Blogs and Web – Page 5 – Mike Trick's Operations Research Blog

Dead words in operations research

Sometime ago, when writing about Stafford Beer, I wrote:

Stafford Beer was one of the founding people in British operational research. He was one of the people who saw operational research in World War II and adapted those methods to work in practice, in his case at United Steel, followed by some consulting companies. He ended up founding many aspects of systems science and “cybernetics” (a term I rarely hear these days).

Turns out I was right about “cybernetics”. PhD Comics (a must read for both doctoral students and those who supervise them, live with them, parent them, or otherwise have to interact with them) has a nice graph that shows how often “cybernetic” shows up in academic paper titles (upper right, with “robot”):

Cybernetics didn’t have much of a heyday, and that was long ago. I wonder what other operations research words have come and gone. Anyone up for some hours with ISI Web of Knowledge?

Winston, Sports, Statistics, and Decision Making

winston Wayne Winston, author of famous textbooks in operations research and a new book on math and sports, and sports statistics/decision making guru, has a column in the Huffington Post, which certainly catapults him to rock-star status in the operations research world. The entries are also posted on his personal blog, where he posts additional material.

His recent post is on a controversial decision that the coach, Bill Belichick of the New England Patriots (US football) made yesterday. With just a couple of minutes left to play, Belichick decided to try for a first down on 4th and 2 deep on his own 28 yard line. If the Patriots had made the first down, the game would be over with a Patriots win. If they failed (which they did), the Indianapolis would need to move the ball about 30 yards in two minutes to score and win (which they did). The alternative would have been to punt, which would then require Indy to move perhaps 60 or 70 yards in that time to score.

The vast majority of coaches in this situation would punt. Winston suggests Belichick made the right move, given that Indianapolis had a high probability of scoring even from 60 or 70 yards (Indianapolis has the quarterback and team to do so). The result is pretty clear: as long as you believe that Indianapolis had at least a 50-50 shot of scoring after the punt (and in many cases with a lower probability than that), you should go for it. Advanced NFL Stats has a slightly different take on this, with the same conclusion.

I think it is important to note that Winston doesn’t just do statistics. He combines it with decision making. Sometimes that decision making is reasonably straightforward but unintuitive (like the above), and sometimes it is more complicated.

Winston has done a lot to bring clarity to the complicated world of basketball statistics and decision making. I look forward to seeing what he has to say to Huffington’s huge audience. And maybe have him sneak in the phrase “operations research” once in a while.

A Belated Happy Birthday to the Blog!

FourthBirthday This blog was begun on October 24, 2005, so it had its fourth birthday a couple of weeks ago. As my family knows, I am not great with birthdays, so I managed to forget it. But, better late than never, Happy Birthday to Michael Trick’s Operations Research Blog!

Here’s what I wrote last year about the statistics on the blog:

I posted 133 times in the year (up from 83, and well past my goal of 2/week). I’ve had 237 comments in the last year, up a lot from 69, so you too have been much more active! I get about 3500 visitors per month (up from 2000), and, new this year, Feedburner tells me about 450 people subscribe through google reader and other rss feeds (that don’t typically hit my server). Spam is running at about 10/day, but my system catches it, so it is no big deal.

Number of posts in the last year was 134 (my goal was 150, so I fell a bit short). The blog got 420 comments, so you all are doing your job! Spam is up to about 35 or so per day, with a peak of 560 on one day in early October. I’m up to 11,500 visitors per month, with a peak day in October of 5300 visitors (due to a nice posting on reddit). Feedburner gives me about 850 subscribers through rss feeds.

Thanks to all of you who read the blog and commented on it. It is encouraging to get feedback about what I write. And thanks especially to all those writing away in the blog-OR-sphere: it is great to be part of this community. Here is to another year of exciting news from the world of operations research!

Questions and answers in operations research?

Yiorgos Adamoploulos (@hakmem on twitter) pointed out StackExchange as a software system/social network system for questions on specialized topics. He wondered if we need one in operations research. It seems to me that the “web 0.1” version of this (Usenet groups) are pretty well dead: the spam has completely taken over comp.constraints and is pretty high on sci.op-research (no, we don’t need your stinking solution manuals, thanks). So where to go? I get some questions as comments on my blog posts: I try to respond to them before I delete them but that only gives one person’s views.

Let’s find out if there is an interest. Have questions (or want to give answers) in operations research? Check out the OR Exchange! No guarantees on how long this will be up: if there is no interest, down it goes. But let’s see!

I’ll probably be fiddling with the format of the system over the next few days (I need better graphics!), but that shouldn’t affect the questions and answers.

