3 ms·

"Machine Learning" these days is people rediscovering statistics. It's always amusing how stats are underappreciated. I was at a career fair the other day talk

• mistymountains 7y ago
  >manager >HSBC two strikes fam.
• solveit 7y ago
  I'm surprised too. Do you actually mean that most stats majors learn stochastic calculus or just that it's possible to take stochastic calculus? As a pure mathematician, my experience is that stochastic calculus was only taught to very upper-level undergraduates or graduate students because of its measure theory prerequisite. And given the number of maths majors that graduate without ever having taken a course in measure theory, I would be surprised if many stats majors actually learned stochastic calculus. Unless you guys did what the physicists do and just taught the theorems without going too deeply into the foundations, I guess?
  • curiousgal 7y ago
    I should have specified that this took place in France. Engineering students, are first introduced to probability during the CPGE (intensive math, physics, economics, 2 or 3 year track). Said introduction is based on measure theory (sigma algebras, Lebesgue integral, etc). Once at a statistics engineering school, all of the stats courses are based on probability and measure theory. Then you get into martingales and Markov chains and the rest of the stochastic processes follow along. I think that many people don't realize that Statistics is heavily based on probability, so basically anything "stochastic" shouldn't be that far fetched.