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

tel: 773-834-5953

Research Interests

  • nonparametric causal inference, randomizations, spillovers (see also residual randomization)
  • statistical machine learning, large-scale inference, stochastic gradient descent (SGD, see implicit SGD).


Recent publications

  • 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)