Comment Spam

Brian Hayes, author of American Scientist‘s computing science column and author of the bit-player blog, has a very nice article on issues with spam in the comments of his blog. My blog is nowhere near as popular as Brian’s, but I too attract a reasonable amount of spam. Some spam is easy: autogenerated, lots of links, easy to identify by things like Akismet. This is the stuff I never see, which is good since it runs about 100/day. The software simply handles things.

But other spam takes a bit more effort. As Brian points out, there is a market for people to browse the web, putting in comments with an included link back to whoever is doing the paying. Some of this is obvious: “Good post. I like your blog.” with a return link to a hairdresser is just not credible. Some other posts are harder to be sure about: they look on topic, but are a bit off (see the “Blue Fire” comment for an example). Perhaps it is a language barrer? Perhaps I am not smart enough to see the connection? But it is fascinating to see. As Brian wonders:

I’m both fascinated and appalled to learn that the Internet economy can support this activity. What’s the going rate for writing comment spam? Is it worth a penny to get your link briefly exposed to the vast daily readership of bit-player.org? How about a tenth of a penny?

I get about one of these a day on my site. This is less than I used to get since I have closed down comments on older posts. Depending on how bad the comment is (and the atrociousness of the linked site), I have four levels of response to these comments (I moderate all comments from “unknown” people):

SPAM! I mark it spam, which I hope goes into Akismet’s algorithm so that similar stuff is more likely to be marked spam (ideally on more than just my machine).
I delete it. Nice try, but this one’s not getting by me. But you are welcome to try again.
I edit it to remove the link and let the comment through (like I did with “Blue Fire”). I suspect this is most frustrating to the commentator who I presume does not get paid for his/her efforts.
I let it through, link and all. The link needs to have some relevance to operations research in this case. And maybe someone gets paid a penny or two. This doesn’t happen very often!

It is nice to see that the reaching the readership of Michael Trick’s Operations Research Blog has some value to someone. But you are going to have to read up on the world of operations research if you want to get past my filters!

Models, Information, and Market Rationality

I have come across a couple of items recently involving market rationality and the ability of the market to reflect “unknown” information. The first came in a conversation with my colleague Bryan Routledge. Harkening back to the Challenger disaster, Bryan mentioned that “the market” quickly determined the company that caused the failure (all this is my paraphrasing of my understanding of what Bryan said: it is my fault if it is wrong!). Here is the graph of the stock prices of the main companies involved in building the space shuttle on the day of the disaster:

shuttle company stock prices

There are four companies shown: Morton Thiokol, Lockheed, Martin Marietta, and Rockwell. The stock price for all of the companies immediately dropped 7-8% after the disaster. Within an hour, three companies went back up to being just 2-3% down, while one company further decreased: Morton Thiokol. The company responsible for the O-ring (of Richard Feynman and ice water fame): Morton Thiokol. It is certainly provocative that the market seemed to know something immediately that took an investigation months to determine. It would have been even more impressive if the market identified this an hour earlier (the explosion happened at 11:39AM), but the results from the day are still pretty impressive.

But, as Bryan reminds me, this was not exactly a mystery to everyone at the time: the engineers involved strongly suspected early what the issue was and later fed that information to Feynman. So the information was out there and perhaps that information leaked out to the market in the immediate aftermath of the explosion. So perhaps it is not so mysterious after all. And there may well be other explanations for the larger drop off by Motton Thiokol.

Continuing the theme of markets seeming to have information that mere mortals do not, Panos Ipierotis, with tongue-in-cheek, suggested a prediction market on the P=NP question, arguing

So,if P=NP is a decidable problem, it is either true or false. So, a fully rational agent, participating in the market, should know whether P=NP. It is not a matter of probabilities! All the information to make the decision is available. So, if the market has one or more rational players, the market should converge to a price of 0 or 1 immediately, depending on the state of the problem. Right?

He then offers a few choices when the market, presumably, does not give such a result:

There are no rational agents. So, all the analysis of prediction markets that assume rationality of traders is incomplete.

There are rational agents. The market does not converge to 0 or 1 because the P=?NP problem is undecidable.

There are rational agents but the return from the risk-free rate until reaching the time to settlement exceeds the return from the market. So, the market gives information on how long it will take for the problem to be officially solved.

If your laptop cannot find the solution, neither can the market.

