I am an Assistant Professor of Econometrics and Statistics at the University of Chicago, Booth School of Business.
I got my Ph.D. in Statistics, and MS in Computer Science, from Harvard University.
addr.: 5807 S Woodlawn Ave, Office 358, Chicago, IL, 60637
- nonparametric causal inference, randomizations, spillovers (see also residual randomization)
- statistical machine learning, large-scale inference, stochastic gradient descent (SGD, see implicit SGD).
- 2016 -- Ph.D. in Statistics, Harvard University (Advisors: Edo Airoldi, David Parkes, and Don Rubin)
- 2011 -- Masters in Computer Science, Harvard University (Advisor: David Parkes)
- 2006 -- M.Eng. in Electrical and Computer Engineering, Aristotle University (Advisor: Pericles Mitkas)
- Randomization tests of causal effects with interference between units, (Biometrika, 2019)
- Stochastic gradient methods for estimation with large datasets, (Journal of Statistical Software, 2018)
- Convergence diagnostics for stochastic gradient descent with constant step size, (AISTATS'18)
- Asymptotic and finite-sample properties of estimators based on stochastic gradients, (Annals of Statistics, 2017)