Monday, July 29, 2013

Art of Jiujitsu

Wish I'd had a training space like this! Maybe for the kids :-)

Mendes bro (155er?) tapping the much bigger UFC fighter Luke Rockhold (185). So smooth!

Saturday, July 27, 2013

The life of the mind

From Sam Schweber's In the Shadow of the Bomb:
It was part of Oppenheimer's tragedy that, after World War II, he felt that he no longer was a creative scientist and that he therefore had lost part of his "anchor in honesty," and hence integrity. George Kennan, who got to know Oppenheimer after the war and became his colleague at the Institute in 1951, made some of the most insightful observations of Oppenheimer's personality. Kennan described Oppenheimer
as in some ways very young, in others very old; part scientist, part poet; sometimes proud, sometimes humble; in some ways formidably competent in practical matters, in other ways woefully helpless: . . . a bundle of marvelous contradictions . . . His mind was one of wholly exceptional power, subtlety, and speed of reaction . . . The shattering quickness and critical power of his own mind made him . . . impatient of the ponderous, the obvious, and the platidinous, in the discourse of others. But underneath this edgy impatience there lay one of the most sentimental of natures, an enormous thirst for friendship and affection, and a touching belief . . . in what he thought should be the fraternity of advanced scholarship . . . [a belief that] intellectual friendship was the deepest and finest form of friendship among men; and his attitude towards those whose intellectual qualities he most admired . . . was one of deep, humble devotion and solicitude.
The greatest tragedy of Oppenheimer's life was not the ordeal he went through over the issue of his loyalty, but his failure to make the Institute for Advanced Study a true intellectual community. As Kennan noted, Oppenheimer was often discouraged, and in the end deeply disillusioned, by the fact that
the members of the faculty of the Institute were often not able to bring to each other, as a concomitant of the respect they entertained for each other's scholarly attainments, the sort of affection, and almost reverence, which he himself thought these qualities ought naturally to command. His fondest dream had been [Kennnan thought] one of a certain rich and harmonious fellowship of the mind. He had hoped to create this at the Institute for Advanced Study; and it did come into being, to a certain extent, within the individual disciplines. But very little could be created from discipline to discipline; and the fact that this was so--the fact that mathematicians and historians continued to seek their own tables in the cafeteria, and that he himself remained so largely alone in his ability to bridge in a single inner world those wholly disparate workings of the human intellect--this was for him [Kennan was sure] a source of profound bewilderment and disappointment.
G.H. Hardy, A Mathematician's Apology:
I still say to myself when I am depressed and find myself forced to listen to pompous and tiresome people "Well, I have done one thing you could never have done, and that is to have collaborated with Littlewood and Ramanujan on something like equal terms."

Thursday, July 25, 2013

Caltech Institute for Quantum Information and Matter

IQIM is the home of John Preskill, the Richard P. Feynman Professor of Theoretical Physics at Caltech. John was celebrated on the occasion of his 60th birthday here.

Dinner meeting with the group.

Working in the Pasadena sunshine.

Inside the Annenberg Center.

On the first floor there are some old plaques, including this one honoring Chris Chang :-)

Some random Caltech photos I took. Go Beavers!

Monday, July 22, 2013

Inside the vampire squid

NYTimes Dealbook interview with the Goldman elevator tweeter (GSElevator).
Q. Why did you start this thing?
A. Again, I wanted to amuse myself during the summer lull and while market volatility keeps capital markets transactions to a minimum. I also thought that despite the disdain out there that exists for Wall Street professionals, people still really have no idea really how bad it is — and how shallow the industry really is, and frankly, how unimpressive 98 percent of the employees are.

Q. Are you really a Goldman employee?
A. Yes. However, I cannot really elaborate on this in terms of team or location, other than to say that I am a career banker. And to preemptively clarify, I am in a front-office, revenue-producing, client-facing role. Apologies for the aggressive clarification, but it is quite pathetic to see back/middle office employees telling people (women in bars) that they are “investment bankers.” If people are at all skeptical about my employment status, it doesn’t bother me. I am doing this for my own amusement.

