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Part I

Well, in part we aimed too high: My wife was brilliant, quite broadly -- yes, Valedictorian, Summa Cum Laude, Woodrow Wilson, PBK, piano, clarinet, voice, prizes in cooking, sewing, raising chickens. But her family had her try to be perfect and to dedicate herself to saving the world.

She wanted a Ph.D. in mathematical sociology to do social engineering of social change to save the world and, thus, get her praise, acceptance, and emotional and financial security. And those concerns filled her plate.

Well, at the roots there some anxiety, from nature and/or nurture, was involved, then some perfectionism and some fear of criticism from powerful, influential people -- net, call it a special case of social phobia. That brought stress which can bring depression. That slows the work and in her case caused more stress and more depression then clinical depression. She was in a clinical depression the day she got her Ph.D. She never recovered and, net, didn't make it.

Took me a while to reinvent and learn the basics of clinical psychology to understand what was going on and what to do about it. I did learn but nearly always too late.

In trying to have a stable job so that I could take care of her, I took a job at IBM's Watson lab, in what we called artificial intelligence (AI) to do monitoring and management of large server farms and networks.

Then IBM got sick and the lab phone book went from 4500 full time names down to 1000 or so. The guy who hired me, a big star who was deliberately ignored by the higher ups, left for greener pastures -- eventually ended up with a nice place in Malibu.

IBM Watson Research was run by a clique of people who stuck together and blocked out everyone else. At one point it appeared that the company HQ in Armonk tried to correct that situation.

Instead of or better than the AI, I had some ideas: Detecting a problem in a server farm or network is necessarily essentially a statistical hypothesis test with Type I (false alarm) and Type II (missed detection) errors. So, want hypothesis tests that keep down the rates of the errors.

Since there's a lot of data readily available and want to exploit it to keep down the rates of the errors, also want multi-variate inputs -- nearly all hypothesis tests have only univariate inputs. Also for such multi-variate data can't hope to know any of the probability distributions so need tests that are distribution-free.

I don't think there were any such tests, so I dreamed up some. I used some group theory, summed used the classic S. Ulam, guy on the left in

http://www-history.mcs.st-and.ac.uk/BigPictures/Ulam_Feynman...

result LeCam called tightness (see P. Billingsley, Convergence of Probability Measures), and was able to permit selecting false alarm rate in advance and then getting that rate exactly. Asking for all of the Neyman-Pearson result would take more data than we had any chance of having, but there was a somewhat useful sense in which my work gave asymptotically, for any selected false alarm rate, the highest possible detection rate with that false alarm rate.

I cooked up some synthetic data that was challenging -- the critical region was something like the red squares on a checkerboard in several dimensions. My work did fine.

I got some data from a cluster of computers at Allstate, wrote some prototype software, and confirmed the false alarm rate empirically. And I cooked up an algorithm to make the computations nicely fast (in part I used k-D trees -- reinvented those -- a few years earlier and k-D trees would have been mine).

Politics: A guy in the clique up there didn't like me. But it took two levels of management to fire someone, so he reorganized to put me under a wuss who would go along with firing me. They claimed my research was not publishable (reviewed by a guy in the clique who admitted he couldn't read my math but claimed to have found someone who could but found nothing wrong with my paper) and walked me out the door.

The next day the wuss was demoted out of management. Two weeks later the main nasty guy was moved down to have him under an additional level of management and given a six month performance plan which he failed. He was demoted out of management -- lost his corner office, budget, secretary, and 55 subordinates.

I got a PC and Knuth's TeX and submitted a paper on my research. Since the paper had some measure theory in it, e.g., Ulam's result, much of the computer science community couldn't read it. But the journal that offered to review the paper kept at it; apparently the editor in chief walked the paper around his campus, to a CS department to see if the problem was important and to a math department to see if the math was correct, and accepted the paper. He invited me to present at a conference he was running, but I didn't want to bother going. The paper was published. IBM was wrong.

So it appears that I have the world's only collection, and it's large, of statistical hypothesis tests that are both multi-variate and distribution-free, with some nice properties, with a fast algorithm, with some confirmation of the false alarm rate calculations from some real data, etc.

Asymptotically the critical region can be a multi-dimensional fractal. Nice.

People should my work. I did give a talk on the work at the main NASDAQ site in Trumbull, CT.

IBM didn't pay very well, and cost of living was high -- I'd always saved money, even in grad school, but I lost quite a lot of money working at IBM.

When I joined IBM, it'd just won the Nobel prize in physics two years in a row and had a long string of being "the most admired company in the world". Now I'd advise anyone just to stay the heck away, a long way away.

But being pushed out of IBM and age left me 100% permanently unemployable. I sent 1000+ resumes. Zip, zilch, zero.

If in computing, be sure by age 40, hopefully by age 35, to have a rock solid stable career and/or be wealthy. So, really about have to own your own business and make it successful.




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