About Me

My name is Josh. I work on all things "technical computing", but my niche is the intersection of statistics and computer science. I'm good at solving problems and then converting whiteboard math into efficient programs. Julia is my favorite language. During my PhD I researched online (a.k.a. streaming/single-pass) algorithms for statistics (see OnlineStats.jl).

Things I've Built

Products

• One Click Tuner: Chromatic musical instrument tuner for iOS.

• TrendSpot: Keyword research tool.

Open Source

• OnlineStats: Single-pass algorithms for statistics.

• AverageShiftedHistograms: Kernel density estimation for big data.

• SparseRegression: Penalized (Ridge, LASSO, etc.) regression and classification models.

• Many more projects on GitHub.

Closed Source

• Web API for NLP (Natural language processing).

• Web app and backend for time series analysis based on news article NLP (sentiment, entities) of various sources.

• Full stack development of web app for analyzing test flight data.

Education

Work History

🏢 Senior Research Scientist at Julia Computing (Oct 2017 - Current)

• Led development team for several government R&D customers.

• Developed open source packages PlotlyLight.jl, SQLiteGraph.jl, XML.jl, and more as a part of various customer engagements.

🏢 Data Scientist II at Valassis Digital (Aug 2019 - Oct 2019)

• Researched use cases for streaming data models in Ad Tech.

🏢 Data Scientist Intern at MaxPoint (May 2015 - Aug 2015)

• Developed on-line algorithms for advertising retargeting (logistic and survival models).

• Fitted many Scikit-Learn models.

🏢 Statistical Development Intern at SAS-JMP (May 2013 - May 2014, May 2015 - May 2016)

• Researched methods being considered for JMP platforms (Bayesian and DOE).

• Wrote test suites using JMP Scripting Language (JSL) for validating statistical results.

• Led development of redesigning the JMP Starter.

🏢 Statistics Consultant at Winona State University (Jan 2012 - Aug 2012)

• Assisted students and faculty with experiment design, data analysis, and visualization.

🏢 CRM Analytics Intern at Best Buy (May 2011 - Sep 2011)

• Planned and analyzed A/B experiments using SAS and SQL.

Selected Talks

Slides and other materials available at https://github.com/joshday/Talks.

• Using Julia on Large, Streaming Datasets: Julia Computing Webinar March 2020 (youtube)

• Scalable Data Analysis with JuliaDB and OnlineStats: JuliaCon 2018 (youtube)

• SparseRegression.jl: Linear Models with Sparse Coefficients: JuliaCon 2017 (youtube)

• Sorting Algorithms: NC State, ST 758: Statistical Computing (Fall 2017)

• Online MM Algorithms for ML: International Chinese Statistical Association Conference 2016

• Julia for Modern Data Analysis: PyData Carolinas 2016

• OnlineStats.jl: Online Algorithms for Big and Streaming Data: JuliaCon 2016 (youtube)

• Overview of Stochastic Gradient Descent: NC State Statistical Learning Group (Fall 2015)

• Intro to Julia: NC State, ST 758: Statistical Computing (Fall 2015)

• Intro to R and RCpp: NC State, ST 790: Advanced Computing (Spring 2015)

• Online Optimization: NC State, ST 790: Advanced Computing (Spring 2015)

• Penalized Methods: Ridge, Lasso, and Elastic Net: NC State Statistical Learning Group (Fall 2014)

Teaching

All courses taught at NC State.

• ST 312: Intro to Statistics II (Spring 2017, Spring 2015)

• ST 311: Intro to Statistics I (Fall 2016, Fall 2014)

• ST 350: Business Statistics (Fall 2012)

• Mentor for Summer Institute in Biostatistics (Summer 2014)