These are not mutually exclusive: it could be more than one. But I think it is pretty clear that there are no rational agents by this definition, and I think most or all economists will agree to that. The concept of having a rational agent is no different than the assumption of linearity and divisibility and so on in linear programming. A model cannot include everything (a map that includes everything would be as large as the area mapped), so simplifications are made. Some economic models include limits on rationality, or on information, or on timing, while others will give their agents more power/information/etc. than could occur in practice. There is normally a tradeoff: with more detail on rationality may come limits in other areas, such as number of agents, or complexity of markets. Given some set of assumptions, it is pretty easy to come up with a situation that exploits weaknesses in the assumptions. If that is the case, those are the wrong assumptions to make!

So I would agree with Panos: “all the analysis of prediction markets that assume rationality of traders is incomplete”. That “incomplete” analysis might still be useful. To paraphrase the statistician George Box: all models are incomplete; some are useful.

This concept was certainly seen by Feynman in the Challenger case when he questioned whether some of the mathematical models used were useful. From Feynman’s appendix to the Challenger Report:

When using a mathematical model careful attention must be given to uncertainties in the model.

INFORMS Needs Writers

I recently had an exchange on twitter on why the OR community is not more effective on using twitter, facebook, and so on to get the story out. People like Laura McLay, Aurelie Thiele, and many others listed on the sidebar do have blogs and many of us twitter and facebook away, but we are a pretty small group. As I replied in Twitter, “We have lots of stories, but not enough storytellers”.

If you are a student (or recent graduate) have wanted to do some writing about operations research, INFORMS is ready to give you a chance, and will even provide some walking around funds. From an email making the rounds:

INFORMS

Writer for the INFORMS Annual Meeting Daily E-News: October 11-14, 2009.

INFORMS seeks 3 OR/MS students or graduates to cover on-site the sessions, events, and breaking news during the 2009 INFORMS Annual Meeting to be held in San Diego, CA, October 11-14, 2009. The writer is expected to produce content for a daily electronic newsletter throughout the duration of the 4-day meeting. The writer may have experience regularly publishing news articles in professional or collegiate news outlets or equivalent experience.

Qualifications:

– Current or recent enrollment in a college-level OR/MS program and/or equivalent experience is required
– Must be proficient with Microsoft Office (Word and Excel)
– Laptop with wireless capabilities is required
– Experience with digital photography and ownership of a digital camera is required
– Must be able to attend the conference all 4 days

INFORMS will provide a daily stipend of $100 and reimbursement for local transportation/parking cost if necessary. Please forward a resume and two writing samples (approximately 500 words each) to Ms. Mary Leszczynski, Managing Editor, mary.leszczynski@informs.org. For more information on the meeting, please visit: http://meetings.informs.org/SanDiego09/.

INFORMS Podcasts on Crunching the Numbers

INFORMS (and its Director of Communications, Barry List) has been putting out podcasts on operations research oriented topics every couple of weeks for the past few months. The title of the series is “Science of Better: Crunching the Numbers”. According to the site, this is:

A series of podcasts with unexpected insights into the way that math, analytics, and operations research affect people like you and organizations like your own. In every segment, an expert explains how he or she changed the world by crunching the numbers.

They now have a good collection of topics. The most recent podcast is with Larry Wein, who talks about homeland security, terrorism, and, of course, operations research. Previous podcasts include a discussion on how analytics can help battle HIV/AIDS, how to understand the economy using supply chain concepts, how INTEL uses operations research to make decisions, and how to save on health care costs with OR. I look forward to seeing what Barry has next for us!

At 20-30 minutes each, the five current podcasts are just the things to have on your mp3 player for long flights.

Careful with Wolfram|Alpha

Wolfram|Alpha is an interesting service. It is not a search engine per se. If you ask it “What is Operations Research” it draws a blank (*) (mimicking most of the world) and if you ask it “Who is Michael Trick” it returns information on two movies “Michael” and “Trick” (*). But if you give it a date (say, April 15, 1960), it will return all sorts of information about the date:

Time difference from today (Friday, July 31, 2009):
49 years 3 months 15 days ago
2572 weeks ago
18 004 days ago
49.29 years ago

106th day
15th week

Observances for April 15, 1960 (United States):
Good Friday (religious day)
Orthodox Good Friday (religious day)

Notable events for April 15, 1960:
Birth of Dodi al-Fayed (businessperson) (1955): 5th anniversary
Birth of Josiane Balasko (actor) (1950): 10th anniversary
Birth of Charles Fried (government) (1935): 25th anniversary

Daylight information for April 15, 1960 in Pittsburgh, Pennsylvania:
sunrise | 5:41 am EST\nsunset | 6:59 pm EST\nduration of daylight | 13 hours 18 minutes

Phase of the Moon:
waning gibbous moon (*)

(Somehow it missed me in the famous birthdays: I guess their database is still incomplete)

It even does simple optimization

min {5 x^2+3 x+12}  =  231/20   at   x = -3/10 (*)

And, in discrete mathematics, it does wonderful things like generate numbers (permutations, combinations, and much more) and even put out a few graphs:
graphs (*)

This is all great stuff.

