Friday, June 19, 2009

What a week....

Well to add on to any increasingly bad week, I just found out that my first paper was rejected by Econometrica. "Due to lack of innovation for this journal" and "insufficient citation of this journal" among other things. Honestly I would have been pleasantly surprised if it had been accepted due to the prestige of the journal; still that does sorta burn anyway to be rejected.

I am running out of options as far as this loan process goes and at this point I have accepted and am willing to take my losses and walk away from the deal if any more money or crazy requirement are needed. The biggest mistake I think I made was not doing more research into lenders and getting clear answers from them. For some odd reason I thought that they would give me honest answers, but whatever. I'm alive, healthy and doing okay; they can't take that away from me.

I am hoping to finish a rough draft of my talk today. I will have about 60 some slides to work with. This is good because I plan on cutting the size by 10-15 slides for an approximately hour long talk.

The grad students met with a retired faculty member today who spent an hour an a half discussing with us some issues that arise in consulting and pretty much a feel good pep talk. One particular thing he said that I like was that:

1. Everything that occurs in life occurs according to some processes
2. Processes always have some variability (time, length,...)
3. A statistician job is to be able to describe and understand the variability.

I think that's a good way to explain the applicability of statistics to a non practitioner; also, it helps a statistician better organize his approach to a consultation.

Thursday, June 18, 2009

Ultimate Frustration

I am very frustrated at the moment with Suntrust Mortgage. Everything seemed to be falling into place until now. I got the final ok of my thesis from my adviser, I had my closing date successfully extended, got the paperwork sent to them and now Suntrust is claiming that they need a 15 day extension with no promises!

I have learned alot from this process; most importantly is to get written confirmation that a bank can do as they promised. This is going to make my move alot more hectic and at this point my hands are tied. I have already put more than a thousand dollars down on good faith. I am technically liable for thousand more due to the bank reneging on the closing date. I am looking at having to drive down...close...drive up...defend...drive down again to move. Now the lady tells me on the phone that it could take 2 months! If that is even close to the case I feel as if I have been lied to this whole time.

Sure there have been minor misunderstanding on my part, like not understanding I would definitely need a co-signer. But the bank should have told me this very early on; they should have insisted on it instead of having me provide all this information I didnt need. I have to keep on telling myself to calm down...things will get worked out but I don't think I have ever put myself in a bind like this before. Working with suntrust mortgage is one decision that I wish I could take back right about now; they drew me in and now feel comfortable providing me with mediocre service.

Tuesday, June 16, 2009

The rush awaits...

Although I have maintained a relatively stress free level of work over the past week, I fully anticipate this to change shortly. I have a mortgage situation to deal with, still need to get the final okay from my stats adviser, and I need to finished and polish my presentation (I should at least have it finished by the end of the week). I am also planning to take several trips in the coming weeks.

It would seem as though I could save myself from the hectic schedule by dealing with some of this stuff now, but the problem is the only thing I really have control over is making my presentation. I can't speak with my adviser until he has time, I have to wait for the bank before I can do anything w/the mortgage. So I just expect at the last minute all this stuff to press on me, but there really nothing I can do about it now.

Recently I started watching Law and Order: Special Victims Unit. Aside from convincing me never to move to New York City; the show definitely gives you a glimpse at the very dark side of human nature. There are really some truly disturbed people in the world that do unspeakable harm to others. The show has also renewed my interest in law and how the whole process works. You can definitely see the flaws that are in the system...a dirty cop could easily frame an innocent person for a rape or murder. Heck even a devious person could.

I can see how a job in criminal law can seriously challenge your ethics and make you a cynic. After seeing the most obviously guilty people skirt around the law and innocent people get caught up in the system by technicalities has to frustrating.

Suppose the cops bust down the door without a warrant and find 10 dead bodies inside Joe Bloes house. Joe Bloe's lawyer can have all that evidence thrown out of court because there was no warrant, and Joe Bloe walks. One of the victims relatives decides to take the law into his own hands and kills Joe Bloe, and the victims relative goes to jail for murder. That's the law for you.

Thursday, June 11, 2009

3-pages a day

I have started creating my slides for my dissertation defense. Since created a slide is much easier than creating a dissertation page. I have increased my quota to 3-pages a day. Even this is quite simple and only take about half an hour but time as I see it now is on my side.

My sleeping schedule has been pretty erratic the last few days. I have just gotten over a cold and haven't been going to the gym. I've been going to bed around 4-5 and waking up at noon.

Tuesday, June 9, 2009

One more stamp of approval

Yesterday I was supposed to meet with my finance adviser. I drove to his house and knocked on the door and no one was home. It then hit me that he may not be working from home anymore and so I called his office...sure enough he was there and I had drove 10 miles out of my way! We rescheduled for today and had a very quick meeting...in summary he has given me the OK on the thesis I gave him.

I have one more adviser to go; the last time we spoke, he seems okay with the general structure as well. I hope to speak with him one more time to get his okay on everything, then I will submit a copy to all my committee members. Today I made my thesis complete by doing the biography and acknowledgment sections.

I finally got in contact with the suntrust people and they have calmed my nerves slightly. It's too late to even try to get another loan approved in this timeframe but I think they could pull through for me anyway. What's slightly annoying is that I havent heard a response from the bank yet about the closing date changes that I needed. I don't see why they are taking so long to respond. This whole mortgage stuff can be extremely complicated and I see why people go through realtors now.

Friday, June 5, 2009

No real updates today

Today I was an uneventful day in regards to my dissertation progress, mainly due to me being done with everything I plan to do aside from putting my presentation together. Unless my advisers want me to add more, I am pleased with my work. My next scheduled meeting is on monday in which I plan to work on the introduction part of chapter 7.

This must be the day that no one answers phone calls. I haven't got any responses back from the suntrust mortgage people and they are starting to make me nervous. I spent the whole day at home calling them periodically.

I just got back from a game of chess with a friend at the local starbucks and was absolutely humiliated. I was very apparent that I had never put together a coherent plan beyond three moves. I have always played chess this way while most people have opening strategies; I just randomly play until I see an opening. After losing two games...one after a stupid move and the other rather quickly I am almost motivated to look up chess strategies. I feel as if I should be playing better than I am being that I'm such a technical person.

Tuesday, June 2, 2009

Better than I thought...

When I finished the rough draft of my thesis I submitted a copy to my adviser. I was surprised as to how few changes he wanted me to make because I guess I thought the version that I drafted was not very good. Now that I am editing my work I realize that I did a pretty good job of coherency in my thesis. Aside from the occasional incorrect spelling and sentence structure, I am quite pleased with the flow of the thesis and I believe I am very much on pace to have a journal copy out to my committee members by mid june.

The last major thing I will need to do is update my talk; the good news is that about half of it has already been written and it mainly consists of copying and pasting the material from my thesis. This process should take no more than a week. I am surprisingly unstressed with my dissertation at this point, and am more concerned with the status of my loan application with suntrust. FHA requirements are quite annoying and I need to fix the situation by the end of the month.

I was concerned that this summer would be intensive, but I have actually been going out alot. I have taken an interest in the NBA championship series this year, partly due to the Magic finally having a good season after 15 some odd years. I am anticipating going out this thursday to watch the first game of the finals.

My goals for this week will be to finish the paper edits of my thesis and then revise them on the computer. The last major revision should be in the introduction and conclusions. I think I should fill in my acknowledgments as well and all the additional stuff. I will then set up meetings with my advisers to see how I shall proceed.

Thursday, May 21, 2009

Hitn the Road

Well I didn't complete all my goals set out for the week, but I now have a rough copy of my entire thesis complete (minus the conclusion and future work). I sent a copy to my adviser to look at and hopefully we can meet next week to discuss revisions.

I am getting ready for my trip down south. I feel very relaxed as I basically spent the entire day preparing. I made myself two audio books to listen to on the way down. My friend whom I will be staying with called me but I missed his call. I think that he's in class so hopefully I can touch base with him before I hit the road.

I have a scheduled viewing of the property at 12 tomorrow; depending how well and how soon that goes I might stay another day or head out to tampa to visit another friend. There a chance of thunderstorms tomorrow so you never know.

One more thing...this is just ridiculous lol!

Tuesday, May 19, 2009

No 2 pages today

I had a feeling I wouldnt be able to meet my quota today. I needed an entire day just to find and test a dataset that I would feel comfortable putting into my thesis. I believe I have accomplished that today.

Also I was told that there was a new thesis style document for dissertation that I would need to format my document for. So I basically did that and now my references are showing up how they are supposed to!

So I will consider these two thing sufficient progress. Tomorrow I will put the datastep into my document.

Monday, May 18, 2009

Creativity

Part of research I have learned is being able to create a plausible storyline to the application of your research. I was quite pleased with my storyline justifying my model specification I came up with today; I satisfies both my intuition and the math. So far I am on pace, and even exceeded a little bit with this added tidbit, with the outline I set yesterday. I suspect finding an reasonable time series to apply my work on may take more work than the one day I have assigned it, but I will try regardless. But I am done for today and will hit the gym in a few.

