I received the following email from someone who wishes to remain anonymous:
I am a longtime reader of your blog and it, along with other factors that I will explain briefly, has motivated to pursue a second masters degree in statistics and machine learning. The problem is, my math isn’t great. I understand statistics and probability conceptually but I can’t always follow the math. I took Intro Calculus but that was 10 years ago. I’m a bit scared and overwhelmed and dont know where to start so I was hoping to get some feedback and guidance from you. A little bit about me: I am in my late 20s, have a degree in public policy from ** University, and work as an analyst. I started college as a pre-med student before realizing that I did not have any interest in the field of medicine outside of my desire to help other people. I’ve always been a bit of a policy wonk so I finished undergrad a year early and enrolled in a public policy masters program. I started focusing on quantitative analysis after I read The Black Swan and Fooled by Randomness and took courses such as Applied Econometrics, Public Finance and Stats I and II. I loved these courses but I did not have the opportunity to delve deeper into them in a 2-year program. Additionally, these courses were not very math heavy. Anyway, I’ve been following your blog for the past few years and I found a university program in Statistics and Machine learning that appeals to me. I thought about taking Calc I and II, Linear Algebra and Differential Equations (in that order) through MIT’s Open Courseware site before I apply to the program. Do you think this is a good course of action? Do you have any other recommendations for building a solid foundation that will allow me to get the most out of this program?
I don’t know the best advice to give here, but here are some thoughts.
1. If you’re not so good at math, you might not get much out of taking a bunch of college-level math courses remotely. It’s hard enough to learn this stuff if you’re taking it in college; I’d guess that a remote course would be even more difficult. And taking 4 courses in sequence is a lot.
2. If you’re interested in statistics and machine learning, then programming skills will be important, I’d guess more important than math. So I think you want to make sure you have a solid foundation there.
Perhaps the commenters have some other suggestions?