I help people make decisions in the face of uncertainty. Sounds interesting. I’m a data scientist. Not sure what that means, but it sounds cool. I study machine learning. Hmm. I’m into big data. Even though each of these descriptions makes a different impression, they’re all essentially the same thing. There are distinctions. “Decision-making under uncertainty” emphasizes that you never have complete data, and yet you need to make decisions anyway. “Data science” stresses that there is more to the process of making inferences than what falls under the traditional heading of “statistics.” Despite the hype around the term data science, it’s growing on me. Machine learning, like decision theory, emphasizes the ultimate goal of doing something with data rather than creating an accurate model of the process that generates the data. “Big data” is a big can of worms. Bayesian statistics is much older than what is now sometimes called “classical” statistics.
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