I develop probabilistic AI for military and financial applications. My major research foci are
- Nonparametric and Bayesian structural time series
- Agent-based modeling
- Mechanistic models of non-equilibrium systems
- Probabilistic programming
Application areas in which I’m interested include
- Logistics and supply chain
- Geopolitical risk
- Enterprise risk management
- Husband and father
- Machine learning and probabilistic modeling scientist at Charles River Analytics
- Former lead data scientist at MassMutual, graduate fellow at MITRE, and trombonist
CrimsonSkyline.jl: a universal trace-based probabilistic programming language, hosted in Julia.
stsb3Structural time series, round 3. Restriction and refinement of
stsb2grammar and extension of modeling capabilities, deeply integrated with Pyro and pytorch.
stsb2Structural time series, round 2. Implements a grammar over structural time series models and an associated modeling + inference library.
verdantcurve: agent-based market model created in collaboration with Colin Van Oort (MITRE Corporation).
discrete-shocklet-transform: qualitative, shape-based, timescale-independent time series similarity search algorithm