My research sits at the intersection of statistical theory and computer science methodology and is part of the modern ascendancy of mining ``big data'' to produce fundamentally novel science from complicated datasets. Specifically, I seek to illuminate the role played by the nature and quantity of regularization as a tool for improved scientific understanding.

Through this lens, my research can be divided into four intersecting areas: (1) computational approximation methodology, (2) model selection, (3) high-dimensional and nonparametric theory, and (4) applications related to these. However, I find this tripartite categorization to be contrived and detrimental to sound statistical analysis. For this reason, the goal of my current and future work is to explore and exploit the connections between these areas rather than to approach them separately. As such, my contributions in the first three categories have been developed out of what I have identified as a pressing need to justify methodology as implemented in applications rather than in a vacuum devoid of empirical motivation. My research program seeks to generate statistical guarantees for the procedures that applied researchers use while also developing methodology for complicated, high-dimensional problems. I believe that this comprehensive perspective is necessary to produce innovative results. Within this context, much of my work involves what is referred to as regularization---the process of mathematically balancing complex but meaningful scientific models with a preference for simple fundamental structures.

I frequently collaborate with Darren Homrighausen on projects involving the predictive properties of machine learning methods such as the lasso; principal components analysis and the diffusion map; and sparse, additive state-space models. I also collaborate with George Loewenstein on a number of applied projects in behavioral science. We have investigated relationship between purchases of caloric beverages and interventions intended to decrease such purchases, the association between sexual activity and health/happiness in married couples, and the effect of conflict of interest notification on academic medical referees.

Some of my research is supported by grants (Model Complexity and High-dimensional statistics in Macroeconomic Forecasting) from the Institute for New Economic Thinking and the National Science Foundation (Approximation-Regularization). For links to publications and working papers, see my research page, also my (possibly outdated) CV.

Publications

Manuscripts under review

Working papers

Technical Reports

Conference and seminar presentations

Dissertation work

Curriculum vitæ

Perhaps somewhat outdated (pdf)