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BOSTON Revisited Boston Skyline 26 postcard BOSTON revisited Boston skyline couple of years ago, I wrote an article in Actuary Fortunately, by virtue of taking a survey design class and speaking Australia about my life as a statistics PhD student at to the right professors, I am now working in the area of data privacy Harvard University. Hard to believe, but I’m heading in to and confidentiality. I’m still applying the same concept of multiple A my fifth year and looking to graduate in the next 12-18 imputation but this time instead of filling in missing values, I am months (hopefully... PhD is full of unexpected events…). So what’s creating synthetic data sets. the latest from Boston? I love this area because it’s so practical. Statistical agencies face a Research dilemma in the release of public data. On one hand, the confidentiality A big lesson I’ve learnt is that many research projects don’t go as of survey respondents’ data must be protected. On the other hand, far as originally envisaged or they take too long. In my experience, the data must be sufficiently detailed for users. With synthetic data this means the research question becomes too hard to solve or the (as first proposed by Rubin (1993) ), we release synthetic data values outcomes aren’t as novel or of practical use as originally anticipated. drawn from the posterior predictive distribution of target population In my previous article, I wrote my research was focused on handling responses, given the observed data. How to measure disclosure risk missing data when using non-parametric tests to analyse clinical and utility of synthetic data is a big ongoing research topic. trial data. Yeah well, after countless simulations, the results were not intuitive and that project was just not going anywhere. Panic! What I have been looking at some methodology questions regarding the to do? I need to graduate at some point. different sources of information available to the statistical agency and the end user. You may ask, what’s the difference? Trust me, it’s very subtle but has big implications on how the end user draws inference on the released data set. On the applied side, I started working in January at the Dana Farber Cancer Institute in Boston. I am involved in a project called CanCORS (which stands for Cancer Care Outcomes Research & Surveillance Consortium). The project is sponsored by the National Cancer Institute (NCI) and the Veterans’ Administration (VA). The aim of the project is to evaluate the quality of care of newly diagnosed patients with lung or colorectal cancer in multiple regions and health-care delivery systems. Information is gathered from patients, providers, caregivers and delivery systems. The study is important to improve the care and outcomes among Boston Common patients with lung cancer and colorectal cancer. My job is to ACTUARY AUSTRALIA ■ July 2011 ▲ postcard 27 concepts from the physical sciences that underpin both everyday cooking and haute cuisine. Each week a world class chef would personally visit and demonstrate their culinary designs. Think Ferran Adria (of El Bulli, Spain), his protégé Jose Andres, or fellow Spaniard chocolatier Enric Rovira. Now picture weekly lab experiments involving making ice cream from liquid nitrogen or spherical yogurt ravioli. For final projects, students had to come up with their own scientific questions related to cooking. Only now, do I really appreciate how smart some Harvard students are especially if they can create chocolate that does not melt at 100oC, extract the taste of peanuts without the peanut allergen or make noodles from prawns (no flour). Some courses you only get at Harvard. Aussie Aussie Aussie Just in the past six months, I have been reacquainting myself with Australians living in Boston and let me tell you, it’s been extremely refreshing. The Boston branch of the American Australian Association held a silent auction fundraiser for the January floods. Auction items included baseball tickets, ice hockey tickets and a dinner for six by a top Australian chef cooked at your home. 4th July canoeing on Charles River My favourite item was four Australian Football League (AFL) players for half a day to help with any handywork around the house investigate whether we can create a synthetic version of the data plus a good old Aussie BBQ. I think the top bid was $140.00. set to be made available to the public. It’s a big challenge because Undervalued in my opinion but then the dinner for six only went I’m dealing with very complex, high dimensional data plus this is for $120.00. The AFL players came from the local Boston Demons the first application of synthetic data techniques to a large scale footy team. health study. AFL is growing in the US and I am proud to say I am a team On the surface, the topic may sound cool but research is member of the newly formed Lady Demons. Those of you who frustrating because you can spend days and weeks trying a zillion know me, know I am not that tall but in good old Aussie spirit, it’s things on the one research problem and nothing works. But then all about having a go. I’ll let you think about what we do for goal at least you know what doesn’t work and you just keep going and posts and oval fields. try thinking from other perspectives, talk to a colleague, find your advisor, take frequent breaks… eventually you get there. Australia Day Gala Teaching I’ve been very fortunate to have been a teaching assistant (twice) for a new course Stat123 – Applied Quantitative Finance on Wall Street. The course was created and is taught by Dr Stephen Blyth, Managing Director and Head of Internal Management for Harvard Management Company. The course is an introduction to modern financial derivative markets and the probabilistic and statistical techniques used to navigate them. It’s a unique course in that it focuses largely on interest rate derivatives. Students also get access to a live futures trading platform. Now the whole experience was very interesting because derivatives was my least favourite topic as an undergrad (probably because I didn’t understand it). Let me tell you, the second time teaching I was NOT asked by students “Are you learning this course along with us?” and derivatives is no longer my least favourite finance topic. Another interesting class offered by Harvard this year was Science and Cooking: From Haute Cuisine to the Science of Soft Matter (unfortunately only open to undergraduates). The course discusses ACTUARY AUSTRALIA ■ July 2011 ▲ 28 postcard Squam Lake New Hampshire If you’re ever in Boston, do check out KO Catering and Pies Not long to go <www.kocateringandpies.com> for the classic meat pie and So I know the next year will flash by as I head into thesis writing sausage roll. Finally there is a place that serves flat whites mode. There’s also the common feeling of only just starting to <www.flatblackcoffeecompany.com> and they’re pretty good. really enjoy Boston as I am nearing the end of my program. Plus you can get Tim Tams and surprisingly they taste like the Australian made ones. Vegemite is yet to hit the market. I still need to see a Boston Red Sox baseball game, a Bruins ice hockey game and a Celtics basketball game. I’ve sent visitors to So there’s a decent number of Australians in Boston. Enough walk the historical Freedom Trail but I haven’t walked it myself. And to get together and complain about the weather. But we’re I haven’t tried driving in Boston yet. Driving on the wrong side is one not that ubiquitous and the Australian accent still remains a thing but Boston traffic is ten times as bad as Sydney and driver novelty here. aggression ten times worse. Oh, and I’m pleased to say I personally know five Aussie One adventure leads to another – statisticians currently at Harvard (two from the Australian National so exciting!!! ▲ University and others from University of Queensland, University of Melbourne and Queensland University of Technology) which is a Bronwyn Loong pretty good count. [email protected] Preparing for graduation Graduation ceremony, May 2011 ACTUARY AUSTRALIA ■ July 2011.
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