About me

I am Paul Metcalfe, am an applied mathematician by training, and have been doing semi-useful things in drug development for the past 14 years, for most of that leading a team of statistical / computational experts. Before my pharma phase I was briefly the world expert in silent underwater breakfasts1.

Things that interest me

JAX
is the nicest way in the world to write the kind of linear algebra that’s used for things like deep learning (or, more usefully, for bayesian things).
blackjax
is my current favourite way to do Bayes Stuff.
rust
current favourite programming language (I’ve been through C++, python, common lisp, haskell, and various others all the way back to BBC BASIC) but I’m now on rust.
Apache Arrow
if you do do data and do not do Arrow you are behind the times.
horseshoe prior
and other ways to sanely do inference in high dimensions.
TRIPOD
what you actually have to think about if you want to make statistical prediction models actually work2.
dog training
I have a Doberman and a working-line spaniel, and do a bunch of (mostly) positive training with them. I really want a Malinois, but lack the necessary 48 hours in the day.
  1. 1it’s not a large field of study
  2. 2A fortiori this includes ML and AI.