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Have your math and eat it, too

January 11, 2012

Here are two of my favorite things, unexpectedly combined: This is from the slideshow accompanying a brief NYT article on an unusual book called Pasta by Design. The book is about, yes, modeling pasta in Mathematica. (via FlowingData)

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September 19, 2011

I'm a huge fan of Tom Lehrer and have mentioned him a number of times before. I just came across an interview with him from 2000 in which he discussed his dual life as a mathematician and performer. I especially loved this quote, on the concept of "elegance" in mathematics: I think the construction part, […]

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If only...

July 28, 2011


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The language of statistics

June 24, 2010

Joseph Rickert has written a piece calling R "the language of statistics," which I feel is a deserved title. As he puts it: I don’t just mean that R “is spoken” by many or even most statisticians. R’s superiority for statistics is deeper than that. R is a language with syntax and structure that have […]

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Alice in Numberland

March 9, 2010

Fascinating... far from being a psychedelic tour of the imagination, one graduate student argues that Alice in Wonderland is actually a satire of Victorian mathematics: Yet Dodgson [Lewis Carroll] most likely had real models for the strange happenings in Wonderland, too. He was a tutor in mathematics at Christ Church, Oxford, and Alice’s search for […]

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The mathematician's lens

January 25, 2010

A beautiful article in the NYTimes contrasts abstract mathematics with the chilling reality of the Mexican drug cartel wars: I was born in Mexico City, in a world that seems less and less familiar to me. I live now in the opposite corner of the continent. I am training to be a political scientist at […]

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Walmart ad math

December 23, 2009

Walmart is running ads right now which claim that shoppers who spend more than $100 per week at the supermarket would save $650 a year by purchasing their groceries at the giant retailer instead. That's quite a jumble of conditionals and varying metrics: you have to first meet the requirements of shopping at a supermarket […]

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More mainstream Bayesians

December 20, 2009

The NYT recently ran an article on the math behind the recent and controversial mammogram advisory change. Unsurprisingly, it is heavily centered on a Bayesian argument. Of course, the key point here is not that the statistics dictated the change, but that budgets and political agendas dictated an acceptable level, which the statistics subsequently informed: […]

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Parallel processing

December 11, 2009

Via Spontaneous Symmetry, a fascinating story about parallel processing and the power of blogging: Normally, when [a mathematician] seeks a proof, he locks himself in a room with a chalkboard for long periods of time. He may consult his peers at his university, he may read books, he may look through papers, but the majority […]

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Math is hard!

November 11, 2009

Via Spontaneous Symmetry, it appears that some people are a bit rusty on their math. The town of Truro, MA recently voted on a proposed zoning measure which required a two-thirds approval to pass. Out of 206 people, 136 voted in favor - just shy of the required two-thirds. Or was it? The exact count […]

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Keeping heads out of textbooks

November 2, 2009

Wall Street & Technology briefly discusses some survey results and concludes: "Wall Street's Quants Feel Misunderstood." There's the obligatory quote from Dr. Wilmott: "These numbers are alarming," said Dr. Wilmott. "They indicate that even with the events of the past year, financial institutions are still not taking the importance of financial education seriously, especially as it […]

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Living in a Bayesian world

October 30, 2009

Increasingly, I've noted in my discussions with statisticians and practitioners a reliance on Bayesian methods. Bayesian statistics rely on an understanding of the uncertainty of a hypothesis. For example, Bayesian hypotheses are literally updated as new information becomes available. Bayesian analyses will also rely heavily on conditional probabilities, or the understanding of likelihoods that depend […]

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Fuzzy AIG math

October 28, 2009

A bit of out-of-context math from a recent Bloomberg article on AIG: The Federal Reserve Bank of New York, the regional Fed office with special responsibility for Wall Street, opened an $85 billion credit line for New York-based AIG. That bought it 77.9 percent of AIG and effective control of the insurer. The government’s commitment to […]

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Lottery math is not so easy

September 23, 2009

Carl Bialik has written about lottery coincidences in his WSJ print column and on The Numbers Guy blog, inspired of course by the recent consecutive draws in the Bulgarian lottery. Addressing my recent confusion, he sheds a little light on why likelihood estimates varied so much: The probability of Bulgaria's repeated winning numbers became a […]

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Adventures in probability

September 17, 2009

Calculating the probability of the Bulgarian lottery drawing the exact same numbers in consecutive weeks.

