I received a Ph.D. in statistics here at Berkeley. My
thesis advisor was
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
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
Vindigo was an amazing mobile (Palm) application in 2000,
and it had a colorful history thereafter
is what finally happened.
- MDL-based compression approaches for handheld
- graph algorithms for dynamically generated
During graduate school, I spent a summer
researching genotype-calling methods for the original SNP
Also during graduate school, I worked
Frontier on click-through rate prediction for keyword
Savages 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.
- Dont be hampered by the original problem statement. Try other problems in its neighborhood; maybe theres 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.
- Dealing with failure is easy: work hard to
improve. Success is also easy to handle: youve
solved the wrong problem. Work hard to improve.
—Alan J. Perlis
- However beautiful the strategy, you should
occasionally look at the results.
- I have yet to see any problem, however
complicated, which, when looked at in the right way,
did not become still more complicated.
- The difference between theory and practice: in
theory, theres 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 Thats
- Dont worry about people stealing your ideas. If
your ideas are any good, youll have to ram them down
- The secret to creativity is knowing how to hide
- Men never do evil so cheerfully and completely as
when they do it from religious conviction.
- 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
- 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
—Arthur Vassal, Fisher's biology
teacher at Harrow
- [Fisher] fitted the classical definition of a
gentleman: he never insulted anyone
- 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
—David A. Freedman
I dont know Web design, but I know someone who knows it.
Last updated: 5 Oct 2014