Dependence in dimension 2 is difficult. But one has to admit that dimension 2 is way more simple than dimension 3 ! I recently rediscovered a nice paper, Langford, Schwertman & Owens (2001), on transitivity of the property of being positively c...

I have to admit, first, that finding Waldo has been a difficult task. And I did not succeed. Neither could I correctly spot his shirt (because actually, it was what I was looking for). You know, that red-and-white striped shirt. I guess it sho...

Yesterday, while I was attending the IFM2 conference, at HEC Montreal, I
heard a nice talk about credit risk, and a comparison between
contagion (or at least default correlation), for corporate and retail companies (in the US). And it was mentioned...

A couple of days ago, on Twitter, @alung mentioned an old post I did publish on this blog about open-data, explaining how difficult it was to get access to data in France (the post, published almost 18 months ago can be found here, in French)....

This Monday, during my talk on quantile regressions (at the Montreal R-meeting), we've seen how those nice graphs could be interpreted, with the evolution of the slope of the linear regression, as a function of the probability level. One illustrati...

This afternoon, I will be giving a two-hour talk at McGill on quantiles, quantile regressions, confidence regions, bagplots and outliers. Before defining (properly) quantile regressions, we will mention regression on (local) quantiles, as on the gr...

Following the two previous posts (here and there), on the number of people that don't get wet while playing with water pistols, consider now an indoor version, in a non-convex room (i.e. player behind wall are now, somehow, protected). In the previ...

Following the previous post, two additional remarks. Following a comment by @cosi, I have investigated quickly a binomial fit to the distribution of the number of people not getting wet, with a fixed number of players on the field. It looks like it...

A few days ago, http://www.futilitycloset.com/ published a short post based on the fourth problem of the 1987 Canadian Mathematical Olympiad (from on a problem from the 6th
All Soviet Union Mathematical Competition in Voronezh, 1966). The problem i...

This evening, while I was about to wash the dishes, I heard my elders starting a game (call them Him and Her)
Him: "I have picked - in my head - a number, lower than 50. Try to guess..."
Her: "No way, too difficult..."
Him: "You can try five differ...