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September 11, 2009

A relatively new program has been devised, with the blessing of the Dalai Lama, to instruct Tibetan monks and nuns in science and math. These students have little or no formal education in that area, but are adept learners and take to the material quickly and with interest. My favorite quote from the NYT's report: […]

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Junk Maths

September 10, 2009

Via Andrew Gelman, I've learned that the BBC has a radio programme (as they would say write) called More or Less which is dedicated to statistics. The first bit of the most recent one is called "Junk Maths" (and again, I wish I could have taken a class called "maths") with the following synopsis: Spurious […]

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Tanning in perspective

September 2, 2009

Information is Beautiful tipped me off to this poster from GOOD: Skeptic that I am, I immediately questioned the headline as propaganda. The Sun very well may produce that much energy, but how much of it reaches the Earth - in other words, how much of it can actually be harnessed? This makes for a […]

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Monday light reading: Stevens' power law

August 24, 2009

A post on Junk Charts sent me reading about Stevens' power law, which supplies a quantification of a problem I've discussed before: the danger of representing single-dimensional data with two-dimensional graphics. Stevens' law measures the amount by which humans over- or under-perceive a stimulus, relative to its actual intensity. For example, the coefficient for "visual […]

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On teaching math

June 29, 2009

Arthur Benjamin gives a short (3 minute) TED talk on the problems with how math is taught to high school students in America. He notes that the current curriculum is a sequence beginning with arithmatic and leading to the ultimate goal of calculus. But calculus isn't something most people use once they graduate - how […]

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Wilmott's stages of derivatives

June 18, 2009

Wilmott adapts the Kubler-Ross stages of grief to describe derivatives. An excellent read. Confused disbelief: I'm a great believer in education playing a bigger role in derivatives in future. But not the sort of education that we've got at the moment. I understand Warren Buffett when he says "The more symbols they could work into their writing […]

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Don't know much about calculus

May 28, 2009

Another excellent guest column by Steven Strogatz for the NYT Wild Side blog. The post delves into the mathematical beauty of the natural world, using love as a knowingly over-simplified metaphor. Although these examples are whimsical, the equations that arise in them are of the far-reaching kind known as differential equations. They represent the most […]

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Urban mathematics

May 20, 2009

Zipf's law is another mathematical phenomenon not entirely unrelated to Benford's law (in fact, some think that Benford is a special case of Zipf). (Aside, it's funny how after you discuss something, it seems to pop up everywhere - Kahneman and Tversky would have a lot to say on that, I'm sure.) Zipf's law is […]

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Wolfram Alpha is live!

May 16, 2009

Wolfram Alpha is live, albeit a little unstable. A couple times I was told "I'm sorry Dave, I'm afraid I can't do that" and shown a live view of the W|A command center, a quiet room filled with monitors of colorful maps and charts and, yes, a dias in the back upon which Stephen Wolfram […]

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The math (and myths) of leveraged ETFs

April 20, 2009

Leveraged ETFs are vehicles which provide non-recourse leverage on various sectors or strategies. For example, every day the double-inverse financials SKF returns roughly -2 times the daily return of the DJ Financials index. These products are a favorite of mine not simply in a speculative framework, but in a quantitative one. Many people make the […]

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FRN's & negative duration

April 16, 2009

Floating rate notes (FRN's) can exhibit a curious property called negative duration.

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Signs of the apocalypse

February 24, 2009

Wired has published an article attacking the Gaussian copula: Recipe for Disaster: The Formula That Killed Wall Street. It's a very typical "hate the game, not the player" article which finds fault with a tool rather than the people who use it. Not that I completely disagree with the critique - but imagine my surprise […]

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It's that whole "counting" thing

May 9, 2008

Some people understand math.  Some people don't.

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