
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
 largescale 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” communitybased item rankings are an example.
I spent the summer before graduate school at the
mobilecomputing startup Vindigo, researching
 MDLbased 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 genotypecalling methods for the original SNP
chip.
Also during graduate school, I worked
with Efficient
Frontier on clickthrough rate prediction for keyword
(searchresult) ads.


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

