Research Interests


My main area of research interest is the development of Bayesian methodology for the analysis of modern, complex datasets. I am particularly interested in the development of computational methods to address these problems. Particular areas of interest include Markov chain Monte Carlo methods as well as the use of parallel computing in statistics.

Specific methodological research areas include the problems of variable selection and model uncertainty in contexts of regression, prediction and complex multivariate modeling with many variables. A key element of this research is the development of stochastic search and MCMC methods for exploring large model spaces. Recent focus has been on the development of new classes of prior distributions for regression problems that provide connections to penalized optimization procedures.

You can find information about Bayesian activities and research across the world at www.bayesian.org.


Research Activities


Papers and Publications

Grants

Software

Ph.D. Students

  1. Sharada Modur (2010) (co-advised with Elizabeth Stasny)
    Missing Data Methods for Clustered Longitudinal Data
    Currently (2017) Faculty Biostatistician in the Department of Epidemiology, Johns Hopkins Bloomberg School of Public Health

  2. Ruoxi Xu (2011)
    Regression Model Stochastic Search via Local Orthogonalization
    Currently (2017) Quantitative Analyst at Fifth Third Bank

  3. Agniva Som (2014) (co-advised with Steve MacEachern)
    Paradoxes and Priors in Bayesian Regression
    Currently (2017) Machine Learning Scientist at A9 (Amazon)

  4. Casey Davis (2015) (co-advised with Tom Santner)
    A Bayesian Approach to Prediction and Variable Selection Using Nonstationary Gaussian Processes
    Currently (2017) Senior Scientist at Merck

  5. Linchao Chen (2015) (co-advised with Mark Berliner)
    Predictive Modeling of Large Spatio-Temporal Datasets
    Currently (2017) Statistician at Apple

  6. Junyan Wang (2016) (co-advised with Mario Peruggia)
    Empirical Bayes Model Averaging in the Presence of Model Misfit
    Currently (2017) Marketing Data Scientist Manager at JPMorgan Chase & Co.