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.
- MDL-based compression approaches for handheld
- graph algorithms for dynamically generated
During graduate school, I spent a summer
at Affymetrix (now part of Thermo Fisher Scientific)
researching genotype-calling methods for the original SNP
Also during graduate school, I worked
Frontier (now part of Adobe) on click-through rate
prediction for keyword (search-result) ads.
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 believe that science progresses more if the
communication is made easier. It's unfair to the
reader, as well as the editor, to put out papers
which are difficult to read, not because of the
difficulty of the material but because of the
sloppiness of the work and the carelessness in
- A man of true science uses but few hard words, and
those only when none other will answer his purpose;
whereas the smatterer in science... thinks that by
mouthing hard words he understands hard things.
—Herman Melville (via Thomas A. Harris)
- To many people [psychiatry] is like a blind man in
a dark room looking for a black cat that isn't
—Thomas A. Harris
Last updated: 29 Nov 2019