Monday, August 8, 2016


George Dantzig, Mathematician

I was a grad student at Berkeley working on my Ph.D. I wasn't very good at getting to [..] class on time. [His teacher] Neyman had a habit of putting homework assignments up on the blackboard at the start of class. When I came in late, I'd copy the problem, take it home and work on it.

On this particular day there were two problems. They seemed more difficult than usual. When I handed in the assignment, I apologized for taking so long. Neyman told me to throw the paper on his desk. If you knew Neyman, you knew his desk was always covered with a huge pile of papers. I threw the paper on the top of the pile and left, never expecting to hear about it again.

One Sunday morning a couple of weeks later he came running over to my house and banged on the door. We lived upstairs. I came down and opened the door. He rushed in and said he had written an introduction to the problems I had solved and was going to submit the paper for publication. It turns out that those two problems were two very well-known, unsolved statistical problems. I had solved them both.


Fracking hilarious. I wonder if Dantzig would be able to solve the problems if he knew they were the two of most difficult problems in statistics. He probably would.. BTW, Dantzig is the father of Linear Programming, the cornerstone of Operation Research. In industrial engineering his optimization methods are used all the time, how to optimally produce x items with y resources, with z contraints, etc. My favorite example though is the Berlin Airlift problem
Even before [WWII] ended the Allies decided to divide the city into four sectors, each country occupying one. Berlin lay deep in the Russian sector of the country, but the Western powers assumed that the Soviets would allow them free access to the city. However, on June 24, 1948 the Soviets blocked all land and water routes through East Germany to Berlin. They hoped to drive the Western powers from East Germany. The problem facing the Western Allies was how to keep West Berlin supplied during the Russian blockade. The problem was turned over to the Planning Research Division [and Dantzig] of the U.S. Air Force. [..] Their solution helped shatter Soviet hopes of using the blockade to win total occupation of Berlin. It was a large-scale program that required intricate planning. To break the blockade, hundreds of American and British planes delivered massive quantities of food, clothing, coal, petroleum, and other supplies. At its peak a plane landed in West Berlin every 45 seconds. The number of variables in the formulation of the problem exceeded 50. They included the number of planes, crew capacity, runways, supplies in Berlin, supplies in West Germany, and money. 

Q&A - 21/5

Question How do you empirically prove interest rates do not cause increase or decrease in GDP growth? There is a test for that Data ,...