Q. How many of the submissions are actually yours?
A. The first few were either conversations that I have overheard directly, or that have been told to me by colleagues. Having said that, I have avoided tweets that would be too closely connected to me or any of my friend/colleagues. Once it started to get some attention, I started to receive some good submissions.

Q. Overall, what are your thoughts on your Goldman colleagues?
A. They are obsessed with working for Goldman Sachs. They seem to define themselves by their jobs/firm, as opposed to who they are as people and what their interests are.
Sample tweets:
“You can’t spell genius without a G and a S” (not said in jest)

Work hard. Eat right. Exercise. Don't drink too much. And only buy what you can afford. It's not rocket science.

#1: The Cheesecake Factory looks like a restaurant poor people think rich people might eat at. #2: Same with anything Trump.

Starbucks needs a separate line for people who have their shit together.

From my experience, most people really should have lower self-esteem.

Advice for a daughter depends almost entirely on how attractive she is.

Kids should know that Chris Paul's twin brother, Cliff, only makes $32,000 a year

As a shareholder, I have to ask... Is having a book section really the best use of Walmart shelf space?

In 50 years, no one will watch baseball. It was invented when there was absolutely nothing else to do.

Being single at 40 is perfect. Divorcées chase me. Sweet spot for 30-somethings. Rich enough to get girls in their 20s.

I don't read fiction. Unless you count an Indonesian bond offering memorandum.

Sunday, July 21, 2013

The acme of human civilization

Some recent photos taken in the bay area.

Palo Alto startup. If you squint you can see pseudocode and flowcharts on the glass.

Apple store, University Ave. near Stanford.

Coursera. Note the standing desks.

Foodie heaven in San Francisco.

Food trucks in the east bay.

Wednesday, July 17, 2013

Technical innovation and spatial ability

A new paper from David Lubinski and collaborators looks at spatial ability measured at age 13 to see whether it adds predictive power to (SAT) Math and Verbal ability scores. The blobs in the figure above (click for larger version) represent subgroups of individuals who have published peer reviewed work in STEM, Humanities or Biomedical research, or (separately) have been awarded a patent. Units in the figure are SDs within the SMPY population.
Creativity and Technical Innovation: Spatial Ability’s Unique Role
DOI: 10.1177/0956797613478615

In the late 1970s, 563 intellectually talented 13-year-olds (identified by the SAT as in the top 0.5% of ability) were assessed on spatial ability. More than 30 years later, the present study evaluated whether spatial ability provided incremental validity (beyond the SAT’s mathematical and verbal reasoning subtests) for differentially predicting which of these individuals had patents and three classes of refereed publications. A two-step discriminant-function analysis revealed that the SAT subtests jointly accounted for 10.8% of the variance among these outcomes (p < .01); when spatial ability was added, an additional 7.6% was accounted for—a statistically significant increase (p < .01). The findings indicate that spatial ability has a unique role in the development of creativity, beyond the roles played by the abilities traditionally measured in educational selection, counseling, and industrial-organizational psychology. Spatial ability plays a key and unique role in structuring many important psychological phenomena and should be examined more broadly across the applied and basic psychological sciences.
Note that SAT composite accounted for 10 percent of variance in research success even within this already gifted subpopulation. This non-zero result, despite the restriction of range, contradicts the Gladwellian claim that IQ above 120 does not provide additional returns. In fact, the higher the IQ score above the 99.5 percentile cutoff for this group, the greater the likelihood that an individual has been awarded a patent or has published a research paper.

Tuesday, July 16, 2013

The real big money is run by a physicist ;-)

From Physics to PIMCO to China's SAFE.
WSJ: At an official Chinese New Year's party earlier this year, a former bond trader named Zhu Changhong was hailed for the smart choices he made investing the world's largest stash of cash: China's $3.5 trillion in foreign reserves.

... A 43-year-old former physicist, Mr. Zhu has made one surprising turn after another in his career. At 20 years old, he moved from impoverished Anhui province to the University of Chicago to study quantum physics, but he then chucked a promising academic career to become a bond trader. He eventually ended up as the right-hand man to investor Bill Gross at Allianz SE's Pacific Investment Management Co., the giant investment firm, according to people familiar with Mr. Zhu's work.