I spoke with the suntrust mortgage guy again today and I should be approved for up to an $100000 loan tomorrow. This is probably much more than I need but it's always good to have some wiggle room. I have narrowed down my search to less than 8 homes (townhouses) all of which are less than 100k even though they were built a few years ago. Some of these properties were going for 400k just a few years ago as well; it is utterly amazing how this mortgage phenomenon went on for so long.

It doesn't take a genius to realize that house values will increase significantly when you have a large number of buyer bidding on a house. One problem that arose was that many of the bidders were given loans they should have never gotten. But the banks didn't care because they sold these loans to other investors as AAA because as long as houses kept going up, even if a bidder defaulted, the value of the house would recoup any possible losses. It almost seems like a big pyramid scheme because the moment the market ran out of bidders, than the housing prices would drop substantially and banks and investors would longer be able to recoup losses.

Of course this is all in hindsight but this will be a case-study in finance classes for decades if not centuries to come.

Sunday, May 17, 2009

Very calm day...

I woke up this morning very hungry and thirsty and late. I still took the time to make eggs and waffles and I tried a new combination of spearmint and Jasmine tea. This created an excellent combination and I have been feeling extremely relaxed and calm.

I finished my 2-page quota today very quickly as well. I really should come to a close sometime next week, here's what I have mapped in my mind for the remaining things that need to get done:

1. Illustration of Latest Result (Monday)
2. Illustration using actual Data (Tuesday)
3. Conclusions (Wednesday)
4. Future Work (Thursday)

I plan to leave Tallahassee Thursday night and spend one night in St. Augustine visiting a friend. From there I will either do a 1 or 2 day trip in the Riviera Beach area to look at housing. I don't plan on getting much work done during this trip, but any of the 4 things I don't get done during the week I will hopefully get done then.

I want to leave sufficient time for revision and the planning another journal article.

All my committee member are ok with my July 17 defense date except one who has said that he will be out of town and another whom I haven't heard from yet. If the one I haven't heard from is ok with the date, then I will see if my finance adviser is willing to do the defense by conference call. I really like the July 17 date, so hopefully we can work something out.

Saturday, May 16, 2009

3-pages today

I managed to added an additional page over my quota today making me feel even better about my progress. I have mapped out in my head the remaining components that need to be added to chapter 7. There will no doubt need to be substantial editing done to my document but I would at least like to get the framework solidified by the end of this month. That still looks possible and I might even get done a week earlier than expected.

I plan on taking trip down to S. Florida next week to look at a few houses. I have narrowed my focus to riviera beach...even to a small subdivision where there are newly built house that are substantially below their going prices just a few years ago. I need to get pre-approved for a loan as well and somehow make since of all the mortgage jargon along with my thesis.

I went to the comedy zone last night because a friend has won free tickets and it was by far the least funniest time I have experienced there. Honestly, I wasn't surprised it was so bad as I went to the website and the acts did not seem like they would be funny to me but being that it was a free show I hoped I would be surprised. I was not and I sat through and hour and change of attempted humor. The funniest guy was the 1st act who is the host, that is really shameful.

Havent been to the gym in a couple of days and so that is a spot high on my priority list right now.

Thursday, May 14, 2009

Volatile Day

I realized I must have threw away some important material while I was cleaning up my room a few weeks ago; that material is not easily replaceable so was my first big disappointed of the day.

The second disappointment came when I got to my office an realized that the computer in which I had been running a simulation for three days on had been shut off and I lost all that information.

Once I got over this I began my day and this is actually the first day in a few days that I have been able to resume my 2 page a day mantra. Yesterday I spend on revision that my adviser gave me. He will be leaving town shortly and so that was our last face-2-face meeting; from here on out everything will be on skype.

I only got a response back from two professors regarding my defense date, this might be because of the email system going down during that time so I will send the email out again. I am also dealing with alot of mortgage people right now so there's alot on the plate.

One of my friends called me an hour ago. Apparently he was pulled over in virginia and didn't have all his information because he just bought a new car. Since his middle name was "Muhammad" the policeman starts harassing him about being a terrorist and asking him if he has a bomb in the car. The policeman than rips out his dashboard looking for drugs and/or bomb. Then he get's a ticket for reckless driving! I think he needs a lawyer because these cops are quite ridiculous in the entire Georgia-Virgina region. This is not the first story of ridiculousness I've heard; but one thing I do know is that you are helpless if you try to fight this stuff yourself.

In spite of all the craziness of today; I feels as if I am making decent progress.

Tuesday, May 12, 2009

Setting a date....

I have now begun the deliberations of finding a suitable thesis defense date for all members of my committee. Already I am having problems with my ideal date: July 17. This date is ideal because my stats adviser will be back from his summer trip and it is still before I leave for my job. However I have just been informed that my finance adviser will be out of town during that time.

This was one of the things that I was banking on to just work, but I knew it was a low probability of magically getting 6 schedules to work. My other option is getting my start date extended once more...I really don't want to do that even though they said it wouldn't be an issue.

Thursday, May 7, 2009

Even more time...

After talking with my adviser I realized that I have even more time to complete my work. The last day to turn in all my work for Fall graduation without paying fall graduation fees is August 24. The deadline is July 13 for Summer graduation. So basically, I could get everything done this summer with less of a time crunch and just walk in December. That is perfectly fine with me, as long as I get what I need done by July 20 something.

I am now running my simulations on a desktop computer which is must faster than my laptop. I went out to BW3's with a couple of my friends from back in P-Town yesterday to watch the Lakers game. I had a good time and it definitely took my mind off of alot of things. I will probably go out again tonight and I am anticipating the new Star Trek movie that is coming out; it looks pretty cool.

Right now, I am still trying to compute the extra time I could have. I could theoretically just work on chapter 6 this whole month and on chapter 7 the next month. I am definitely not feeling as rushed now even though I am still sticking to my 2 pages a day.

Wednesday, May 6, 2009

And the winner is...

So I went to my office this morning and a professor walked up to me and said: "Congratulations!". I didn't know what he was congratulating for; I assumed it was the job but I accepted that weeks ago. But apparently I won the: Yongyuan and Anna Li Student Presentation Award. This is basically an award for the best Essay presentation among graduate students in the department for the academic year.

I must say I it was quite unexpected and I felt quite honored to received the award; My name will now be plastered on the wall of the Wilcoxen room for all future graduate students to see. My name is also on the wall at UWF for all eternity for best undergraduate student; I guess I am trying very hard to leave my mark haha.

I've been working diligently on chapter 6 of my thesis, I think I figured out today how the chapter is going to flow in it's final form. This will be the last chapter before I add my final work in chapter 7. I hope to have chapter 6 completed by the end of the week; and be well into chapter 7 by next weeks end. I want a week to spare in May so that I can do extensive revisions.

Tuesday, May 5, 2009

Setbacks...and Setforwards

I had some good news and bad new about my laptop yesterday. The good news is that it's not my internal adapters that is losing connectivity which is a very expensive problem. It is my power cord that has a hole in it which is a less expensive problem. The bad news is that it is so badly damaged that I am afraid to move my computer for fear that the cord will no longer work and I will have to postpone my work until the new one I ordered comes in. I figured out if I bend it in a certain way it continues to work so I will try to keep it in this position for as long as possible.

I have submitted final grades and I am officially done with teaching! I struggled to get my 2 pages completed yesterday; I ran into many issues with the code which I quite honestly don't have time to look at right now. I am still getting results and I wont be able to answer every question that arises. My dissertation is now at the 80 page mark (including appendices and citations.); I should be able to add another 10-20 pages from what I've been thinking about in my head.

I was watching the discovery channel yesterday. How come indigenous nudity is okay to show on tv? I mean they literally show all the body parts of 12 and 13 year old girls on national tv; if the same girl were born here, you would get arrested for viewing this material. Society is interesting.

Thursday, April 30, 2009

2 pages a day

I've been pacing myself to two pages added on to my thesis per day. This was a very good suggestion by one of my advisers, it is enough to feel as if I did something that day and not so much to feel burn out by the work to get those two pages. Also, if I continue at this pace, I will definitely be able to reach my goals of a completed thesis (minus revisions) by the end of May. Early June I will spend a week making a powerpoint presentation and perhaps defend in late June. This would give me time to make any revisions my committe suggest and turn in my thesis by the deadline July 13.

Well I am basically finished with my two pages so I will go home. Tomorrow I will meet with my adviser in the morning to outline of the remaining chapters of my thesis; I also need to assign final grades for my students.

Numb3rs

Recently I started watching the show numb3rs again. Briefly it is a story about a genius mathematician that uses his quantitative skills to solve crimes being investigated by the FBI.

When this show first came out, I was very excited to have a math show so popular. Finally everyday people would get a chance to peer into the many applications of complex mathematics. Even to this day, I appreciate the effort at least. However, I must say after watching a few episodes of season three, I almost had to cringe at the ridiculousness of it all.

It has become quite clear that whoever the producer is does not really care about making the math make any kind of sense at all. Sure they consults with mathematicians, that do give him real math equations, but the applications are very unrealistic at times.

At typical storyline will go something like this:
FBI: We have two suspects somewhere in Miami that have a bomb, how can we find them?
Math Guy: We can use Quantum Theory along with fractal geometry to create a high probability density as to where they might be. Give me 1 minute....here is a list of five locations with the highest probability of their location.
FBI: Great, we found them at location 4...your awesome!

