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Research

Research Interests:
Bayesian Statistics - specifically change point models and variable selection techniques, as well as applications to computational biology.

The primary focus of my research has been the identification change points in climatic time series.  A change point acts as a regime boundary, where the climate system changes from one state to another.  As an example, my Ph.D. research looked at a 5 million year proxy record (Lisiecki & Raymo 2005 ) of global ice volume. This data set gives evidence for at least two changes in glacial dynamics.  Around 2.7 million years ago more permanent glaciers began to form in the Northern Hemisphere, evidenced by an increase in the amplitude of the proxy record.  More recently, around 1 million years ago, not only was there a further increase in the amplitude of the proxy record, but the frequency of glacial melting events changed from every 40,000 years to ~100,000 years.  A more recent example can be found in the global surface temperature anomalies data set produced by NOAA (NOAA website), which is freqeuntly cited in the context of global warming

The goal of change point analysis is to provide uncertainty estimates both in the number and timing of change points in these climatic records, but to do so in a computationally efficient way.  Given a data set with n observations and a desire for k change points, there are nCk potential solutions to the multiple change point problem. Thus, a brute force attempt to study all possible placements of a specified number of change points quickly becomes infeasible, as the number of possible solutions grows exponentially in the length of the data set.  To date, least squares and Bayesian change point methods have been developed for regression models, as well as an algorithm that allows for variable selection to help distinguish between competing hypotheses. Recent work has focused on a sequential approach to chagne point detection and the development of an algorithm that can quickly update its inference with each additional observation. In addition, an even more efficient, but approximate algorithm has been developed whose solution compares favorably to the exact Bayesian algorithms developed to date. Next, our plan is to generalize the model so that its hyperparameters can be learned from the data (rather than being specified by the user) and also develop a model that can incorporate a correlated error structure.

As a hobby, I love sports statistics because it combines two of my favorite things, sports and statistics! I've really enjoyed working on these types of projects over the last several years with some of our undergraduate students.

 

Publications:

Conference Proceedings

 

Letter to the Editor

 

Works in Progress

 

Presentations