Teaching AI policy at Columbia. Previously Director of AI for NYC. PhD from Stanford AI Lab. https://t.co/IWui2szqUu
May 28 • 9 tweets • 2 min read
I used to work in Fischer Black’s old group at Goldman Sachs; his colleague Bob Litterman was the chairman of the group then. There was one episode where Fischer was confused about some options’ market price and realized people were misusing B-S and cleaned everyone out.
His DNA was still very noticeable there. One of the most underrated things about Fischer Black was his writing, which was incredibly plain and clear. He learned from these Rudolf Flesch books like The Art of Readable Writing. Black-Scholes is written at like a 6th grade level.
May 10 • 7 tweets • 2 min read
There is an important story from when John Nash was at Princeton. He was getting somewhere and his advisor goes, this is interesting, go show it to von Neumann and see what he says.
“It’s far enough now. Go show it to Professor von Neumann and see what he says.”
Nash, correctly, is scared shitless. So he goes and tries to explain the premise and von Neumann cuts him off quickly and says, “Sure — this is the fixed point theorem, yes?” Sigh, yes. Nobel Prize.
May 10 • 17 tweets • 3 min read
There’s a story of Varadhan’s defense. Some old guy he didn’t know was sitting in the back and started asking very difficult questions and he was getting annoyed. After, he asks his advisor, who the hell was that?
“Oh, I forgot to tell you I invited him. That was Kolmogorov.”
There’s a similar story in “Monster Minds” in Feynman’s autobiography. He was warned but Wigner, who was the chair, stopped Feynman in the hall and said he had personally invited Pauli and John von Neumann. “I don’t know if he can come but I invited Professor Einstein too.”
Dec 26, 2023 • 4 tweets • 1 min read
I wasn’t that successful but here are a few I liked if it helps. These are the nicknames, if you don’t know ask and I’ll give you the titles.
Baby Rudin
Big Rudin
CLRS
Lewis and Papadimitriou
Kreyszig
Boyd and Vandenberghe
Luenberger, red
Dummit and Foote
Rockafellar
Feller
Wainwright and Jordan
Golub and Van Loan
Arrow, Social Choice and Individual Values
MacKay
Cover and Thomas
Shannon (the info theory one)
Jun 3, 2023 • 13 tweets • 3 min read
The first paper I wrote in grad school (12 years ago) just crossed 20,000 citations. To mark this satisfying but ultimately irrelevant milestone, I thought I’d share some thoughts on how to try to increase probability of more citations, especially since grad students follow me.
These are in no particular order.
Spend a great deal of time and effort writing and organizing the paper well. This paper went through hundreds of revisions, a number of them large.
