I recently gave a talk at the Fifth Elephant 2019. The talk was a discussion about how to use math to handle unfixably bad data. The slides are available here.. Go check it out.

I recently gave a talk at CrunchConf 2018. The talk was a about the various impossibility theorems that make a person concerned with AI Ethics must content with. The slides are available here.. Go check it out.

Consider a data set, a sequence of point $@ (x_1, y_1), (x_2, y_2), \ldots, (x_k, y_k)$@. We are interested in discovering the relationship between x and y. Linear regression, at it's simplest, assumes a relationship between x and y of the form $@ y = \alpha x + \beta + e$@. Here, the variable $@ e …

I gave a talk on friday about Bayesian A/B testing at Gilt's engineering seminar. You can view them here.

I've written a number of posts here about a/b testing, and readers have probably observed that I favor the Bayesian approach. I'm very happy to announce that Wingify (my employer) has release SmartStats - a fully Bayesian A/B testing engine. I've always maintained that you should A/B test …

"So, how much experience do you have with Big Data and Hadoop?" they asked me. I told them that I use Hadoop all the time, but rarely for jobs larger than a few TB. I'm basically a big data neophite - I know the concepts, I've written code, but never at …

I'm a former high frequency trader. And following the tradition of G.H. Hardy, I feel the need to make an apology for my former profession. Not an apology in the sense of a request for forgiveness of wrongs performed, but merely an intellectual justification of a field which is …