What's wrong with this picture? I guess the show is hoping that once the Math Guy starts speaking in "math" that they will assume he is doing some math tricks they don't understand but can actually give you this sort of information. But common, math is not magic...sure you can apply it to these types of problem but this problem is too general to yield any meaningful results.

As a math person that watches the show, I don't expect to understand the math or even all it's applications. But I would like to believe that what they are doing on the show is actually plausible; I would like to also believe that this math 'could' be done. I have come to the conclusion that I must not be their target audience.

Wednesday, April 29, 2009

Bad news

My computer adapters is starting to have the same problems my old computer had. I knew I should have taken out the warranty! I have never really liked this computer but I bought it to just get some work done without really looking into the specs. Shortly after purchasing it a knob fell off one of the keys and I almost lost another one as well.

I will probably go out an buy another laptop, this time paying more attention to the specs and obtaining at least a two year warranty. I went back to best buy to look at laptops but I think I might get one from walmart. Their 2 year warranty is under $100 while Best Buy's is $300.

I took some time off from look yesterday afternoon as I've been feeling pressure behind my left eye and I figured I needed a break. I went to borders and tried to buy a book with my credit card only to have it get declined. Apparently, credit card companies have been deactivation cards that are not being used and have zero balance. Luckily I had cash on me so I still bought the book.

I finished cleaning my room and trashing lots of things, and bought old clothes and shoes to goodwill. I also did a substantial amount of laundry and vacuumed. Once I was satisfied with the condition of my room I ate and starting reading my book. It is very rare for a book to engross me anymore. Any books I read I usually highly technical in nature. The last book I read for entertainment was about the Supreme Court Justices which is relatively less technical but not fiction reading.

The only fiction books I can even recall enjoying were the Dan Brown novels. I am anticipating the release of his latest book in the fall. Anyhow, I am reading a book about a missionaries experience living with the pihara tribe in the amazon jungle. This is the second time I have read a book about someone documenting their experiences with a tribal community. I believe the anthropologists in me finds it intriguing how some cultures have no concept of numbers, to them you either have one thing or many things. They don't even have a real concept of color. The interesting thing is that the missionary went there to convert the people to christianity and ended up realizing that their perception of reality was so different than his european understanding of life and death. I have only read the first few chapters but so far it's captured my interest.

Actually I did just finish reading another book about a black brain surgeon Keith Black. The book was interesting because he dealt alot with people given months to live. One thing that stuck with me is that he notices that people can actually live a full life in a few months; most of us never get around to this because we are so busy with life and expect to have so much more time to live in the future. It made me think about how my life would change if I were diagnosed with terminal brain cancer and only given a few months to live. It also made me want to live healthier!

Monday, April 27, 2009

First day of last week

Today is the first day of finals, and I will be giving mine from 3-5. I will be very glad to get this class over with. The moment I enter and submit finals grades, I will definitely breath a hug sigh of relief. I get very disorganized with my class toward the end, and it is reaching the tipping point. I have had several student contact me over a various number of issues and it is getting annoying.

Over the weekend I successfully applied my methodology to a electricity dataset. This was actually much further than I planned on going in my research, but since it fit so well and it didn't take long to do, I think it will be worth putting in my thesis. I also spent some time marveling at the robustness of the algorithm. It appears these results can identify a very general class of time series models with few assumptions. I am laying out an outline for the second writeup in my thesis, right now I believe it will go as follows:

1. Nonlinear Estimation Theory: particle filters, smoothers, improving the smoothing time
2. Nonlinear Parameter Estimation: Simple Model Filtering estimation, complex model with jumps, complex model filtering estimation.
3. Application: Simulated data, actual datasets

The good news is that I have a good skeleton writeup already and I will just build from it. My final thesis should be somewhere around 100 pages which will be more than sufficient.

I got accepted to the IMSM 2009 conference (my back up plan if I didnt get the FPL job) and got my July 20 start date confirmed by FPL this morning. I would like to do both, but the conference just so happens to be the week of my start date, and I wouldn't want to push that start date back over that. This reminds me that I need to speak with Pam since the last day to defend in Summer A might be in early July...This means that it's more likely my adviser will have me do the defense over skype but we will see.

Saturday, April 25, 2009

Very productive week

After my breakthrough earlier this weeks, my results and understanding of the problem have exponentially improved. My goal is to completely finish my write up on the old material this month so I can just focus on this new stuff which how now become quite interesting with many implications and promise.

I spoke with my adviser yesterday and one thing that I took from the meeting was the need to ensure that the work goes on. This is now added to my list of things to do, and I took one of my other colleagues to lunch yesterday so we could discuss her possibly pursuing some of this work. I personally think that it is a win-win for any graduate student with vision. I have topics...topics alone can take years to find. I know the papers you need to read and I know exactly what you need to know so that advisers will work with you. So if a new graduate student has the interest and motivation, they should have no problem whatsoever graduating.

My hope is to have some working group established in this area that can pursue the technical stuff (programming and theory) while I focus less on theory and programming and more on collecting data and suggesting models for the theory from my work. If we can create a productive working group I have no doubt we can all publish papers with minimal work.

Finishing my old work has been quite a pain, I've lost interest in most of it partly because I have talked about it so much and also because it doesn't seem as difficult as it once did. I wonder if my current work will feel the same one day.

Thursday, April 23, 2009

More Time..Less Stress

I was able to get my start date pushed back to July 20 and they said it would even be fine if I need longer. I said a week at the most. This works out perfect for me since my lease is up the beginning of August anyway and it basically give me another month to organize my thesis.

My work has been going quite well, ever since I stumbled upon that idea of reducing the jumps size. I have been able to run tests to diagnose the problems that were occurring earlier. I am varying the parameter slightly to see how the procedure reacts.

I have now spoken with all my committee members and they are all on board with my plans to defend this summer. The only issue now is finding a date that fits within everyone's schedule. Several professors have suggested being out of town for several weeks over the summer; so as a statistician I should probably calculate the probability that they will all be in town at the same time. Right now, I am thinking July 17 sounds good. My adviser will be back from France even though he said he could also do it via skype.

Apparently my thesis has been making it rounds around campus. My brother told me yesterday one of his students got a copy of it from the finance department and another graduate students in the statistics department is reading a copy to start his own research. I told him I will help catch him up to speed on my work over the summer and I am actually pleased that someone in our department will continue pursuing this line of work. There are many areas in the particle filter, smoothing literature that I just wont have time to explore but would no doubt yield a dissertation for someone willing to pursue it. There are also many applications in finance and economics that I see.

It's encouraging in the sense that currently I am the only graduate student in the department working in this area. Hopefully I have started some spark that will grow, and hope is that I can still do some collaboration with the other graduate student while I'm in S. Florida and perhaps get a paper out. It's not that I haven't tried to market my work before; however the graduate students I talked to either had areas of research or simply just didn't have the skills necessary to do the work. But this guy seems like he's willing to put in the work necessary to understand whats going on.

I won't go into details, but one lesson I learned yesterday from watching a colleagues essay defense. Never ever...ever put stuff on you slides that you are not prepared to defend.

I had my last class yesterday, after 3 years it feel like I'm leaving at the right time.

Wednesday, April 22, 2009

Stumbled upon

I stumbled upon a result today that verifies that my theory works! This idea came at just the right time. I had just gotten out of a meeting with my adviser in which we were discussing strategies on how to test the theory, some of the ideas were to run simulations that could take weeks, because all of my preliminary results suggested I needed a ridiculously large sample size.

The filtering technique definitely improved the time of my results but still the tests were going to consume alot of precious time without even knowing if the theory was correct. As I was going back to my office thinking about how much work I would have to do just to test the theory, I thought "what if I just decrease the jump size"?

I had done this before in some early tests but I didn't think to do it in the parameter estimation, however the logic suggest a smaller jump size would imply smaller particle size. Woila it works! The likelihood increases at each iteration which is consistent with the theory, my parameter estimates are not the same, but the theory doesnt guarantee that; only an increase in the likelihood. But this means at the very least that the theory works.

I cannot overestimate how much a sigh of relief this was, I have found dry ground. I barely know where I am, how I got here, or what this means, but I know I have dry ground. Right now I am running the algorithm from different initial conditions. This should be the beginning of the end.

Tuesday, April 21, 2009

Saving time

I believe I have discovered a way to save a bunch of computation time. This is actually something I already knew but I just hadnt applied it to this specific computation. Basically, the smoother takes about 8 hours to do 500 particle over 100 time steps...the filter can do the same computation in less than 2 minutes.

The cost is that the smoother has a better fit of the data, how much better of a fit? Not much...maybe a few percentage points better. This makes the filter desirable to at least test the accuracy of the computations. I am not sure if I can do parameter learning with it because it goes against the theory, but I will still try. I am currently testing the filter with 5000 particles...this would no doubt take about a month to do with the smoother. I will probably have very similar results in about an hour with the filter.

This is the accomplishment of the day. Once again, just scaling back the ambition for a while, making sure all my expectation computations are correct.

