Research areas: Statistics, Machine learning, Bayesian nonparametric models, Fairness in machine learning and statistics, Reinforcement learning, Causal Inference, Conformal Inference. Bayesian ...
The word 'statistics' has two meanings—the use of numbers to describe whole patterns of activity (for example, baseball statistics), and the analytic methods that allow manipulation of such data. The ...
These results provide a unified explanation for several asset pricing and forecasting puzzles, including: (i) the excess responsiveness of long-horizon rates to short rates, (ii) the dominance of ...
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