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‘I Propose Research Projects that Will Teach Students Something’

‘I Propose Research Projects that Will Teach Students Something’

Photo courtesy of Jean-Francois Jabir

Jean-Francois Jabir is an assistant professor at the HSE University Department of Statistics and Data Analysis and a senior research fellow at the Laboratory of Stochastic Analysis and its Applications (LSA). In his interview, he talks about stochastic analysis and its applications, why he is still impressed by the training level and dedication of Russian students, and how to live in Moscow with a limited knowledge of Russian.

— You have worked in many countries, including France, Chile, and England. Why did you move to Moscow?

I visited the Russian capital for the first time in December 2016. I was invited to participate in a workshop organised by Prof. Valentin Konakov, the academic head of the LSA laboratory, and to give a mini-course on my field of expertise (stochastic processes) at HSE. While this stay was short, I liked the scientific activity of the place and the city so much that I asked if there were any positions available in Moscow.

The next year, I applied to a tenure track programme at HSE—a renewable three-year assistant professor position that can lead to a tenured position later—and this is what brought me to Moscow.

I joined HSE’s Moscow campus in 2017. During the summer, I visited Moscow to participate in another conference, and I started to live here in September 2017.

— What do you specialise in?

I’m a mathematician. I got my PhD in applied mathematics from the University of Nice Sophia Antipolis (France). At that time, I was working in the INRIA centre and the research team was starting to develop new industrial collaborations with energy agencies in France regarding prospects for renewable energies, notably to find the best location to construct wind turbines. 

During my PhD, I studied physical models from a mathematical point of view. To predict energy production by wind turbine, we needed first to be able model the behaviour of the wind in the most physically and numerically realistic way. For this, I needed a very good estimate of how physically the speed and direction of the wind at some particular low altitude could be forecasted, taking into account possible randomness in the measurements. This problem is quite interesting and well-known in engineering, but very difficult to analyse rigorously. In my thesis, I analysed a class of stochastic processes that were initially designed to model turbulent reactive fluid dynamics and that we adapt for predicting the wind’s speed and direction at low altitude. The original dynamics, while rather well-known in physics, had remained unexplored from a mathematical standpoint and require complex tools to analyse.

Photo courtesy of Jean-Francois Jabir

What is stochastic analysis?

A stochastic process can be roughly described as a random dynamic, meaning a system that evolves in time and is also subject to some randomness that makes prediction rather different from deterministic models where you have a certain determination of what the system will do.

Today, stochastic processes play an important role in many fields of science, and are not simply a specific topic for mathematicians. They are also fundamental for building and understanding complex physical models, or modelling and managing the value of assets in finance

You can also find stochastic processes that help model biological systems. For instance, they are used to predict the evolution and future of population of cells. In addition, nowadays stochastic processes are relevant in fields like computer science and artificial intelligence. 

Your life at HSE started with a workshop organised by the Laboratory of Stochastic Analysis and its Applications (LSA). Do you still work in this laboratory?

I’m a senior research fellow at the laboratory. All my research is affiliated not only with the Department of Statistics and Data Analysis, but also with the laboratory because the field of research, as its name hints, is actually focused on stochastic analysis. I also participate in the meetings organised by the laboratory to select students who will develop their research through the laboratory. In addition, when there is a discussion about applying for a national or international research project, all of us gather our different topics of interest to create a common research programme that will define our works for the next coming years. 

Do bachelor’s or master’s students do research in your laboratory?

We invite both bachelor’s and master’s students to our laboratory. Students can be affiliated with our laboratory through the Faculty of Economic Sciences (FES) research group that was created three years ago.

Each year, bachelor’s and master’s students have to enrol in some particular FES group to do their bachelor or master theses and our group offers the possibility to specialise their theses in different areas such as stochastic modelling, statistical methods, numerical methods based on probability, and risk management

The group that includes me and other professors from the LSA has steadily and successfully invited master’s students for three years, and the number of bachelor’s students joining our group increases each year.

Do you see any differences between students in Russia and other countries where you worked?

Yes. When I started to teach in Moscow, I was impressed by Russian students because they were really dedicated to their studies and really demanding of a good education. For example, I was greatly surprised by the number of students who came during office hours.

When I worked in other countries, I didn’t see a lot of students during my office hours, which are typically hours where students can take the time to revise their understanding of the course or even discuss additional content. However, in Russia, these hours were full.

The first year was notably quite busy because the students and I discussed more material than the course included and I received more questions than I did abroad. I was really impressed with the attention Russian students give to their education, and I still am.

Have you done research with students?

Yes, more in terms of bachelor’s and master’s theses, for which I do research with students. The topics I often work on with students are mostly related to the applications of stochastic processes in finance or computer science. On average, I supervise four or five theses per year. I work with students from the Faculty of Economic Sciences, so the majority of students have an economic background. However, many decide to write a thesis with me after participating in my courses in Probability Theory or Stochastic Differential Equations. At the end of these courses, many students express the desire to do a research project that will allow them to go deeper into these fields.

I often try to balance projects with my research interests and adapt them to the students’ backgrounds and own interests. Because the research topics I propose often involve a certain amount of mathematics, they are not easy at the start. Fortunately, on average, the students of our programmes still have a good knowledge of mathematics to make a relevant project and are rather quick to learn.

At the very least, I aim to propose research projects that will teach students something. 

Are the courses that you have mentioned elective?

The course in probability theory and mathematical statistics has two parts—I teach only the first part. This is currently a core course of our master programme, ‘Stochastic Modeling in Economics and Finance.’

The course called ‘Introduction to Stochastic Differential Equations and Numerical Probability’ is an elective one. Both courses are now available to first-year master’s students.

What surprised you about Russia compared to Europe or Chile?

I would say the first winter. In 2016, the winter wasn’t very cold. When I arrived in Moscow, it was so beautifully covered with snow, and I walked to Red Square and other places in the city centre. One HSE professor volunteered to be my guide in the city and I had the opportunity to visit some beautiful places.

I was really impressed with the beauty of the city, especially at night, when everything was lit up

Even outside of HSE, I find people in Moscow to be friendly. For instance, I have good memories of random passers-by who helped me in the streets the morning I arrived in Moscow for the first time and even accompanied me to the place I needed to be.

You speak French, English and Spanish. Are you also learning Russian?

I still don’t speak Russian fluently at the moment. Or, at least, my knowledge is too little to pretend that I am even a decent speaker. You just need to dedicate time to learning it.

In Moscow, you can do a lot of daily things like going to stores, restaurants or other places with a minimal knowledge of Russian

I just prepare what I have to say before going, I check what the right word is, and that’s it. However, I need support from the HSE International Office or the staff of the laboratory for important administrative matters, and that’s my limitation. HSE staff has always been dedicated and helpful for these things, and I will always be grateful for that. However, language creates no problems when it comes to daily needs.

How do you spend your free time in Moscow?

When I have a bit of free time and the weather is good, I like going to parks. Gorky Park is my favourite one in Moscow. I also enjoy going to the cinema and museums. Fortunately, there are a lot of cinemas that show movies with the original dialogue—in English or in French—and subtitles in Russian.

Interview and text by Olga Krylova, intern at the International Office of the Faculty of Economic Sciences, third-year student of the HSE and NES Joint Programme in Economics