Clik here to view.
The (non-)Ethics of Capitalism
Back in 2018, there was a survey on Gallup, about honesty and ethical standards, per profession More than four in five Americans (84%) again rate the honesty and ethical standards of nurses as “very...
View ArticleClik here to view.
Kyoto (京都), Japan, vs. Montréal, Canada, a first comparison
We just arrived in Kyoto (京都), Japan, from Montréal, Canada. Everything seems very different. I still have in mind the time I spent in Hong Kong (more than a year), but that was 25 years ago… Just to...
View ArticleClik here to view.
More neurons in the hidden layer than predictive features in neural nets
This week, we were talking about neural networks for the first time, and I was saying that, in many illustrations of neural networks, there was a layer with fewer neurons than predictive variables, but...
View ArticleClik here to view.
The m=√p rule for random forests
A couple of days ago, in our lab session, we discussed random forrests, and, since it was based on the example in ISLR, we had a quick discussion about the random choice of features, and the...
View ArticleClik here to view.
CASdatasets 1.2.0
Nearly ten years ago, Chrisophe Dutang and I launched a curated collection of datasets featured in Computational Actuarial Science with R, bundled in the CASdatasets R package. Now, this package offers...
View ArticleClik here to view.
Calculating an LOOCV MSE by hand
Last week, we had an “mid-term” exam, for our introduction to statistical learning course. The question is simple: consider three points, (x_i,y_i), here \{(0,2),(2,2),(3,1)\}Consider here some linear...
View ArticleClik here to view.
Snow in Montréal (Canada)
Winter started a bit more than one month ago… but we have already experienced many snow storms… there is still a lot snow in gardens and in the streets, I was wondering if it was that unusual, but...
View ArticleClik here to view.
Could there be incentives to cycle through a red light?
This is of course a rhetorical question! Because cyclists must stop when the light is red! … But … there is always that moment, on a bicycle, when you stop, and then you say to yourself the worst part...
View ArticleClik here to view.
From multinomial regression to binary classification on some Siamese data
There are two kinds of people in the world: people who think there are two kinds of people in the world and people who don’t (borrowed from Menand (2018)). Because things are always simpler when we...
View ArticleClik here to view.
Some general thoughts on Partial Dependence Plots with correlated covariates
The partial dependence plot is a nice tool to analyse the impact of some explanatory variables when using nonlinear models, such as a random forest, or some gradient boosting.The idea (in dimension 2),...
View ArticleClik here to view.
Lilliefors, Kolmogorov-Smirnov and cross-validation
In statistics, Kolmogorov–Smirnov test is a popular procedure to test, from a sample \{x_1,\cdots,x_n\} is drawn from a distribution F, or usually F_{\theta_0}, where F_{\theta} is some parametric...
View ArticleClik here to view.
Insurance Pricing Game
Would you like to put your data science skills to the test? Imperial College London, Universite du Quebec à Montreal (UQAM), and actuarial institutes in Singapore, the UK, including the IFoA, and...
View ArticleClik here to view.
Trees and forests
For my ACT6100 weekly quiz, I usually generate some datasets, and then ask students to compare various predictive algorithms. Last week, it was about classification trees and random forests. And...
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.
R0 and the exponential growth of a pandemic
For some dissemination work, I want to create a nice graph to explain the exponential growth in pandemics, related to the value of R_0. Recall that R_0 corresponds to the average number of people that...
View ArticleHidding values in the output of the summary function for a (linear) regression
Since our Fall 2020 session will be 100% online (and off-site), I have to work hard this summer to prepare online quizz and exams. I started intensively to play with Achim’s awesome r-exams package....
View ArticleSharing pictures from holidays in the Canadian Rockies (with R)
My kids have a very popular blog (at least among their grandmothers) where they frequently post pictures from everyday’s life (since they live 5000km from them), as well as pictures taken from...
View ArticleClik here to view.
Regression discontinuity model for TV series
In September, we are usually happy to see our favorite TV series back on air… Or not? Because, admit it, if we are happy to see those characters back, most of the time, we are disappointed, too. So why...
View ArticleClik here to view.
Testing for Covid-19 in the U.S.
For almost a month, on a daily basis, we are working with colleagues (Romuald, Chi and Mathieu) on modeling the dynamics of the recent pandemic. I learn of lot of things discussing with them, but we...
View ArticleClik here to view.
Function basis and regression
In the first part of the course on linear models, we’ve seen how to construct a linear model when the vector of covariates \boldsymbol{x} is given, so that \mathbb{E}(Y|\boldsymbol{X}=\boldsymbol{x})...
View Article
![[imports/adg/photos/213899875_Police-Car-Lights-2.jpg]](http://wehco.media.clients.ellingtoncms.com/imports/adg/photos/213899875_Police-Car-Lights-2_t600.jpg?4326734cdb8e39baa3579048ef63ad7b451e7676)
![Suupeas – Fall in Dream (2026-10-09) [Single, FLAC 24bit/48kHz]](http://getimg.link/images/2026/10/17/442240.md.jpg)