Hi there! I’m a Ph.D. Candidate in Statistics at Iowa State University advised by Dr. Jarad Niemi . My statistical interests include time series, state-space models, spatio-temporal models, computer experiments, Gaussian Processes, and more broadly all things Bayesian. Lately, I have focused on emulation (AKA surrogates, meta-modeling) for computer experiments via Gaussian Process priors, typically for uncertainty quantification. My big favorites are modeling, methodology extensions, and computational methods. I’ve had a few stats-y side projects such as leading the Gaussian Process reading group at ISU and developing BayesHMM .

Background

Here are a few details to make more sense out of my background if it sounds a bit non-traditional to you. I got a B.B.A. and landed a job in finance right away as a structurer of ABS (you might have learned that term during the last financial crisis , I’m sorry). I used to model future cashflows, default rates, and prepayment rates of credit portfolios among other duties; if you are not a finance person, I created debt and equity pieces traded by banks and other investors in the market . One year after, I started a M.Sc. in Finance part-time while keeping my full-time job. Once done with all the coursework, I simply realized I did not enjoy it much and so I challenged myself with something more quantitative: a M.Sc. in Applied Statistics along with a couple additional PhD-level courses. Meanwhile, I changed business within the same company and got promoted to head of Asset Management where I led a small team of analysts and managed ~USD 20M in publicly traded mutual funds. Then the opportunity knocked. I took up the challenge of going in-depth into this, took a plane to the Midwest (a Smart Choice ) and here I am… having quite a bit of fun doing Stats!