940 karma · joined May 12, 2010
Sense is a next-generation platform for data analysis, statistical modeling, and business analytics. We're building amazing technology and need help at all parts of the stack.
We're a tiny company of three. You will be a core team member building amazing technology in a fast paced, drama free, intellectually stimulating, environment. Competitive salary and equity.
= Lead Full Stack Web Developer =
* Experience building highly interactive, client-side, web applications (Backbone/AngularJS/Ember/etc).
* Deep knowledge of JavaScript / NodeJS.
* Experience building large systems on AWS.
* Highly productive and independent.
= Lead UI Designer =
* Fluent in Adobe Creative Suite.
* Pixel perfect design for print, mobile, and web UI.
* Ability to lead entire UI design and branding effort.
* Knowledge of JavaScript/HTML/CSS a plus but not required.
* Interest in data visualization a plus.
= Senior Technical Developer =
* Deep knowledge of numerical and statistical computing and familiarity with existing tools R/Matlab/SAS/SPSS/Stata.
* Experience building big data systems.
* Fluent in C++.
* Knowledge of JavaScript/V8/NodeJS a plus.
* Love of Bayesian statistics and MCMC samplers a plus.
* Experience with OpenCL and LLVM a plus.
* PhD a plus but not required.
Email: tristan@senseplatform.com
Definitely shoot me an email at tristan@senseplatform.com if you're interested in the computational side of this area. At Sense (http://www.senseplatform.com), we're working on making applied Bayesian analysis as amazing as it should be.
The Bayesian book I want should emphasize how Bayes is a recipe for studying complex problems and teach a broad range of model ingredients. Learning Bayesian statistics is about becoming fluent in describing scientific problems in probabilistic language. This requires knowing how to express and compose traditional models and build new ones based on first principles.
An unfortunate reality is that you still need to know computational methods too, but that should change soon enough.
The conclusion is sound though. Companies that build mobile apps using HTML5 in 2012 will almost certainly face the fate of companies that built web apps using Java applets in 1998.
The median job size at Microsoft and Yahoo is only 15GB. And 90% of Hadoop jobs at Facebook are under 100GB. Clearly you want to be able to crunch large log files, but in terms of day-to-day analysis the files are much smaller than that. (cite: http://research.microsoft.com/pubs/163083/hotcbp12%20final.p...).
At Sense (http://www.senseplatform.com) most of the clients we work with are struggling not with the size of their data but with tricky modeling problems that don't fit into standard black boxes and with integrating analytics into actual production systems. Adopting something like Hadoop for these tasks is not very productive.
I'm looking for:
* Complete parity between server and client-side rendering for content. This is required both for first-page performance, caching, and SEO.
* URLs as the foundational organizing principle of the app. The mismatch between clicks, back buttons and external links makes code hard to organize and apps behave strangely without serious work.
* Database agnostic. Relational datastores remain incredibly productive and proven for the vast majority of apps.
Even your thought experiment is not conclusive. First, it will take some time to be convinced which variation is better. The lost revenue during the 50/50 experimentation phase may outweigh the long-run benefit if your discount rate is high. This can happen in markets where customer acquisition is slow and expensive (i.e. a niche targeted via AdWords). Second, except in the unrealistic 0% vs 100% case, you could get stuck on wrong choice forever if you pass a statistical significance test by chance. Epsilon-greedy will correct itself over time and is asymptotically guaranteed to make the correct choice most of the time. A/B testing only has this asymptotic guarantee if you spend asymptotically long experimenting, which defeats the whole exercise.
Epsilon greedy does well on k-armed bandit problems, but in most applications you likely can do significantly better by customizing the strategy to individual users. That's a contextual bandit and there are simple strategies that to pretty well here too. For instance:
http://hunch.net/~exploration_learning/main.pdf
http://web.mit.edu/hauser/www/Papers/Hauser_Urban_Liberali_B...
The harder question is whether there are any decisions you'd prefer to make using a non-Bayesian procedure. That's basically a tautology in the other direction though.
The sampling distribution is the distribution of your statistic (MLE estimate, mean, EAP, MAP, or whatever you want) under repeated sampling from the population distribution. Frequentism is an evaluation procedure, which can be applied to any estimator whether it be Bayesian or something like MLE. Frequentists are interested in whether this distribution has "good" properties. Supposedly good properties include things like unbiasedness, consistency, minimum variance, etc. Inference is typically expressed as a function of this distribution (confidence intervals) or by comparing the sampling distribution under some restriction (the null hypothesis) to the actual value of the statistic in the observed sample.
Given that you can't typically sample from the population distribution, the practical question becomes how do you approximate the sampling distribution. Typically this is done by appealing to a central limit theorem. Bootstrapping provides another intuitive approximation.
There are all sorts of problem with this approach to statistics despite its success.
The key difference is whether inference is based on the sampling distribution or the posterior distribution.