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Computational biologists do not all recognize the Kalman filter by name, but they know it in the form of the hidden Markov model (the Kalman filter is a hidden Markov model with continuous latent variables and Gaussian observed variables). I mention this because while hidden Markov models, and more generally graphical models, have had an extraordinary impact on the tools and techniques of high-throughput biology, one of their primary conceptual sources, the Kalman filter, is rarely credited as such by computational biologists.
Illustration of the Kalman filter (from Wikipedia).
Where the Kalman filter has received high acclaim is in engineering, especially electrical and aeronautical engineering via its applications in control theory and where it has long been a mainstay of the fields. But it was not always so. The original papers, written in the early 1960s by Rudolf Kálmán and colleagues, were published in relatively obscure mechanical engineering journals rather than the mainstream electrical engineering journals of the time. This was because Kálmán’s ideas were initially scoffed at and rejected… literally. Kálmán second paper on the topic, New Results in Linear Filtering and Prediction Theory (with almost 6,000 citations), was rejected at first with a referee writing that “it cannot possibly be true”. The story is told in Grewal and Andrews’ book Kalman Filtering: Theory and Practice Using MATLAB. Of course not only was the Kalman filter theory correct, the underlying ideas were, in modern parlance, transformative and disruptive. In 2009 Rudolf Kálmán received the National Medal of Science from Barack Obama for his contribution. This is worth keeping in mind not only when receiving rejections for submitted papers, but also when writing reviews.
Rudolf Kálmán passed away at the age of 86 on Saturday July 2nd 2016.
I’m thrilled to announce that I will be moving to Caltech next year where I will be professor of computational biology!
Some people have asked me why I’m moving. First and foremost, we (my family) feel it is the right move for us as for a variety of reasons that I won’t get into here. For me personally, Caltech represents a unique, special, and extraordinary opportunity because it is an institution that fosters an environment facilitating research and teaching that, inasmuch as possible, is unencumbered by the minutiae of academia. In particular, Caltech is unintimidated by disciplinary boundaries, and enables a culture that I’ve yearned for my whole career. It doesn’t throw hundreds of millions of dollars at a football team (although the basketball team is doing pretty well). Its priorities are aligned with mine.
I’m leaving behind Berkeley, a university I started working at 17 years ago as a visiting assistant professor. I’ll miss Berkeley. I still remember the January 1999 phone call from Prof. Tsit Yuen Lam, announcing my appointment. I was honored to have been invited to conduct research and to teach at one of the world’s great institutions. Berkeley was, and still is, distinguished by it’s mission of providing world-class affordable public education. I can’t think of any university in the world that has done as well in pursuing this noble goal. Consider, for example, that UC Berkeley has almost as many Pell Grant recipients as all eight Ivy League schools combined. But with time, as I was allowed to drop the prefixes in my title, I found myself increasingly aware of the structure, organization and financing of the university. Two numbers that I learned have stuck in my mind: today, state funding comprises only 13% of the budget (likely even lower next year), less than half of what it was when I arrived. At the same time, tuition has increased by over a factor of three during the same time period. The squeeze has harmed the institution not just because of reductions in resources (though there have been many), but also because of the strain placed on the morale and mission of the university. Over time I started to question whether its world-class education was sustainable, and lamented that its affordability was becoming a myth. Over the past two years I’ve become increasingly aware that the reality of the university is at odds with my values. I’m sad for the University of California and for the citizens who are being harmed by the blows it is taking, and very much wish that the state will protect and nurture its education treasure. But I will be rooting for it from the sidelines.
I can’t wait to start at Caltech, and look forward to the next phase of my career!