Monday, April 20, 2009

goal

My goal right now is to be 100% confidence that my expectation work. Forget the parameter estimation for now, I will scale down those ambition for another day. Currently programming tests for achieve this. So far the results are mixed.

Growing frustration

This problem is becoming more of a pain than and interest every day. The problem with this is that it makes me more prone to error when I am anxious and irritated with having to debug and reprogram stuff. I found another major error today in one subroutine that was inputting the wrong parameters.

This was probably something that I should have recognized earlier. Specifically since I noticed I was getting negative values in the output of the subroutine when they should clearly have been positive. After correcting this I made some progress in my computations. Still I have yet to achieve good results in the full routine.

My students have their presentations tomorrow and I really haven't given it much thought to how I will implement all of the presentations. Once again I will probably wait till the last minute. I had an hour long conversation with the relocation department for fpl. She basically laid out my relocation benefits and for some reason they still have me supposedly starting on may 11. Definitely not gonna happen.

I am having trouble locating one of my committee members. He seems to be out of his office every time I stop by. Hopefully I can catch him sometime this week.

Saturday, April 18, 2009

Week of events

I haven't written recently partially due to my extensive travels and hectic schedule. NC was good, I met a lot of nice people and the experience as a whole was enjoyable. The conference itself was sortof a disappointment. Not that anything was wrong with the conference, it was just that I was expecting more talk on sequential monte carlo method techniques but it was more on computer design of experiments.

Also, when I arrived I looked on the schedule and realized that I was listed as a poster presentation. So during the first couple of hours of the conference, I was on my laptop creating slides to put on a poster and planning to give a brief talk to a room full of statisticians! I winged it pretty successfully and got positive feedback about my work.

The research triangle in NC is an interesting place. There are no stores anywhere around and it definitely has the feel of a place in which you can spend time thinking deeply about many things. I found my short stay there very enjoyable, but I do believe I would become extremely bored there during an extended stay. At one point in my life, I probably would have enjoyed this seclusion more, but I have grown to enjoy the interaction of people and business of life outside of work.

I mistakenly booked my flight for the am instead of the pm which meant that I missed the last day of the conference which was friday. It was too expensive to change my ticket and I actually didn't mind once I realize the talks were not going to be very interesting to me. In fact, I spent most of the conference talk time just working on my laptop and running simulations for my thesis.

I discovered a bug in my many lines of code today. One that was very detrimental to my program and that I had overlooked several time due to it's subtle nature. The bug was so subtle that it was able to mask it self well when I ran my program in simple situation so that everything worked perfectly. It was only when I added "jumps" ty my model, did the but switch into effect.

Most of the problems that I run into actually have nothing to do with the theory I'm thinking being wrong, but rather the limiting power of the computer. For example, the computer might say I am dividing something by zero, which theoretically cant be zero but is so small the computer just says that it is.

Anyways this bug has moved me back into the direction of solving the problem that I had only recently concluded couldnt be solved. That conclusion would have been correct had I not found this bug. I will have to run more tests to be sure again.

This week my department celebrated it's 50 year anniversary. I got to meet up with several of my old colleague that have graduated already and the event was very nice. It's almost like a second family meeting when a group of statisticians are in a room together, there's a bond of jargon, and common purpose. The take raw data which can be very ugly and worthless and make something meaningful, powerful, and beautiful at times.

I missed the entire second day of events as I have been working intently to solve this problem in my office. I am setting a mental clock of two week for this problem; if it is not solved by then I will just give it up.

Tuesday, April 14, 2009

Conclusions

I am rather pleased with the work I achieved today because I believe I have done a sufficient amount of test to conclude that there are two many parameters in my model to obtain exact solutions to my problem. I am fairly confidence in this fact now even though the equations have a very nice form.

I spent half my day dealing with the labcorp people for my pre-screening drug test. They gave me the wrong information and registration number 3 times, wasting 2-3 hours of my day. I am on the 2 page a day thesis plan right now and I will start wrapping up my results by the end of the week.

I am leaving for NC tomorrow and have not done a thing to prepare for my trip!

Monday, April 13, 2009

Job cramming

My life has went from 20 to 2000 mph in a couple of days. After the offer, my time line for everything I need to get done has increased exponentially. I am now simultaneously witting my dissertation and trying desperately to finish this last results. I am literally bouncing around the correct answer and the solution continues to elude my grasps. Even when I try to diagnose the issue, I can't pin down my diagnosis with certainty. I am becoming obsessed with solving this problem, as there are several advantages to doing so.

First, it would significantly reduce the amount of material I need to add to my thesis. In summary good results means less writing, however not a good results requires more writing. More writing requires time and time is not something I have much of right now.

I have requested an extension on my start date, hopefully I can get it moved to mid July or August. Currently it is June 15 and I am working under that assumptions. I need to successfully defend my thesis before I leave as well as turn in my thesis document several weeks prior to my defense date.

On top of that I need to find a place and move all my stuff down to S. Florida. I can't even focus all my attention on these thing since I must finish teaching my class as well and I still have a conference to attend in N. Carolina this week. The pressure is on and I am definitely feeling it. I did take friday off to celebrate with my friends, but the rest of the weekend was spent working.

There are many variables I am just counting on to turn out okay. For example, I need to somehow hope that all my advisers and committee will be in town this summer. I am also banking on an extended start date. All these things I cant worry about right now however, what matter the most right now is finishing this freaking problem!

Thursday, April 9, 2009

Job Offer

Long story short: I got the job offer with FPL (Nextera Energy) as a Business Associate in the PMI-Risk Management division.

I was really starting to doubt that I would hear back from them; apparently there was an issue with somebody being sick that had to sign off on the paperwork. The package looks really good and after my euphoria subsides I will need to focus intently on what I need to accomplish to make the transition to S. Florida.

Nice Quote

I ran across this quote on facebook and liked it:

"...As if, somehow it makes sense that we can't comprehend our brain's own hundred billion neurons WITH our brain's own hundred billion neurons"
-Albert Goldbarth

Wednesday, April 8, 2009

Quiet Day

Still no call from FPL confirming or denying my status. It is getting to the point where I will have to start assuming that I won't get the position because the last day to get a discount on renewing my lease is tomorrow.

I spent the day debugging my program and found a possible problem. I don't think I am computing the joint expectations correctly; while I don't have a solution yet, this at least narrows the search of my problem. I also discovered several other careless errors in my program. I have re-vised my estimates several times but I believe this should be the last of it.

I spend a decent amount of time examining my students grades in the class; I will spend the first part of tomorrow going over their standing in the class and I might finish my lecture for the semester tomorrow. My students keep asking me when the final is and I keep telling them the university decides that stuff. Truth is, I don't have a clue; I don't care to look at the stuff until the week before finals. The one time I did take the time to alert my class at the beginning of the semester, I accidentally looked up the wrong time. Thankfully a student double checked the correct time and sent me an email.

I went to go see congressman Allen Boyd yesterday; he's a really down to earth guy. Fortunately, few people showed up and I actually got to have a 5 minute conversation with him, it went something like this:

Boyd: He how are you, my name is Allen Boyd?
Me: Yes, I just looked you up on wikipedia
Boyd: O really, what did they have to say about me
Me: That you're a Blue Dog
Boyd: haha...we'll you don't have anything against blue dog's do you?
Me: No, I think that shows a streak of independence, I'm actually a libertarian.
Boyd: Really?
Me: Well I like to say libertarian in theory, democrat in practice
Boyd: I guess George Bush bought alot of you guys to our side huh?
Me: Haha Yea
Boyd: Well sound like you might be a Blue Dog too!

He spoke about the bailout for about half and hour and opened the floor for questions. I really like his answers on guns and healthcare.

One guns he basically said that the only time some people who live in miami and new york see a gun is when it is used in a crime. In rural areas guns are mostly used for hunting which is why there is always this divide on this subject.

On healthcare, he actually gave some good arguments for not rushing to a single payer system. Since all doctors would essentially be paid and regulated by the government, there are bound to be inefficiencies created.

I'm glad I went, I see why it's important for politicians to go out and mingle with the people; He seems like a decent and thought guy and I'd probably vote for him next go around.

Tuesday, April 7, 2009

Still haven't found the way

I was slightly annoyed with the computational results I've been getting because it is hard to diagnose whether my program just isn't working or I don't have enough data for it to work. If I could easily distinguish which one it is it would make life simpler.

Things I know:

1. If I know Y and X, I can estimate Z
2. If I know Y and Z, I can estimate X
3. If I only know Y, I can combines (1) and (2) to estimate X and Z in simple problems

I still haven't figured out how to estimate X and Z by combining 1 and 2 in a slightly more complicated problem.

I feel as if all the pieces to the puzzle are there, I just need to make the final leap. Still on word from FPL, so I spent the day in suspense which was actually frustrating. I just want to know is it a yes or no. Good thing is that I finally got my check from them yesterday for my expenses that I incurred while traveling down there to interview.

I also got a letter from the ACT saying I didn't get their internship; I really didn't care about that one and wasn't looking forward to IOWA anyhow. I would have reject me probably. I submitted my paperwork for the IMSM 2009 workshop and was actually please with my essay since I had it reviewed by someone more talented with words than myself.

