Jon McAuliffe
Associate Professor (Adjunct)
Statistics Department
University of California, Berkeley
449 Evans Hall
Berkeley, CA 94720

email jon@mcauliffe.com

 


I received a Ph.D. in statistics here at Berkeley. My thesis advisor was Professor Michael Jordan.

For publications, professional service, etc., please see my academic CV: pdf

My areas of interest include

  • statistical prediction and machine learning
  • large-scale statistical inference
  • kernel methods
  • nonparametric and semiparametric estimation
  • bioinformatics and computational biology
  • prediction and optimization problems in finance

 


From 1995 to 1999 I worked at D. E. Shaw & Co., where among other things I developed statistical equity arbitrage trading systems.

For a year thereafter I researched statistical recommender systems at Amazon.com; the (now defunct) Purchase Circle “uniquely popular” community-based item rankings are an example.

I spent the summer before graduate school at the mobile-computing startup Vindigo, researching

  • MDL-based compression approaches for handheld software
  • graph algorithms for dynamically generated navigational directions.
Vindigo was an amazing mobile (Palm) application in 2000, and it had a colorful history thereafter — here is what finally happened.

During graduate school, I spent a summer at Affymetrix researching genotype-calling methods for the original SNP chip.

Also during graduate school, I worked with Efficient Frontier on click-through rate prediction for keyword (search-result) ads.

 


Savage’s approach to research, via Mosteller:

  1. As soon as a problem is stated, start right away to solve it. Use simple examples.
  2. Keep starting from first principles, explaining again and again what you are trying to do.
  3. Believe that this problem can be solved and that you will enjoy working it out.
  4. Don’t be hampered by the original problem statement. Try other problems in its neighborhood; maybe there’s a better problem than yours.
  5. Work an hour or so on it frequently.
  6. Talk about it; explain it to people.

Quotes worth quoting:

  • Good judgment comes from experience. Experience comes from bad judgment.
    —Jim Horning

  • Dealing with failure is easy: work hard to improve. Success is also easy to handle: you’ve solved the wrong problem. Work hard to improve.
    —Alan J. Perlis

  • However beautiful the strategy, you should occasionally look at the results.
    —Winston Churchill

  • I have yet to see any problem, however complicated, which, when looked at in the right way, did not become still more complicated.
    —Poul Anderson

  • The difference between theory and practice: in theory, there’s no difference between theory and practice; in practice, there is.
    —Jan L. A. van de Snepscheut

  • The most exciting phrase to hear in science is not “Eureka!” but “That’s funny...”
    —Isaac Asimov

  • Don’t worry about people stealing your ideas. If your ideas are any good, you’ll have to ram them down people’s throats.
    —Howard Aiken

  • The secret to creativity is knowing how to hide your sources.
    —Albert Einstein

  • Men never do evil so cheerfully and completely as when they do it from religious conviction.
    —Blaise Pascal

  • I was unable to find flaws in my ‘proof’ for quite a while, even though the error is very obvious. It was a psychological problem, a blindness, an excitement, an inhibition of reasoning by an underlying fear of being wrong. Techniques leading to the abandonment of such inhibitions should be cultivated by every honest mathematician.
    —John R. Stallings Jr. [on his false proof of Poincare’s conjecture]

  • For sheer brilliance I could divide all those whom I have taught into two groups: one contained a single outstanding boy, R. A. Fisher; the other all the rest.
    —Arthur Vassal, Fisher's biology teacher at Harrow

  • [Fisher] fitted the classical definition of a gentleman: he never insulted anyone unintentionally.
    —J.F. Crow

  • I occasionally meet geneticists who ask me whether it is true that the great geneticist R. A. Fisher was also an important statistician.
    —L. J. Savage

  • If the topic of regression comes up in a trial, the side that must explain regression to the jury will lose.
    —David A. Freedman

I don’t know Web design, but I know someone who knows it.

Last updated: 5 Oct 2014