... Mr. Zhu had to persuade his superiors to take risks investing China's reserves, which are viewed as national patrimony and routinely described as xue han qian— money earned by "the blood and sweat" of Chinese workers. Adding to the pressure, China's big sovereign-wealth fund, China Investment Corp., was criticized in China for taking losses on bets on Wall Street firms before the global financial crisis of 2008, and SAFE didn't want to open itself to similar criticism.

As a result, SAFE tries to limit its investments outside Treasurys to amounts small enough to hide from the public in case the bets go bad, said a person close to SAFE.

With Mr. Zhu's endorsement, SAFE was an early investor in bonds issued by the European Financial Stability Fund, according to those involved, and has invested regularly since then in the bailout fund.

The amounts of the investment aren't disclosed but are likely to be substantial. As the European crisis deepened in early 2012, European officials held brainstorming sessions with Mr. Zhu and other Chinese government officials about how to interest China in bonds that might be used to bail out Italy or Spain, according to individuals inside and outside China who are familiar with the sessions.

Brussels officials wanted to learn what returns Beijing would expect from investments compared to the risk the Chinese might be willing to accept, they said. Mr. Zhu gave "clear indications" of what the Chinese would want, said a person familiar with the talks. In the end, the Europeans didn't issue the new instruments as the crisis ebbed.

Mr. Zhu's transformation into investment guru still surprises some old acquaintances. His 1995 dissertation from the University of Chicago, "Inter-Landau Level Polarization and Wigner Crystal," examined circumstances where electrons strongly interfere and become entangled with one another, a hot area in physics now that may someday lead to breakthroughs in quantum computing.

"Those with an entrepreneurial drive went to Wall Street," said physicist Paul Wiegmann, Mr. Zhu's thesis adviser. He said he thought the fast pace of a trader fit his former student, who finished his dissertation in two years, half the usual time.

"I thought he'd do well, but doing so well, that's a surprise," Mr. Wiegmann said. "He came from a foreign country, from a rural area, with no experience in the culture and the operation of [U.S.] society. He's literally self-made."

Meanwhile, Renaissance pays long term capital gains on HFT trading profits?
Bloomberg: James H. Simons, who became a billionaire when he turned his extraordinary mathematical ability from defense work to investing, has deployed an unusual strategy at Renaissance Technologies LLC to skirt hundreds of millions of dollars in taxes for himself and other investors, said people with knowledge of the matter.

The U.S. Internal Revenue Service is challenging the technique, which it called “particularly aggressive,” without identifying the hedge fund in the dispute. It is demanding more tax payments from investors in Renaissance’s $10 billion Medallion fund, the people said.

Renaissance sought to convert profit from Medallion’s rapid trading into long-term capital gains, said the people, who spoke on condition of anonymity because the dispute hasn’t been made public. The top federal rate on long-term gains is about half that on short-term.

... As described in the memo and by people with knowledge of the matter, the transaction worked as follows: Barclays bought a portfolio of stocks and other instruments that fund managers at Renaissance wanted to trade. The bank hired the fund managers to oversee the portfolio, paying them a nominal fee. 
Then Medallion bought an option with a term of two years, whose value was linked to the worth of the portfolio. Renaissance had full discretion to trade the securities in the portfolio.

Medallion could claim it owned just one asset -- the option -- which it held for more than a year, allowing any gain to be treated as “long-term” when its investors reported the income on their personal tax returns.

News from Microsoft Research Faculty Summit 2013

Measuring the maximal commuting subset of observables uniquely determines the pure state of a quantum system (recently proved Kadison-Singer Conjecture). More here and here. I guess I always assumed this was true, without knowing it was an (until recently) unproved conjecture! Strange that I learned this at a Microsoft Research meeting :-)

Other stuff: (conference site, with videos)

MSR spends as much as the NSF in support of computer science-related research!

Bill Gates referred to "polymathic individuals who can understand things across multiple boundaries" as important drivers of innovation ;-)

Speech recognition had a big breakthrough in the last few years due to deep neural nets ("beyond shallow HMMs ..."). See this video.