US rep Allen Boyd ( I think that's his name) will be on campus today at 7. Not really sure what he's talking about but I think I would like to attend.

Monday, April 6, 2009

New Start

It was good that I waited to speak with my adviser before I continued working on the problem. He pointed out a couple of things that made me realize that I had overlooked several details in my programs. Basically I wouldn't have gotten any correct results until I had dealt with these issues. I spent most of the day correcting these problems and preparing my notes for tomorrows lecture.

I got a call from FPL today informing me that they should have a decision for me within a couple of days. The suspense is killing me haha. I am actually quite content either way right now. I wouldn't mind getting the job, it would be an exit out of graduate school and I could start wrapping things up quickly assuming I get this problem worked out. I think it's a great location and opportunity.

I also think that there will be several opportunities for me even without the job. There is JSM 2009 in August which will no doubt have multiple head hunters. Also the summer workshop assuming I get in would be a good look. There are all several consulting opportunities that could pursuing this summer.

Basically I strongly believe that God has already made the decision for me. Whatever it is, I believe that He know where I should be; it's my job to understand why. Looking back in my life there have been so many decisions that have caused dramatic changes in my life. This will no doubt be one of them, as big as my decision to move to FSU four years ago.

Life has been going pretty smoothly and I'm looking forward to going on a run and hitting the gym in about an hour.

Sunday, April 5, 2009

Enjoyable Weekend

This weekends was one of the better weekends that I can remember me having in Tallahassee in quite some time. It is sunday afternnon and I haven't done any research, nor prepared for my class next week; and I still don't feel rushed to do so.

One great thing about my schedule this semester is that monday is practically a free day for me to get a manageable amount of work done. And so while I wouldn't mind getting a few things done this weekend, I'm sure I can push it all to monday.

I ended up going out on Friday with a couple of friends; and had a pretty enjoyable time, which is something that doesn't happen often. As I get older, I find the nightlife in Tallahassee to be a much younger crowd than I prefer to hang around; plus I have a preference for spots that play alot of reggae music and that just isn't a popular form here. Fortunately there was about 30-45 minutes played on the night we went out.

I went to the department picnic saturday around noon; due to the lack of sleep I had form the night before and a game of soccer at Tom Brown park I was very tired when I got back. I practically slept the rest of the afternnoon. I am still in bed right now; I only plan to do work which I can do on my laptop anyhow; there are couple of thing I would like to attempt to do at some point today:

1. Start thinking about a revised version of my student's final project. I already have a template made, I just want to structure it a bit more.
2. Finish the essay part of my application that is due on April 15. There is a weeklong program this summer for graduate students to work on a team solving industrial problems for several companies. I think it would be an excellent way to get a foot in the door for possible employment if FPL doesnt work out; which I should here something about this week.

One reason I am not attempting new things with my research is that I feel as if I can gone quite a while without getting feedback from my advisor. Often when I do this I end up missing crucial things I did not see before which would have saved me a lot of meaningless pursuits. So I am being patient and will wait until tomorrow to discuss my progress and remaining issues.

Friday, April 3, 2009

Flawed Logic

My results yesterday was actually premised on the knowledge of 2 parameters in the system. While this is significant project given the amount of parameters in the model; I must still work on this problem to element the need for this knowledge.

My model is so complex now that I have to decide between:

1. the time it's takes to get results
2. the accuracy of my results

If I increase my data observation I get better results, however it could take hours longer to finish. When you are certain that what you are doing is correct this is fine. However when you are just testing out models it is not cool to wait 2 hours only to find out you accidentally added a line of code that wasn't supposed to be there, which mean you must run the whole thing again!

Write now I am running a very computational intensive step known as a forward backward smoother. Everything else in my program runs quickly, however it takes 6-7 minutes to run this step, and I need to run it at least 10 times. So I try to time my running of the program around lunch time and when I teach. I really should get in the habit of running the really long simulations over night when I am sleeping.

I am sure other statisticians in the department would scoff at my simulations only taking hours as I know some of them are running simulations that take months and in some cases years running on 4-5 different computers! In our computer lab it is not uncommon to see multiple computers with a "please don't touch" paper over it.

Once again, I am giving a brief 2-3 minute talk about my research to a visiting professor at 4. Other than that I just plan on playing around with my results until next week when I can meet with my adviser. I feel as I am making progress at a reasonable pace right now so I am not anxious or anything. This is a very rare feeling in my life.

Thursday, April 2, 2009

One of those days...

I had one of those day in which I had extreme satisfaction with what I do. Partly fueled by the fact that I have come up with a way to solve the problem I have been working on. Right now the results are very crude and the theory very messy and disorganized, but I'm am dancing around a refined solution and I am quite confident in my results.

It's very interesting how research works, I remember when I first stated the problem and it seem almost impossible but something to just play around with. After playing with the problem, I started to see some possible solutions. By working through many possible avenues, I stumbled across a method that appears to spit out what I've been looking for. When I am closing in on a solution, I feel as if my mind works faster and faster as if I started accelerating down a hill. It will be interesting to look back at my entries to track all the ups and down of my thought process when I finally converge to a solution

I had very small classes today probably due to the rain, but I felt my lectures went well; I prefer teaching smaller sections anyway. I had to leave my office early last night so they could finish installing the new carpet in the department, they finally finished today and it will be nice for everything to be back to normal. Due to all the rain last week, the department picnic has been moved to this coming Saturday; I hope it is beautiful day because I am looking forward to going to the rez.

Wednesday, April 1, 2009

Significant Progress

I made significant progress on my problem today, instead of re-specifying my model I rescaled the data so I would get extremely large numbers. I have completed the verification process of my parameter estimates using the first and simple test.

The last remaining step is the verify the parameter estimates under the second test which is a more complicated situation that I don't feel like tackling today. Actually I do and I don't; I am curious to see if this results works but I have a ton of code that I will have to modify to do so and I don't think I have it in me today.

I still need to prepare for my lecture tomorrow. My students took their exam yesterday and I don't think many did that well. One girl decided to drop and several other are worried about their standing in the class. I think most of them are causing themselves more anxiety than is warranted being that most people that take my class makes A's, but I'd rather them concerned than complacent.

I wrote a recommendation letter for a student two years ago whom I could barely remember. The only reason I did so I guess was because so few students ask me to do so, but if I was swamped with requests I doubt I would have done it. The way she approached me probably made me less enthusiastic to do so.

I went to a talk yesterday where some Christian philosopher came to campus to argue seven different 'proofs' of the existence of God. It was almost to esoteric in nature and I could tell most people in the room did not understand his logic which went something like this:

1. If God exists, then objective moral values exist
2. Objective moral values exist
3. Therefore God exists

I prefer the ontological proof of the existences of God, however the version he gave had 7 or 8 logical sequences which I thought was a bit much. My version is much simpler:

1. We can conceive of a God by definition to be the greatest thing that can be thought of, if there were anything greater than that would be God
2. It is greater for such a God to exist than not to exist; since not existing would not be the greatest thing that could be thought of.
3. Therefore God exists

Such logic depends on the assumption that existence is greater than non-existence which from our perspective seems at least logical.

He did mention a nice example about how infinite-infinite=infinite, or 3, or 5; that was probably the only thing he really explained clearly.

I traded my old nonworking laptop for a fancy working photographer's camera, I have not use for it but will give it to my sister when I go back home. I spoke with FPL yesterday and was told there still was not a decision on the position yet, however they assured me that should know something by April 10. I really would like to know how my summer is going to be ASAP so hopefully I hear something by the end of this week or early next week.

Tuesday, March 31, 2009

Floating Point Error

Simple math will show you that ((4.9-4)*10-9)*10^15=0; however your computer will tell you that it's 3.55. This is because the computer is approximating 4.9 and so most of the time the error is so small it doesn't matter, but if you add up a bunch of these errors then you get a big error.

I always knew there was this precision error in computers, I just didnt think I would ever run into the problem...well now I have. I now must re-specifying my model because my computer is not smart enough to calculate things precisely. This probably would have happened at some point anyway, but I really wanted to have a working algorithm before I worried about the interpretation of what I'm doing.

Monday, March 30, 2009

Billions and Trillions

I was asked by someone today whether a trillion was bigger than a billion.

I'm not really sure what to say about this, but I do believe that person represents 'millions' of others that probably don't know.

Finally!!

March 30, 2009: After multiple delays (approx 3 months), my Journal article has finally been sent out for other people to read!

Still the first phase as we will probably have to revise some more once we get feedback, but honestly at this point I'm just glad it is being sent out into the world of scholarly criticism. At this point I am not even concerned about the criticism my paper might receive.

But as of now the revising the journal is officially on the back burner.

First day of the rest of my week...

I am back from a rather interesting weekend which consisted of me and my brother attending two African gatherings with lots of food. It was good to get out of town for a while and I gladly left my work here at the office but now I am back. I also played a game of basketball for the first time in many years; it was fun even though I did suffer an slight injury. I was hit in the eye so hard my contact fell out, amazingly we were able to recover the contact in the darkness since it was nightime, but I threw it away as soon as I drove home.