And it is all owned by Wolfram who define how you can use it. As Groklaw points out, the Wolfram Terms of Service are pretty clear:

If you make results from Wolfram|Alpha available to anyone else, or incorporate those results into your own documents or presentations, you must include attribution indicating that the results and/or the presentation of the results came from Wolfram|Alpha. Some Wolfram|Alpha results include copyright statements or attributions linking the results to us or to third-party data providers, and you may not remove or obscure those attributions or copyright statements. Whenever possible, such attribution should take the form of a link to Wolfram|Alpha, either to the front page of the website or, better yet, to the specific query that generated the results you used. (This is also the most useful form of attribution for your readers, and they will appreciate your using links whenever possible.)

And if you are not academic or not-for-profit, don’t think of using Wolfram|Alpha as a calculator to check your addition (“Hmmm… is 23+47 really equal 70? Let me check with Wolfram|Alpha before I put this in my report”), at least not without some extra paperwork:

If you want to use copyrighted results returned by Wolfram|Alpha in a commercial or for-profit publication we will usually be happy to grant you a low- or no-cost license to do so.

“Why yes it is. I better get filling out that license request! No wait, maybe addition isn’t a ‘copyrighted result’. Maybe I better run this by legal.”

Groklaw has an interesting comparison to Google:

Google, in contrast, has no Terms of Use on its main page. You have to dig to find it at all, but here it is, and basically it says you agree you won’t violate any laws. You don’t have to credit Google for your search results. Again, this isn’t a criticism of Wolfram|Alpha, as they have every right to do whatever they wish. I’m highlighting it, though, because I just wouldn’t have expected to have to provide attribution, being so used to Google. And I’m highlighting it, because you probably don’t all read Terms of Use.

So if you use Wolfram|Alpha, be prepared to pepper your work with citations (I have done so, though the link on the Wolfram page says that the suggested citation style is “coming soon”: I hope I did it right and they do not get all lawyered up) and perhaps be prepared to fill out some licensing forms. And it might be a good idea to read some of those “Terms of Service”.

——————————————–
(*) Results Computed by Wolfram Mathematica.

Usage and Reddit

For the most part, I don’t live or die on the number of readers of this blog. I’m not making money off this, so extra readers don’t have a direct effect. Of course, I am gratified that people want to read this: since one of my goals is to make operations research more famous, it helps if there is a readership! And I greatly enjoy it when people comment on my posts (something that is happening much more often): that can’t happen without a readership.

Determining the readership of a blog is kinda tricky. Some people wander by through the web, or have the page bookmarked, or search on a term that occurs in a blog post, or otherwise access the blog as a web page. Somewhere around 150 or so people a day see the blog that way. Of course a number of people are searching for “sex market” or some such, and hit a post from my past entries that includes those words. In fact, now that I have included that phrase here, they may end up on this page. If so, then welcome: this probably isn’t what you were looking for, but there are some fascinating posts, so browse around for a while!

Another group subscribes to the blog through RSS readers, like google reader. They may not hit my website directly at all, but read the postings through their reader. Feedburner tells me I have about 700 subscribers that way. This number is an estimate, but presumably all of these subscribers are actually interested in operations research. This is the way I access blogs: I subscribe to all of the operations research blogs listed in the right hand column of my front page, and I subscribe to an additional twenty-five blogs that are not operations research but have caught my interest. I also subscribe to about dozen blogs on operations research that appear to be inactive: if a post comes through on one of those, then I can move it over to the active list.

Putting things all together, I put my readership at about 1000 people truly interested in operations research, which is a gratifying number. I certainly have not given a technical talk in front of 1000 people (the recent EURO conference was perhaps the largest, but it was not 1000 people).

Once in a while I get a spike, due to an entry on other sites. I have never had a successful entry on Digg or Slashdot, which is probably just as well, since my poor server probably couldn’t stand the strain. But my recent posting on “P=NP (or not)” did get some play on Reddit (thanks cavedave for the shoutout), which resulted in a spike in usage (up by a factor of five or so). It was great to see the spike, but it will be even better if this results in more permanent subscribers and more interest in operations research.