Publications

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with Judah Cohen, Dim Coumou, Jessica Hwang, Lester Mackey, Sonja Totz, and Eli Tziperman. S2S Reboot: an Argument for Greater Inclusion of Machine Learning in Subseasonal to Seasonal Forecasts. WIREs Climate Change, 2018.

. Finite-sample Guarantees for Winsorized Importance Sampling. 2018.

Preprint Code Slides

with James Johndrow and Anirban Bhattacharya. Bayes Shrinkage at GWAS Scale: Convergence and Approximation Theory of a Scalable MCMC Algorithm for the Horseshoe Prior. 2018.

Preprint Slides

with Jessica Hwang, Karl Pfeiffer, Judah Cohen and Lester Mackey. Improving Subseasonal Forecasting in the Western U.S. with Machine Learning. 2018.

Preprint Code Dataset Poster Slides News (USBR) News (Microsoft)

with Vinicius Carrasco and Pablo Salgado. When (and How) to Favor Incumbents in Optimal Dynamic Procurement Auctions. Journal of Mathematical Economics, 2016.