I am still having the calculation problem I mentioned earlier and I think it has something to do with the exponential term. For example, take x=1 and y=2 while these numbers are now to far away from each other, the exp(exp(1)) and exp(exp(2)) and 15.15 and 1618.18 respectively.

What I think is going on is that small errors are being magnified by the exponential term. This would mean that this would be one of the 1% of time when matlab is making the error and not me. I will run this though by my adviser with whom I am meeting with this afternoon.

Right now I need to solidify my students exam which can take some time. I need to change the problems, work out solutions to the problems, and then assign point values to the problems. I would like to knock this out in like an hour.

Saturday, March 28, 2009

Making Moves

Final thoughts on the week:

We won the brain bowl for the 3rd consecutive year; it was pretty fun. We had the BGSA dinner last night and the food was surprisingly good. Supposedly everyone was suppose to go out but I think after all that food most just decided to go to bed.

I was determined to do something, which ended up being TGIF for some more eating and then bed. Once thing that has been frustrating me lately is the over consumption of work by everyone around me; no one seems to take a day or night off anymore. I feel as if I need a little more action around me. Camping or beach trip....something different.

I go my oil changed and put my last revision on the journal paper (yes it did not get sent off on friday); monday is the new sendoff date. I am leaving for Pensacola at some point today and hopefully can make it before the thunderstorm hits.

Friday, March 27, 2009

Man vs. Computer

I decided against re specifying my model after I realized I had a bug in my program that was completely throwing of my estimates. So now everything is working, however I have ran into a very annoying problem that happens every so often. A theoretical result that I absolutely know is true is not being verified by my computer. I have programmed long enough to know that 99% of the time, there is an error in either my logic or what I am programming and not the computer and so the fact that I can't correct the problem is quite frustrating

A simple example of the problem I am facing that I know for a fact that (x-2)^2=x^2-2x+4

Yet when I have my computer compute: (x-2)^2

I get a different value than: x^2-2x+4

Even more frustrating is when I generate my data one way, I get same number in both equations; it's just when I generate the data using another way.

I cannot for the life of me figure out what I am doing wrong, I have been staring at this for hours and almost embarrassed to have to ask my adviser about this. Sometimes when you stare at a problem so long, the simple things become the problems. I really should be quite thrilled about having obtained good estimates of all the parameters, but this is really clouding my high.

Thursday, March 26, 2009

Still no complete solution

This week will end in suspense over my derivations. My new approach is to respecify the model and see if I can get better estimates, if not I will somehow have to make what I have work in some meaningful way. I feel as I am very close, but yet so far.

I had a couple of issues with my group projects I have been assigning in that 1 group member was not helping out on the project. A slight blame game started but I do believe the situation has been resolved. I gave my students and extension on their project until Tuesday; from what I have seen, I think this new project was pretty successful and so I think I will add this one to the coursework.

The BGSA brain bowl is today and I am a participant so I will attend that at 8 and hopefully tomorrow I will finish the last revision on my journal paper.

The Obama Gamble

Most of my training as a statistician had lead me to view most real life outcomes a probability instead of certainties. Regardless of what I really think will happen, there is a change that what I think is wrong. For me that is a given assumption, what really matters is the probability.

For example suppose you play a game with only two possible outcomes, you either win $1000 or lose $10000. You might play this game if there was at least a 90% chance of winning, but might not if there was only a 60% chance. A statistician would decide whether this game was worth playing by calculating something called the expected value. Basically, if you know the dollar value and probability of each outcomes; you can calculated this quantity. If it is positive you would play the game, if not you wouldn't.

Similarly, Obama is betting that if we borrow and spend enough money on healthcare, energy, and education, we will save money on healthcare in the future, make money from a new energy economy, and a make money from better educated public. There is also chance as in the words of Rush Limbaugh that he fails. As a statistician, I would like to ask the following question in today's townhall meeting:

I would like to know your administration's estimated dollar amount gain assuming you succeed as well as the estimated dollar loss if you fail. I would also like to know your estimated probability of these two events.

Somehow I feel as if the question is a little wonkish, but I think the debate over the estimates the White House provided would create quite alot of chatter in the analytical community.

Wednesday, March 25, 2009

Crazy Day...

I spent the first part of the day going over typos with my finance adviser for the journal article. By around 12 I think we were both pretty sufficiently bored with the process. I ran the simulations my stats adviser suggested and low and behold, I definitely have a problem of identifiably in the estimate "h".

Now this means I should try to respecify the model to hopefully a system where all the parameters can be estimated. I am annoyed that my grader has not given me back the assignment for my class tomorrow. The students have an exam, and because he couldn't find the time to grade 10 papers, they will not have their assignments back to study for their exam on Tuesday. Sometimes I just prefer to grade my own paper; but being that they provide me with a grader it's hard not to turn down less work for the same amount of pay.

Did a one-hour tutoring session today. I have a pretty good setup right now with this guy I met a couple of months ago. He tutors maths sessions for a living and any students he can't tutor he passes along to me. Saves me the time of having to go out an find business, and the money is not bad.

I need to know what's going to happen with the FPL position really soon, our apt complex is giving us a deal until April 10 if we re-new and how my life is going to turn out is still up in the air.

Tuesday, March 24, 2009

Tuesday's the busiest day

Every Tuesday, on top of teaching my two classes, I have to do one hour of tutoring in the library for all students taking a statistics class. Normally my hour is at 1 however during "exam week" it starts at 2. Being that "exam week" really is so generic I don't know when it really is; I showed up to my hour early today.

I was sortof annoyed because the library is a decent walk from my department and the pollen outside is really getting to me. I definitely need to get some allergy medicine because I am blowing my nose and scratching my eyes constantly.

Apparently I derived some of the estimates wrong as I got very different equations today. There is now another estimate "b" that I am not sure about now; hopefully I can clarify these issues during my meeting this afternoon.

I can tell that the assignment I gave my students today was difficult for them. Most took the entire session to finish it and I think they are sortof confused with the material. Sometime between now and Thursday I need to make Exam 2 which most likely will happen tomorrow. My plan is to leave school by 6 today so I can go for a run.

Monday, March 23, 2009

The academic life

Over the weekend I had a conversation with one of my good friends about work in general. We both grew up in the same church and went to the same high school; after that he went the technical trade route and me the university route. He now works in industry on trucks and I work in academia on equations. Academic life is not for everybody, and here I will list the main pro's in con's in my opinion

Pro's: The main benefit of academics life if the unstructured work schedule. There are two main components to my life in academia: Research and Teaching. There tends to be a lot of flexibility in pursuing your own research interests on your own time; also you pretty much prepare your own lectures and agenda for a class semester. Now I have never done this nor would I, but I could probably leave un-announced from work right now, travel the world or do whatever for a month, and come back without my boss asking me where I have been and still receive my bi-weekly pay-check. Nobody is really breathing down your back to see what you are doing

Con's: From the moment I got here, I had 5 years to take a certain number of classes, pass my qualifying exams, and write a dissertation. There is really not set pace or order in which this need to be done, but you have 5 years to get it done. The hardest things to do is properly pace your progress. Those that pace it too slow are often slammed with massive amounts of work at one times; it's the equivalent of having to run twice as fast the second half of a race because you walk the first half. The other extreme is taking on too many things and not being able to stop running when your supposed to be walking. You end up thinking about your work constantly, asking yourself if you have done enough or if you can improve something. Even on vacation, you must bring your laptop for research along with several journal paper to read. It is hard and very annoying when you cannot stop running.

The con's often makes a 9 to 5 job look very appealing, because you know once 5 o'clock hit's, you don't think about your work until 9am the next day. However, I can imagine it might be hard to give up the freedoms that academia brings. In industry every decision made is to make the company more profitable; this can cause employers to be very demanding of employees while they are on the company's dime. So there is no doubt when it comes to freedom from the corporate structure, academic life is a haven like no other.

From our conversation I concluded that there are days when we really do not like what we are doing, but overall we find satisfaction from our work.

Meetings

My meeting with my stats adviser wasn't really a meeting, instead we agreed to schedule a meeting tomorrow. I did however present my results over the weekend and he suggested a couple of tests I did not think of doing before that will add confidence to my methodology.

I also met with my finance adviser in which we revised my journal article for at least the hundredth time. I have said this many times before, but I think we are almost done with revision; and hopefully by friday this paper will be submitted and that will be a huge relief for me. I think most of what is left is typos and such...at least I hope so. While I think the paper and it's current form looks multiple times better than it did even on the 40 sumthieth revision, I am definitely tired of looking at it and bored with even thinking about it.

I plan on finishing the assignment I will give my students tomorrow and calling it a day; I can finish everything else tomorrow. I would like to go to this comedy/poetry show tonight, but this this BGSA week and we have an event I believe at the same time so I am not sure of my plans as of yet.

Sunday, March 22, 2009

Decent day's work

I ran the first test and the results suggest that 5 of my 7 estimates are working correctly. There are two that do not give me the correct values I would expect, one have never given the correct value even on simpler problems and so I believe that is pretty much an issue of identifiability; I am quite sure I have the correct equation because I have used it successfully before.

