{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Take-Home Messages\n", "\n", "\n", "\n", "* Ultimate goal of statistics is **data analysis**. E.g., PageRank, handwritten digit recognization, Netflix matrix completion, ... \n", "\n", " > Statistics is partly empirical and partly mathematical. It is now almost **entirely** computational. \n", " > Kenneth Lange\n", "\n", "| Statisticians used to .. | Now we spend all time ... |\n", "|----------------------------------|------------------------------------|\n", "| | |\n", "\n", "\n", "* Two essential skills for modern statisticians: **programming** and computational **algorithms**.\n", "\n", " > Data Scientist (n.): Person who is better at statistics than any software engineer and better at software engineering than any statistician. \n", " > Josh Willis on Twitter\n", "\n", "* **Numerical linear algebra**\n", " * building blocks of most computing we do. \n", " * Use standard (and good) libraries (BLAS, LAPACK, ...) as much as possible! \n", " * Sparse linear algebra and iterative solvers such as conjugate gradient (CG) methods are critical for exploiting structure in big data.\n", " \n", "* **Optimization**\n", "\n", " * Convex programming (LS, LP, QP, GP, SOCP, SDP). Download and study Stephen Boyd's book, watch lecture vides or take UCLA EE236B by Vandenberghe, familiarize yourself with the **good** optimization softwares. Convex programming is becoming a **technology**, just like least squares (LS). Browse the documentation of `cvx` and `Convex.jl` to see which functions are implemented.\n", "\n", " * Generic nonlinear optimization tools: Newton, Gauss-Newton, quasi-Newton, (nonlinear) conjugate gradient, ...\n", "\n", " * Optimization tools developed by statisticians: Fisher scoring, EM, MM, ... Take UCLA Biomath 210 by Kenneth Lange for a thorough study of MM algorithms.\n", "\n", "\n", "\n", "* Enjoy (or hate) Julia? \n", "JuliaCon 2019 at University of Maryland Baltimore: http://juliacon.org/2019/" ] } ], "metadata": { "@webio": { "lastCommId": null, "lastKernelId": null }, "kernelspec": { "display_name": "Julia 1.1.0", "language": "julia", "name": "julia-1.1" }, "language_info": { "file_extension": ".jl", "mimetype": "application/julia", "name": "julia", "version": "1.1.0" }, "toc": { "colors": { "hover_highlight": "#DAA520", "running_highlight": "#FF0000", "selected_highlight": "#FFD700" }, "moveMenuLeft": true, "nav_menu": { "height": "30px", "width": "252px" }, "navigate_menu": true, "number_sections": false, "sideBar": true, "skip_h1_title": true, "threshold": 4, "toc_cell": false, "toc_section_display": "block", "toc_window_display": false, "widenNotebook": false } }, "nbformat": 4, "nbformat_minor": 2 }