Statistical Model Building, Machine Learning, and the Ah-Ha Moment

The Committee of Presidents of Statistical Societies (COPSS) will celebrate its 50th Anniversary in 2013. As part of its celebration, COPSS intends to publish a book with contributions from the past recipients of its four awards, namely the Fisher Lecture Award, the President's Award, the Elizabeth Scott Award, and the FN David Award. The theme of the book is Past, Present and Future of Statistical Science. As a winner of the Elizabeth Scott Award, I have been invited to contribute. We were given several topics to choose from and I have chosen to focus on "Statistical Career: Your reflection on your own career, lessons and experience you have learned, and advice you would like to provide to young statisticians if sought." This article is my contribution.