Office Hours for Spring 2022:Ìý Friday 8:00 am – 11:00 am or by appointment
Office: ECOT 343
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My work is focused on hierarchical modeling, multivariate covariance estimation, vector autoregressive processes, small-area estimation, and Monte Carlo expectation maximization with applications in quality measurement, financial econometrics, risk management and high-dimensional statistical learning.Ìý I modeled a multi-level distribution of three-dimensional arrays using a Bayesian approach assuming a separable covariance structure that is the sum of a set of Kronecker products. The goal was to find patterns in the covariance of the survey participants’ responses across quality measures and years to enhance public reporting and quality monitoring.
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