Information détaillée concernant le cours
Titre | École d’hiver 2025 - Les Diablerets |
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Dates | 2-5 février 2025 |
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Responsable de l'activité | Christian Mazza |
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Organisateur(s)/trice(s) | Prof. Christian Mazza, Université de Fribourg Mme Caroline Gillardin, Coordinatrice CUSO
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Intervenant-e-s | Prof. Marco Avella, Columbia University, New York, USA Prof. Mathieu Rosenbaum, Institut Polytechnique de Paris, France Prof. Rajen Shah, University of Cambridge, UK
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Description | Prof. Marco Avella, Columbia University, New York, USA. Title: Differentially private statistical inference
Abstract: Differential privacy has become the leading approach to privacy protection in computer science in the last two decades. There is now large body of theoretical work in this area as well as some important real world deployments of those tools in government agencies and industry. The goal of this course is to introduce the differential privacy paradigm in a statistical context. We will review various definitions of differential privacy, basic strategies for designing differentially private algorithms and discuss their applications to the problem of constructing differentially private tools for statistical data analysis. We will pay special attention to convex optimization approaches and connections to robust statistics.
Prof. Mathieu Rosenbaum, Institut Polytechnique de Paris, France. Title: From earthquakes to rough volatility
Abstract: In this lecture, we investigate the statistical aspects related to the volatility process in finance. We will establish the rough volatility paradigm and study its consequences in term of risk management. Finally we will show that rough volatility is a universal concept that can be understood from a microscopic viewpoint
Prof. Rajen Shah, University of Cambridge, UK. Title : Conditional independence: Graphical models, causal inference and double machine learning
Abstract: Conditional independence lies at the heart of many statistical problems. It formalises when two variables can be thought of as related, given a collection of other variables. Among other things, it provides a way of understanding variable importance in regression settings without reference to a model, and is central to several notions of causal inference. In this course, we will begin by discussing conditional independence in the context of so-called graphical models and structural causal models. We will then go on to consider testing conditional independence. As we shall see, this is a fundamentally hard problem which we must simplify in order to make it tractable. We first consider Gaussian graphical models and then go on to discuss approaches that leverage the predictive power of modern flexible regression methods in order to relax such modelling restrictions. We will also discuss how this approach connects more broadly to a rapidly developing area sometimes referred to as double or debiased machine learning.
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Programme | Monday night, raclette evening in Chalet Téléthon (5 minutes walking from The Glacier Hotel) at 7:30 PM
Program can be changed
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Lieu |
Les Diablerets |
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Information | The Glacier Hotel (ex- Eurotel Victoria)
glacier3000.ch/en/hotel/the-glacier-hotel
Accès aux Diablerets :
EN VOITURE Autoroute A9, direction Grand St-Bernard, sortie Aigle. Puis la route Aigle - Les Diablerets - Col du Pillon (20km).
EN AVION Aéroports internationaux de: - Genève (120 km) - Zürich (250 km) - Bâle (200 km)
EN TRAIN (HORAIRE DES TRAINS - RAILWAY TIMETABLE) International TGV Paris - Lausanne. En hiver, TGV des Neiges Paris - Lausanne - Aigle.
Swiss Train schedule : From: Geneva airport, To: Les Diablerets, gare. Trains directs jusqu'à Aigle. Ensuite train de montagne A.S.D (Aigle - Sépey - Diablerets) Durée des trajets: Lausanne - Aigle (30 minutes), Aigle - Les Diablerets (50 minutes).
Visa pour la Suisse (Swiss Online Visa application)
Météo en suisse (meteoswiss.admin.ch)
Chalet Téléthon (soirée raclette lundi soir)
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Frais | Tarif :
Non CUSO (ETHZ, etc)
Non CUSO (ETH) double room: 1300 CHF (price may fluctuate depending on the nb of registrations)
Non CUSO (ETH) single room: 1400 CHF (price may fluctuate depending on the nb of registrations)
You are responsible for your own transport costs
CUSO (UNINE, UNIGE, UNIL, UNIFR, UNIBE, IHEID)
Doctorant-e CUSO chambre double: 200 CHF
Doctorant-e CUSO chambre simple: 350 CHF
Post-doctorant-e CUSO chambre double: 300 CHF
Post-doctorant-e CUSO chambre simple: 450 CHF
Professeur-e CUSO chambre double: 400 CHF
Professeur-e CUSO chambre simple: 550 CHF
Non CUSO privé-e chambre double: 1300 CHF
Non CUSO privé-e chambre simple: 1400 CHF
Lors de votre inscription, merci de bien vouloir indiquer dans la zone commentaire si vous désirez une chambre simple, ou double et le nom de la personne avec qui vous souhaiteriez partager votre chambre. Dans le cas où rien n'est indiqué, une chambre simple sera réservée.
If you register and are unable to attend, please contact us as soon as possible. Otherwise you might be billed for all nights in the hotel.
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Inscription | Versement sur compte postal (payment into postal account) :
CUSO CCP 12-1873-8 Neuchâtel BIC : POFICHBEXXX IBAN : CH0509000000120018738. Merci d'écrire votre nom suivi du no" 25220001 " lors du paiement. Thank you to write your name on the payment wording and nb" 25220001".
IMPORTANT : si vous vous inscrivez, et que vous avez un empêchement, veuillez nous contacter dès que possible. Sinon le prix de toutes le nuitées à l'hôtel vous seront intégralement facturées si l'hôtel le demande. If you register and are unable to attend, please contact us as soon as possible. Otherwise you might be billed for all nights in the hotel.
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Places | 40 |
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Délai d'inscription | 30.01.2025 |

