Optimal Transport for Actuarial Science (lecture notes)

2026-07-08

Before leaving Kyoto to go back to Montréal (and enjoy some summer break), I uploaded some lecture notes, on Optimal Transport for Actuarial Science, on HAL (soon on ArXiv). These lecture notes introduce optimal transport as a mathematical language for actuarial science. They treat losses, premiums, scores, reserves, capital scenarios, climate losses and lifetime distributions as probability measures that can be compared, transported, averaged, stressed and interpolated. The first part develops the main tools: couplings, push-forwards, discrete and continuous Kantorovich problems, duality, …

Survey Statistics: toy example for energy balancing weights

2026-07-08

Last week we talked about The Big Changes Coming to the Times/Siena Poll: New weighting variable: support score = E(2024 vote | other X variables). New weighting method: energy balancing (Huling & Mak, 2024) Ben Schneider helpfully blogged about energy balancing … Continue reading → …

Is fabricating data worse than fabricating results? Is failing to correct a known false report more or less serious than making the false report in the first place?

2026-07-08

Andy King writes: I have a question for you–and, if you think it worthwhile, for your readers. A few weeks ago, I was deposed by Harvard’s lawyers in the lawsuit between Francesca Gino and Harvard. Much of the questioning focused … Continue reading → …

An API for Everything There Is to Know About Packages

2026-07-08

On R-Universe you can discover and learn everything there is to know about R packages. But did you know it does only provide a human-friendly website, but also programmatic access to all information through APIs!
Thanks to those APIs you can list univ…

Continue reading: An API for Everything There Is to Know About …