David Giles' blog on Econometrics is one of my most favourite blogs, and I read it all the time. And this blog on Turing is the most informative one from Giles.
While I am quite familiar with Econometrics having overdosed on it in graduate school, and also am familiar with Turing's work in Computing, I didn't have the foggiest idea about Turing's contributions in Econometrics until I read this blog.
Proving the Central Limit Theorem, developing sequential analysis and LU decomposition for matrix inversion all developed before the age of 35! Turing was the Mozart of Computing, Statistics, and Mathematics. Life was not kind to him.
It is tragic that I never heard of Turing when I was a Statistics/Mathematics undergraduate back in the early sixties even though I did study CLT, sequential analysis as well as matrix inversion techniques. I became aware of his work in computing only in the 1970s when seeing the book "Introduction to the Theory of Sequential Machines" by Hartmanis and Stearns on the stacks in Hillman Library at Pitt piqued my interest enough to borrow and read it. A decade later it turned out that Stearns was a very senior colleague of mine at Albany; I was fortunate enough to sit in on his course on Game Theory, but unfortunate enough not to have worked with him.
I plan on watching the "Imagination Game" this weekend.
While I am quite familiar with Econometrics having overdosed on it in graduate school, and also am familiar with Turing's work in Computing, I didn't have the foggiest idea about Turing's contributions in Econometrics until I read this blog.
Proving the Central Limit Theorem, developing sequential analysis and LU decomposition for matrix inversion all developed before the age of 35! Turing was the Mozart of Computing, Statistics, and Mathematics. Life was not kind to him.
It is tragic that I never heard of Turing when I was a Statistics/Mathematics undergraduate back in the early sixties even though I did study CLT, sequential analysis as well as matrix inversion techniques. I became aware of his work in computing only in the 1970s when seeing the book "Introduction to the Theory of Sequential Machines" by Hartmanis and Stearns on the stacks in Hillman Library at Pitt piqued my interest enough to borrow and read it. A decade later it turned out that Stearns was a very senior colleague of mine at Albany; I was fortunate enough to sit in on his course on Game Theory, but unfortunate enough not to have worked with him.
I plan on watching the "Imagination Game" this weekend.