So there is really only one estimate (h) I am unsure about because it's a new equation and I am not getting the correct values back. The good news is that I know the direction I am going is the correct way; you always feel as if you are sort of just hanging out there until you can verify your results...you just don't know if what you are doing means anything. But I think I have done a decent amount of work to bring to my adviser on monday, I will ask if he can verify or correct my h calculation; if he gets the same estimate I will recheck my computation again and if it doesnt work I will assume that this parameter is also not identifiable. I will think proceed to the final test; hopefully I can wrap up testing by the end of the week. I feel pretty good though, when my research is looking promising to me I feel more optimistic about it in general since I know what I need to do.

One reason I am in a hurry to get results is because I am attending a conference next month in which I am suppose to give a poster presentation. My current poster presentation isn't really related to the conference theme however this problem that I am working on now is and I think it would be an more interesting contribution. This is however the best case scenario, I won't stress myself out to reach this goal.

In other news, after looking at the academic calendar I realize that I am running out of time and I am doubtful I will be able to cover everything that I usually do in my class. I definitely need to cover hypothesis testing, but it would be really bad if I skipped confidence intervals so I will try to squeeze that lecture in somehow. I also need to assign the final project as well as a presentation day; I think I will schedule their last assignment for when I am at the conference since I can always get a fellow grad student to handle that.

Well, I am satisfied with my progress today and so I think I will take off.

Saturday, March 21, 2009

Results!



I had a fairly productive date in that I was able to obtain estimates for all the parameters in my model; I briefly ran into a problem of identifiability which is when you aren't sure what inputs give your the output you observed. I will give a simple example of this issue: Suppose I want to find a value of "x" such that 10=2*x, you can clearly see that x=5 is the only possible answer; this system is identifiable. However if I ask you to find the values of "x" and "y" such that 10=x+y, there are many possible values 10=3+7,10=4+6,...etc. This system in not identifiable.

In order to fix this problem I had to respecify my model to give me more information about the estimates. For example, if you had know that y=2*x, then you could find unique values of "x" and "y" such that 10=x+y, but you had to add that extra information. The results look really promising and if proven true, this might be my greatest accomplishment yet. I now need to verify my equations, there will be two steps in this verification process; the first step will be the easiest to implement and the second step might take some time. So how does verification work? Well let's say that you claim to have some tool (which in my case is the equation) that can tell how fast a car is going. One way to verify the tool is to drive the car at a speed that you know, say 60 miles and hour, then use your 'tool' estimate the speed. If the tool gets a value close to 60 like 59 or 61 then it is probably working, if you get a value like 100 or 10 then it is probably not working and you need to fix the tool. So tomorrow we test the tool.

Breakthrough!

Yesterday I experience a small victory...as I have previously mention, I didn't think the problem I have been working on appeared to have a solvable solutions; well after toying around with the derivation yesterday it now appears possible. My adviser seemed quite confident about this fact all along, but I have been doubtful.

I derived one estimate yesterday and in spite of the very complicated looking equations, I can tell that it has a form that makes intuitive sense. As my adviser once told me: "You should try to understand what the equation is saying". For instance the equation, y=2*x means that you have some variable "y" that is twice the value of another variable "x". This gets harder to do when you are looking at equations that are extremely complex, but nonetheless it helps you to understand what exactly it is you have done. Well, tt is almost 12 so I need to get started and see what happens.

Friday, March 20, 2009

Agghhh!!

I have working on these equation all morning and I have reached a point where 90% percent of the mathematics makes sense, but there's this annoying 10% of the math that doesn't. Many times the issue is small enough to ignore and you figure it out after you come up with you solutions, but these issues are bothering me and it will take a significant amount of mathematics and programming to test my results so I would very much like to be on the correct path. I have emailed my adviser and requested an emergency meeting; I would at least like to have something I can work on productively over the weekend.

We had colloquium this morning. The speaker was definitely old-school; no powerpoint or latex presentation....just the projector. Once a statistician get's to a certain point in their career and has established a name for themselves, there are somethings you can get away with that an graduate student just couldn't. For instance, the speaker's presentation was completely handwritten, he openly admitted not really knowing any real application to the work (though he did mention some insurance problem at the beginning of the talk), and that the one simulations he did might not be correct. A perfect example of a theoretical statistician in the ever increasing applied statistician world.

I didn't understand anything he said other than the first slide. He started of by stating mathematically an insurance problem of ensuring you have enough money in the bank to pay for any insurance claims that might occur with a certain level of confidence. The rest of the talk was about manifold, laplace transform, convolutions, and other complex ideas that I haven't seen or barely remember from my days in differential equations. I don't even think he even solved the original problem. Ok, let me get back to work....after checking every news website in the world!

Problems and solutions

I had a very productive session with my advisor yesterday. I feel a little more confidence about being able to obtain a solution for the problem I am working on, but I still think I am a long way off. I will try to create and parallel analogy to the problem that I am working on.

Suppose you observe a ball flying through the air and it could have only came from two places; and the first place would have made the ball fly in the air at a different speed than the second place. There is also a certain probability that it came from the first place. Now if you observed many such balls, The E.M. algorithm can be used to estimates the probability of the balls coming from the first place, the speed if it came from the first place, and the speed if it came from the second place. This is a well known problem with well known solutions.

My issues is suppose that the speeds change every day and you observe one ball every days for several days. Can you still estimate the speeds and the probability? I am not so sure because in the earlier problem there were just two speeds to estimate; in this problem you would have to estimate the speeds at each day.

This is just the 1st issue in my problems, it actually becomes harder because supposed you dont' actually observes the balls, you just observed the winds changes that might occur if a ball is flying in the air. Given only the wind measure can you estimate, the speed, probabilities, and where the balls are in the air? Yep, I have alot on my plate.

Television

Recently I have been rediscovering the joys of flipping through the channels and watching random shows. This is quite new to my life as I mostly watch cable news (CNN, MSNBC, FOX); and movies and tv shows on my computer. I ran across a show call "manswers" last night and as the name implies gives answers to questions that only a man would ask. The one I found most interesting was: How to kill a bear with your bare hands. The show claims there is a martial art called Hikuta in which this can be achieved if under attack. I always assumed if I was in this situation the best thing to do would be to play dead, however "manswers" has actually got me thinking that I can fight a grizzly bear!

As wanted to watch the Obama's Late Night appearance on Jay Leno, but I was so caught up in "manswers", I missed the first part of it. I did catch him making his quirp about bowling in which he alluded to bowling like he was in the special olympics; the moment he said it I new that was going to be a story.

This is is second, that-wouldof-been-a-funny-joke-with-ya-boys-but-probably-not-as-president moment. The first came when he made the Nancy Regain seance joke. Once again, I think it will be a day story, but this in my opinion will be the last one he gets away with. The next one will become statistically significant enough for the media to create a storyline that Obama is an "insensitive jerk". I got to be honest and say that each times he's done this, he had me laughing pretty hard because it's the kinda of loose talk any guy would say around their house; I mean common who hasn't make a "special-ed" joke in their life. Nevertheless, this is not a storyline his administration would like to waste their time defending.

I watched a little bit of Jim Cramer's marketwatch show; I have mixed feeling about Cramer. I thoroughly enjoyed Jon Stewart exposing Cramer's "expertise" in stock picking for the fraud that it is last week, but I do see the benefit in Cramer making his show interesting for the average Joe. He's throws stuff everywhere, presses buttons that make weird sounds, screams and yells incomprehensible stuff and talks as if he's knows every stock personally...it's really intriguing and you can't help but watch sometimes. I feel as if he is capitalizing on a market of 20-29 year old that all grew up watching sesame street, where that characters manipulated us into learning our ABC's and 123's by making funny noises, singing and acting funny. Cramer is now using the same technique to teach us about stocks. Now to the person that understand the stock market pretty well, his advice is very elementary but I can appreciate the effort he put into dumbing down a dull subject; as I teacher I know that is difficult. I thinks it's the stock picking stuff and his creation of false or just unprovable storylines for why stock went up or down that turn me off, not the education on the terminology in finance he teaches. It also doesn't help that he was a hedge fund manager that use to do all the shennanigans he preaches against now; but as I said, I just have mixed feeling about his work.

In other news, I thought my lecture yesterday went really well, probably the best central limit theorem lecture I have given. I want to go back and change some of the direction I gave on the game I assigned them to make but I don't want to confuse them. I think I will just wait to see what sort of questions I get first.

Thursday, March 19, 2009

Bailouts

My brother and I were discussing the bonuses paid to AIG executives this morning. I told him I was wasn't necessarily angry at the bonuses paid because it all depends on how good the executives are at what they do. He didn't understand my reasoning until I came up with a sport analogy:

Suppose that the Cleveland Cavaliers get bailed out by the government and decides to caps the all players pay at half a million. This would be a wonderful salary for "95% of Americans", but what about Lebron James? No doubt, there would be other NBA teams willing to pay millions for Lebron and millions more in bonuses to entice Lebron to leave the cavaliers and join their team. Lets supposes that Lebron leaves the Cavaliers, and his ability were essential to the cavaliers success; the cavaliers now suck and began to lose revenue since people don't like to waste money on losers and therefore cannot pay the government back. So basically, in order to keep Lebron in Cleveland, the Cavaliers would have to pay Lebron ridiculous amounts of the tax-payer funded money to stay competitive with other teams that are vying for him. This is all assuming that his skills are so unique that he is not easily replaceable.

