Steve Cohen writes:
Thank you for fulfilling another request of mine almost two years ago. I gave you a job description of a senior Bayesian statistical software developer that I was loooking to hire. You kindly posted it on your site.
THAT EVENING, I received a response from a fellow in Florida who had worked as a C++ programmer for 10+ years and — inexplicably — was now finishing his PhD in Bayesian econometrics. We hired him and he has done magical things with our software, making estimating hierarchical Bayesian models in “real time” on very large, complex datasets a reality. He’s a super guy, to boot! Together with others on our staff, we now have fully parallelized versions of most econometric models working on over 100 cores. (You may have read a paper by one of my partners, Prof John Liechty at Penn State, on parallel slicer samplers).