

WG Risk - Friday, October 4, 2019 - Prof. Donald RUBIN

Dear All,

Welcome back to the Working Group on Risk! We are celebrating this Fall already its 10 years birthday! It is thanks to you and the support of the ESSEC IDS(tatistics) dpt, Institut des Actuaires, LabEx MME-DII, and the group BFA (SFdS) ... we will organize an event to celebrate it, later on during the academic year.

This semester, various topics (related to risk) will be tackled by our invited speakers, among which data science and cyber risk & security. By the way, do not forget the deadline of Nov. 2019 if you wish to submit a paper to the special issue on cyber risk & security of the journal Risks.

For the first seminar of this series, we have the great pleasure to invite our current ESSEC visiting reknowned researcher:

Prof. Donald RUBIN
Yau Center for Mathematical Sciences, Tsinghua University
Professor Emeritus at Harvard University

Date and place: Friday, October 4, at 12:30 pm, EEE - ESSEC La Défense room 220

“ Conditional calibration and the sage statistician ”

Being a calibrated statistician means using procedures that in long-run practice basically follow the guidelines of Neyman’s approach to frequentist inference, which dominates current statistical thinking. Being a sage (i.e., wise) statistician when confronted with a particular data set means employing some Bayesian and Fiducial modes of thinking to moderate simple Neymanian calibration, even if not doing so formally. This article explicates this marriage of ideas using the concept of conditional calibration, which takes advantage of more recent simulation-based ideas arising in Approximate Bayesian Computation.

Kind regards,
Jeremy Heng, Olga Klopp, Marie Kratz and Valery Yakubovich
http://crear.essec.edu/working-group-on-risk