And so back to AIG, I am not aware of how valuable these executives skills are. My intuition tells me that they are just ivy league grads or people with wealthy connections with no special talent, they did after all, stupidly insure a bunch of incredibly risky assets. However, in the case that there are some Lebron James equivalents in the AIG executive branch, those bonuses might be essential to keeping him or her from going to an company with a better offer; and quite frankly, if the taxpayers ever want to see this money again, we are going to need some very talented people working at AIG.

In other news, FiveThirtyEight ran a logistic model on Obama's NCAA bracket and concluded that he had a biased towards swing states

Wednesday, March 18, 2009

Lecturing

Tomorrow I will give a lecture on the central limit theorem. I have yet to find a way to emphasize the significance of this theorem to my students. I don't blame them for not understanding it as I didn't get it until well into my first year of graduate school.

I like this result because it pretty explains why pollster can "scientifically" predict election results, and justifies the use of surveys, opinion polling, product testing, and other various sampling procedures. I like it even more because it relies on the use of the normal distribution; and while there are many distributions in statistics, my preference is the normal distribution because it is intuitive and widely applicable.

I plan on giving my students a project tomorrow as well. Basically they must construct a profitable gambling game involving rolling dice or tossing coins; a good gambling game should entice the player to want to play over and over again in spite of the odds guaranteed to be against him in the long run. This is a new project that I am trying out and so it will be interesting to see what kind of projects get turned in. I really wish online gambling were legal in the US; sheesh...I wish gambling were not so heavily regulated, statisticians would be self-employed millionaires!

On another note, I am feeling slightly more motivated about my research which is good because I really need to plan out an exit strategy for my thesis. I am also looking forward to attending the sequential monte carlo methods conference next month as SAMSI. This will be the first conference I attend that specifically focuses on my area of research. I am also looking forward to meeting with Arnaud Doucet; after reading so many of his papers and citation while conducting my own research, he has become a celebrity to me in the land of particle filters. We had one correspondence through email in which he told me what I was doing was not right...I was just glad that he responded. But, I have had very good experiences at the conferences that I have attended thus far and hope this continues.

Derivations

The guys I was substituting for showed up on crutches to teach today so that saved me at least an hour of time in my day. I met a little bit earlier with my adviser and we re-derived the EM algorithm for the umpteenth time. Once again he stressed the importance of me be able to do it from scratch and so I just forced myself to go through the derivation line by line so that I will be able to do so next time I am in his office...which will probably be tomorrow.

The basic problem is that my current issue looks very similar to a known gaussian mixture parameter estimation problem that is solved using the EM algorithm. However there are a few issues that in my mind will make the problem insolvable using the EM algorithm; because of this I haven't spent much time going through the details of the derivation and I have been trying other routes that have been dead ends. So I am now back to where I started and perhaps I will see something I didn't see before if I just work the problem out.

We talked about my interview at FPL briefly, in summary if I get the job I can graduate with my Phd in the summer, if not I can stick around for a year, publish, travel, and make my dissertation stronger and more marketable for an academic position. I feel this is very reasonable and it is actually making my job search less stressful and giving me more options. I won't know anything for a few week, and I am hoping for the best but I am not to anxious about landing a position yet...next year I will be.

I went to a talk on campus yesterday about the conflicts between science and religion; I didn't find the talk particularly stimulating intellectually but one thing he said stuck out to me. He was talking about how the early Christian scholars dealt with perceived conflicts with science: If something is interpreted to be literally true in scripture, and it conflicts with something that has been shown to be demonstrably true in science, then you must reconsider your interpretation of that scripture.

It struck me as cynical, like acknowledging something that shouldn't be acknowledged because it sounds bad; but I guess that's what we do anyways if you just replace the word science with reason. For instance take the following verses in the New Testament:

"And these sign will follow those who believe . . . In My name . . . they will take up serpents . . ."
—Mark 16:17-18

Some people literally take this to mean that true Christians should be able to handle snakes and not be hurt; however reason leads us to believe that anyone who picks up a poisonous snake will; therefore most Christian's don't interpret this scripture literally.

Anyhow the talk covered conflicts such as heliocentricity and evolution. Another interesting point the speaker made was one that I pretty hypothesized...that ironically the church actually legitimized science during the middle ages as a practical pursuit despite the many conflicts that arose between science and religion.

There is another talk in a couple of days about the origins of the universe which I think might be interesting, so if I have time I will check it out. In the mean time I will go through my EM derivation once more and prepare for my class tomorrow. Once again I have no lecture note prepared and I still don't know if I want to give them a project to work on over the weekend...let me get back to work.

Tuesday, March 17, 2009

Last thoughts of the day

I reran a simulation today and considered that an accomplishment and it gave me a slight thrill that it still worked. It took about an hour to run and if I could just find a time series to apply it do I would be in business.

I am supposed to meet with my adviser tomorrow to rederive the estimates that I ultimately don't think will work; I am also substituting for a friends class tomorrow as he is having an operation. He uses PowerPoint in his lectures, I have always been chalkboard/whiteboard teacher; I know the PowerPoint put me to sleep when I was taking classes and I guess I assume I would do the same. Anyhow it should be interesting to see how the lecture goes when using powerpoint.

I don't see much use for hanging around the office much longer, I guess I will call it a day.

Motivation

I have been suffering from an intense lack of motivation as of late. It all started with an acute case of the flu 2 weeks ago and I have not been able to shake it. I have realized several thing about myself throughout the course of writing my dissertation...first, I absolutely hate writing my dissertation. I hate writing for the most part, which is a one purpose of this blog... forcing myself to do write what I am thinking at the current moment.

I am not very good at doing such things, for instance at the moment I feel anxious, I want to be doing something else but I'm not sure what it is I want to be doing; my brain feels unable to think of a direction or angle to tackle on my thesis right now and I feel as if I am unable to be interested in anything for a prolong span of time. I feel as if this exercise should be easy, but I think my brain gets annoyed when I try to prod it for information on how it is feeling, like it's telling me to leave it alone and let it do whatever the hell it is doing right now. I feel as if everything I am saying right now sounds crazy....so back to why I hate writing.

Writing a dissertation is even more frustrating, it's involved explaining complex mathematical symbols coherently in English, and citations....O how I hate citations. I feel as if everything that I avoided doing well in grade school has finally caught up to me, as if I was able to successfully dodge English my whole life since I was so good in Math it never really mattered; and now it has come back with a vengeance.

One thing I hope this blog does overtime is to help me write down my thoughts coherently and efficiently which in turn will reflect well on my dissertation writing. This is only post number 3 so don't expect anything spectacular yet!

Monday, March 16, 2009

After the Break

So today is the Monday after spring break and there a couple of goals that need to be accomplished by the days end.

I teach tomorrow and I have not finished my lesson plan; I think halfway through the semester I am not a motivated to create great lectures for my class. I always start off the semester with new examples, homework problems and projects; towards the end I just recycle my old material.

I am supposed to give a five minute talk today to a visiting professor to highlight the work that I am doing in the department; this has turned out to be quite a challenge in and of itself. When I defended my prospectus, I have about 60 powerpoint slides since I had basically a whole hour to talk. Last month, I presented my work again a a conference in which I only had 15 minutes and so I had to chop off about 40 some slides and condense my talk to the mains themes. So now that I only have 5 minutes, I had a chop another 15 slides of of the condensed version; every slides seems very important at that point and I feel it has been chopped down so much it will no longer make sense.

I spent most of my day rederiving a couple of estimates for the model I have been working on; the equations make sense to me however I have very little confidence that my ultimate estimation goal will be feasible from the current direction I am pursuing. So what is it that I do exactly? Let me try to make up a simplest example I can think of:

Suppose you get paid every Friday and your pay this week is a certain percent increase from the amount you made last week. Now lets also suppose that you put a certain percentage of your paycheck in church every week. Now, suppose that I know the amount of money that you put in church every week last year; using only that information can I figure out how much you got paid every Friday last year, the percent increase in you paycheck every week, and what percent of you money you put in church?

These are the types of problems that I work on, and what I dissertation is about. Now I must get back to work

Sunday, March 15, 2009

First Entry

This will be my second attempt at blogging consistently. The first time I successfully did this was in 2005 the summer before I went to grad. school. Four year later, I am done with my coursework, passed my qualifying exams, and am making substantial progress on the dissertation.

Before I entered the program I used to wonder if I would ever "feel" like a statistician....not that I really knew what one was supposed to feel like but I guess now I do feel as if I have decent command of many of the basics concepts. It's a very interesting sort of knowledge because it is easy to forget that the concepts that now are very intuitive to me took months of training to develop and you cannot assume that the average person will just understand why you view the world a certain way.

The central limit theorem for example is something that just makes sense to me. The idea that you can take trials of individuals from some unknown random process, average them and have a known random process is a natural idea that I find valuable, useful and quite interesting. It explains many things that I observe in life and I often reach conclusion on topics like politics and religion based on statistical concepts that are now natural to me; I guess I have developed the mind of a statistician. Perhaps a glimpse into that reality will arise in this blog.