Exponential growth in computing power (Moore's Law, considered more generally than just counting transistors) is in trouble, as predicted from simple considerations of quantum effects and feature size. Even the multi core workaround is running out of steam ("Dennard scaling").

Cancer genomics hub at UCSD supercomputer center -- storage cost $100/y/genome at 50k genomes (currently at 10k?). 3GB/s outbound. (Cancer genomics slides: Haussler, UCSC.) Data costs > sequencing costs. David Patterson: Using Big D to fight the Big C. "Biologists are mean. CS people are nice - we share data and code... A bunch of sociological issues we have to fix here." ;-)  FaST-LMM -- epistasis GWAS w/Wellcome Trust data, 60B pairs of SNPs (Heckerman).

Andrew Ng: unsupervised deep learning (video), tutorial. $100k GPU farm beats 16,000 CPU Google project that independently evolved a "cat neuron" :-)

Mac to Windows ratio among participants' laptops roughly 10 to 1. (Ratio moderated a bit by MSR employees ;-)

Bill Gates Q&A:

Sunday, July 14, 2013

American democracy: How can it work?

David Runciman on American Democracy

This is a long talk but gets a thumbs up from me. Runciman strikes me as an epistemologically careful thinker, which is absolutely necessary in his field of political science. The abstract doesn't mention it, but one of the points explored in the talk (for the impatient: near the end) is whether technological optimism is the key to American exceptionality -- is restless, individualistic, capitalistic American innovation as central to our uniqueness as our messy democracy? (Click the banner above to hear the podcast, or go to the LRB page below.)
LRB podcast

American democracy is an amazing, fascinating, bewildering thing. There has never been anything else like it. Even now, as democracy becomes an ever more familiar feature of our world, there is still nothing like the American version. During the early years of the American republic, in the first half of the 19th century, what fascinated outsiders was its sheer implausibility. Could you really do politics like this, with such fractured and chaotic popular input? It seemed unlikely anything so ramshackle could last long. It was also implausible, especially to British eyes, for the simple reason that it was so clearly fraudulent: slavery made a mockery of it. During the second half of the 19th century, what fascinated outsiders was American democracy’s extraordinary capacity for violence. Europe had seen its fair share of wars, but had never seen anything like the Civil War: mutual slaughter on an industrial scale. It got its own version in 1914: a European civil war to rival the American one. At least that’s what it was until the Americans joined, at which point it became a world war. This event inaugurated the next stage of fascination with American democracy: a glimpse of its extraordinary global power and the promise it seemed to offer of a better future. That promise has always run up against its continuing capacity for extreme violence, along with a seeming inability to deliver on its best intentions. Still, the promise has never entirely dissipated. And now we have a mixture of all these views of American democracy: lingering ideas of the promise, a continuing sense of the power, an ongoing preoccupation with the violence, but behind it all a return to the thought that was there at the beginning. It is starting to look implausible again. Can you really do politics like this and expect it to last?
iTunes: 3/20/13. Bonus: Runciman on Taleb's Antifragile (Guardian review).

Microsoft Research Faculty Summit

See you in Seattle.

Conference site. Agenda. Speakers.
This July 15 will mark the start of Microsoft Research’s fourteenth annual Faculty Summit at the Microsoft Conference Center in Redmond, Washington. More than 400 academic researchers from 200 institutions and 29 countries will join Microsoft Research to assess and explore today’s computing opportunities. This year, Bill Gates will join us to set the tone of the summit in a conversation on the topic of “Innovation and Opportunity—the Contribution of Computing to Improving Our World.”

Also delivering keynote presentations this year:

Doug Burger will discuss how changes in the hardware ecosystem will disrupt computer science.
Peter Lee and Jeannette Wing will examine how basic research helps everyone.
Clay Shirky will explore user-centric approaches to data.

Sessions covering topics ranging from “Prediction Engines” and “Big Data Platforms” to “Deep Machine Learning” and “Quantum Computing” adorn the summit agenda and will foster rich and engaging discussions.
You can watch it live.

