I am an associate professor in the Department of Statistics at Carnegie Mellon University, with joint appointments in the Machine Learning Department, Center for the Neural Basis of Cognition, and the H. John Heinz III College. I am also external faculty with the Santa Fe Institute.
I earned an A.B. in physics from the University of California, Berkeley, in 1993, and a Ph.D. in physics from the University of Wisconsin-Madison in 2001. I came to Carnegie Mellon in 2005 following post-doc positions at the Santa Fe Institute and the University of Michigan Center for the Study of Complex Systems.
My research interests include statistical inference for complex systems; nonparametric prediction for stochastic processes; causal inference; large deviations and ergodic theory; networks and information flow in neuroscience, economics and social sciences; heavy-tailed distributions; and self-organization.