Yves told me he’s doing his qualifying exam, which brought back memories from 20 years ago. At one point we had a fire alarm. Before exiting the bldg, I went into the office and took out all the booklets of exams I’d been working on–our exam was a 2-week-long takehome. Just on the off chance there actually was a fire, I didn’t want my papers to burn up!

Among other things, I learned logistic regression from a problem of Bernie Rosner, and I got stuck on a very hard, but simple-looking, problem from Fred Mosteller on dog learning, an example that I ended up returning to again and again, most recently in our new multilevel modeling book. There was also a problem by Peter Huber–he was notorious for using the same problem year after year–it featured a 10th-generation photocopy of a very long article on crystallography, I think, along with a suggestion that the data be analyzed using robust methods. Like everyone else, I skipped that one. But I did spend three days on a problem from Art Dempster on belief functions–it was so much work but I really felt I needed to do it.

As a student, we all took this so seriously. The perspective from the faculty direction is much different, since a key part of the exam is to evaluate the students, not just to give them an exciting challenge. Also we’ve had problems over the years with cheating, so it’s been difficult to have take-home exams. Finally, I heard a rumor that our students were told not to worry, there won’t be anything Bayesian on Columbia’s qualifying exam this year. Say it ain’t so!!