Tuesday, July 20, 2010

Andrew Gelman writes about David Blackwell

David Blackwell . I do not know the relevant areas but the name is familiar because of Rao-Blackwell theorem. Here is a quote that I liked:
"Basically, I'm not interested in doing research and I never have been, I'm interested in understanding, which is quite a different thing. And often to understand something you have to work it out yourself because no one else has done it."
There are more links in comments like this very interesting David Blackwell, 'Superstar' and http://www.stat.berkeley.edu/images/stories/docs/blackwell%20packet.pdf . See also Rajiv Seth's blog
P.S.
Again, he is quoted in the first article:
“I like understanding things and explaining them,” he said. “And sometimes when you’re trying to understand something, you see something new, and they call that research.”
The 'helping line' mentioned in the article is explained in the second article in the interview with Donald Albers.
P.P.S. Aside on Rao-blackwell from Earliest Known Uses of Some of the Words of Mathematics:
RAO-BLACKWELL THEOREM and RAO-BLACKWELLIZATION in the theory of statistical estimation. The "Rao-Blackwell theorem" recognises independent work by C. R. Rao (1945 Bull. Calcutta Math. Soc. 37, 81-91) and David Blackwell (1947 Ann. Math. Stat., 18, 105-110). The name dates from the 1960s for previously the theorem had been referred to as "Blackwell's theorem" or the "Blackwell-Rao theorem." The term "Rao-Blackwellization" appears in Berkson (J. Amer. Stat Assoc. 1955) ((From David (1995).)

In an ET Interview (p. 346) Rao shares some reminiscences about getting his name attached to the result, which may reflect more generally on the practice of EPONYMY. When Rao objected to Berkson’s use of Blackwellization Berkson replied that Raoization by itself "does not sound nice." The other memory was of an exchange with D. V. Lindley who had attributed the result to Blackwell. When Rao wrote to Lindley pointing out his priority, Lindley replied, "Yes, I read your paper. Although the result was in your paper, you did not realize its importance because you did not mention it in the introduction to your paper." Rao replied, saying that it was his first full-length paper and that he did not know that the introduction is written for the benefit of those who read only the introduction and do not go through the paper!

In Russia the name Rao-Blackwell-Kolmogorov theorem is used in deference to a 1950 article by Kolmogorov.

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