I am a Professor of Statistics in the College of Science at Virginia Polytechnic and State University (Virginia Tech). Previously I was an Associate Professor of Econometrics and Statistics at the Booth School of Business, and a fellow of the Computation Institute at The University of Chicago. My research interests include Bayesian modeling methodology, statistical computing, Monte Carlo inference, nonparametric regression, sequential design, and optimization under uncertainty.
- I joined VT in August 2016, and recently received a Facebook faculty award for my research on surrogate modeling.
- In 2017 I will begin a three-year stint as Treasurer for ISBA serve as the Program Chair-Elect for the ASA section on Statistics in Defense and National Security
- My postdoc Mickaël Binois and I began work in March 2016 on an NSF project involving heteroskedastic Gaussian processes
The papers listed on the right are chosen to represent my current research interests. I’ve lately been very excited about large scale computer model emulation for calibration and optimization.
Select Pubs & Tech Reports
- Practical heteroskedastic Gaussian process modeling for large simulation experiments (2016) with Mickael Binois and Mike Ludkovski; preprint on arXiv:1611.05902
- Modeling an augmented Lagrangian for blackbox constrained optimization (2016) with Genetha Gray, Sebastien Le Digabel, Herbie Lee, Pritam Ranjan, Garth Wells and Stefan Wild; Technometrics (with discussion), 58(1), pp. 1-11; preprint on arXiv:1403.4890
- Calibrating a large computer experiment simulating radiative shock hydrodynamics (2015) with Derek Bingham, James Paul Holloway, Michael J. Grosskopf, Carolyn C. Kuranz, Erica Rutter, Matt Trantham, R. Paul Drake; Annals of Applied Statistics, 9(3), pp. 1141-1168; preprint on arXiv:1410.3293
- Local Gaussian process approximation for large computer experiments (2015) with Dan Apley; Journal of Computational and Graphical Statistics, 24(2), pp. 561-578; preprint on arXiv:1303.0383
- Estimating player contribution in hockey with regularized logistic regression (2013) with Shane Jensen, and Matt Taddy. Journal of Quantitative Analysis in Sports, 9(1), pp. 97-111; preprint on arXiv:1209.5026; also see our Capital Ideas article and blog.