Saturday, July 13, 2013

Tapped Out

This is an insightful discussion of MMA for non-experts. See also Mama said knock you out.
Slate Afterword podcast: At the age of 21, Matthew Polly dropped out of Princeton to study kung fu at the Shaolin Temple in China. Fifteen years and 100 pounds later, he decided to get back into shape to explore the world of mixed martial arts, now firmly entrenched as America’s most popular fighting sport. Tapped Out chronicles his two-year journey back to fitness, all the way to the night when he got into the cage to square off in a bout against a much-younger fighter. The discussion lasts around 25 minutes.
On iTunes: 1/16/12 edition of podcast.

Thursday, July 11, 2013

Spies like us

Click the link below for the MP3 interview with Haynes and Klehr (New Books in History podcast).
Spies: The Rise and Fall of the KGB in America
by MARSHALL POE on JULY 10, 2013

For decades, the American Right and Left argued about the degree to which the KGB infiltrated the U.S. political and scientific establishment. The Right said “A lot”; the Left said “Much less than you think.” Both sides did a lot of finger-pointing and, sadly, slandering. Things got very ugly. At the crux of the problem, though, was a lack of reliable information about exactly what the KGB had done and how successful (or not) they had been in recruiting Americans.

That changed in the mid-1990s. The United States de-classified the results of the “Venona Project,”–an intelligence initiative that involved the surveillance of secret Soviet cable traffic during World War Two–and Alexander Vassiliev, a Russian journalist, made his notebooks on KGB activities in the U.S. available to researchers. For the first time, scholars such as John Earl Haynes and Harvey Klehr could measure the success of KGB spying in the U.S. during the Cold War.

The results are eye-opening, as Haynes and Klehr explain in Spies: The Rise and Fall of the KGB in America (Yale University Press, 2009). Though it’s probably unwise to speak of “winners and losers” in the debate over KGB spying in the U.S., Haynes and Klehr show that the Soviets, though often bungling, had done a pretty fair job of tapping sympathetic American Leftists and stealing American secrets. That said, they also discovered that some of those the Right had accused of spying (e.g., Robert Oppenheimer) were in fact innocent.

Sunday, July 07, 2013

Strange gadget: Robert Oppenheimer

This is, in my opinion, the best biography yet of Oppenheimer. I think I have read all of the dozen or so major ones. See also The Christy gadget.

Oppenheimer's near breakdown while at Cambridge: the story that Oppenheimer attempted to poison his tutor Patrick Blackett (with a cyanide-laced apple) is well known; his erratic behavior in Paris and an attempt on the life of his Harvard friend Francis Fergusson are also described.
(p.102) [Oppenheimer's mother] insisted he see a Parisian psychiatrist. The diagnosis was sexual frustration and the prescription, accordingly, sex with a prostitute [However, this was unsuccessful, see footnote.]

... Fergusson went to see Oppenheimer in his Parisian hotel room and discovered him to be in "one of his ambiguous moods." He showed Oppenheimer some poetry written by his fiancee ... "I leaned over to pick up a book, and he jumped on me from behind with a trunk strap and wound it around my neck. I was quite scared for a little while. We must have made some noise. And then I managed to pull aside and he fell to the ground weeping."
Norris Bradbury (Oppenheimer's successor as Los Alamos director):
(p.419) Oppenheimer could understand everything, and there were some hard physics problems here to understand ... Don't forget what an extravagant collection of prima donnas we had here. By his own knowledge and personality he kept them inspired and going forward.
Robert Serber:
(p.419) He could understand anything ... One thing I noticed: he would show up at innumerable different meetings at Los Alamos, listen and summarize in such a way as to make amazing sense. Nobody else I ever knew could comprehend so quickly.
Schwinger on Oppenheimer losing touch with real research after too much time as an administrator:
(p.299) [Oppenheimer's grasp] became more and more superficial, which I regretted very much. It was a lesson to me, never to lose completely your touch with the subject, otherwise it's all over... He [Oppenheimer] did have a quick brain. There was no question about that, but I think the brain must be supplemented by long hours of practice that go into the fluidity and ease. Without the technical practice, sooner or later you get lost.

Here's an Edward R. Murrow interview with Oppenheimer mentioned in the book.

Wednesday, July 03, 2013

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