Last modified: Fri Jun 10 07:32:40 EDT 2016
I have a discussion of the papers
I have written. Google scholar
is better at keeping information uptodate than I am. So here is their
page about me. I'm a bit better about keeping my vita up to date.
Recent talks
Papers in progress
 A LevelSet
HitandRun Sampler for QuasiConcave Distributions with Shane
T. Jensen.
 A
WealthRequirement Axiomatization of Riskiness
with Sergiu Hart.
 The power of a few large blocks, with
Dongyu Lin.
 A risk ratio comparison o L0 and L1 penalized
regressions with Dongyu Lin and Lyle Ungar.
 A martingale test of alpha,
with Robert Stine and Peyton Young.
 An operational measure of risk,
with Sergiu Hart (latest,
talk, page
proofs, scanned)
 Hedge Fund Game, (older version)
with
H. Peyton Young. (The Economists voice version.)
 Early retirement via leverage, with
Sham Kakade and Orit Ronen.
 "MultiView Regression via
Canonical Correlation Analysis" with Sham Kakade. (slides.pdf)
 Alphainvesting: A procedure for sequential control of
expected false discoveries
(.pdf) with Robert Stine. (talk, code)
 "Determinisic calibration with simplier checking rules," with
Sham M. Kakade, (.pdf),
(.pdf, UMCP)
 Estimating the forward curve,
(.pdf) with C. T. Chua, K. Ramaswamy,
R. Stine.
 On the Lower Limits of
Entropy with
Adi Wyner.
 The
contribution of parameters to stochastic complexity, with Robert Stine.
 "Adaptive variable selection with
Bayesian oracles." (valencia talk)) with Robert Stine.
 "Learning, Hypothesis Testing, and Nash Equilibrium", with H. P. Young.
 Ponzironi is a concept that Bob Stine and I are working on. We
haven't gotten a paper that is ready to circulate as of yet. In the mean time, here is a (.pdf) Using these idea I've done a Preliminary data analysis on Famafrench.
I have some very crude draft of some notes on
(.pdf) and a lighter version). I've been told these aren't
ready to be put on the webbut do to there not going anywhere, I'll
leave them up for now.
Refereed Papers
 "Estimating
Reading Growth
Attributable to Accelerated
Reader at One American School
in the Caribbean", with David Foster, 2014.
 "A
strategyproof test of portfolio returns" with H. Peyton Young,
Quantitative Finance, 2013.
 "Spectral Dependency
Parsing with Latent Variables" with Paramveer Dhillon, Jordan
Rodu, Michael Collins, and Lyle Ungar, EMNLP 2012.
 ``
The effect of winning an Oscar Award on survival:
Correcting for healthy performer survivor bias with a rank preserving
structural accelerated failure time model,'' with Xu Han, Dylan
Small, and Vishal Patel Annals of Applied Statistics}, 2011, 746772.
 VIF regression: A fast regression
algorithm for large data, with Dongyu Lin and Lyle Ungar, to
appear in JASA.
 Iformation Consistency of Nonparametric Gaussian Process
Methods with Seeger, M. W., Kakade, S. M. Information Theory, IEEE Transactions on
2008, 2376  2382.
 "Honest
Confidence Intervals for the Error Variance in Stepwise
Regression"
Robert Stine , Journal of Economic and Social
Measurement, 2006.
 "Regret testing: learning to play a
Nash equilibrium without knowing you have an opponent,"(journal
version) with H. Peyton Young, Theoretical Economics, 2006.
 Being Warren buffett
American statistician, 2005.
 ""Variable selection in data mining: Building a predictive model for
bankruptcy," (talk)
with Robert Stine
, JASA, 2004. (sample data bankruptcy.tar.gz)
 "Universal Codes for Finite
Sequences of Integers Drawn from a Monotone Distribution", with
R. Stine and A.J. Wyner, To Appear in the IEEE Transactions on
Information Theory, 2002.
 "On the Impossibility
of Predicting the Behavior of Rational Agents," with H.P. Young, PNAS, 2001.
 "Empirical Bayes Variable Selection,
(pdf)" with Edward George,
Biometrika, 2000.
 "Introduction to the Special Issue," (in honor of David
Blackwell) with R. Vohra, D. Levine, Games and Economic
Behavior, (1999), 1  7.
 "Regret in the Online Decision
Problem," with Rakesh Vohra, Games and Economic Behavior, 1999, 7  36.
 "A proof of
Calibration via Blackwell's Approchability Theorem," Games and
Economic Behavior, 1999, 73  79.
 "Local Asympotic Coding and the Minimum
Description Length (pdf)," with Robert Stine , , IEEE
Transaction on Information Theory, (1999) 1289  1293.
 "Competitive Algorithms
for Layered Graph Traversal," with A. Fiat, H. Karloff,
Y. Rabani, Y. Ravid, and S. Vishwanathan, SIAM
Journal on Computing, 1999.
 "On the Nonconvergence of Fictitious Play in Coordination Games," with
H. P. Young, Games and Economic Behaviour, 1998, 79  96.
 "Asymptotic Calibration," with Rakesh
Vohra, Biometrika, 1998.
 "Calibrated Learning and
Correlated Equilibrium," with Rakesh Vohra Games and Economic Behaviour., 1997.
 "Precision and Accuracy of Judgmental Estimation,"
with I. Yaniv, Journal of Behavioral Decision Making 10,
(1997), 21  32.
 "Learning with Hazy Beliefs," with H. P. Young, (1997)
Institute Vienna Circle proceedings.
 "Continuous
Record Asymptotics for Rolling Sample Variance Estimators,"
(.pdf) with
D. Nelson, Econometrica , 64, (1996), 139
 174.
 "An Axiomatic Characterization of a
Class of Location in Tree Networks," (JSTOR)
with Rakesh
Vohra, Operations Research., 1998.
 A Simple Ancillarity Paradox," with Edward George,
Scandinavian Journal of Statistics, 23,
(1996), 233  242.
 "Filtering and Forecasting with Misspecified ARCH Models: Making
the Right Forecast with the Wrong Model," with D. Nelson, Journal of
Econometrics, 67, (1995), 303  335.
 "Graininess of Judgment Under Uncertainty: An Accuracy 
informativeness Tradeoff," with I. Yaniv, Journal of Experimental
Psychology: General, 124, (1995), 424  432.
 "Asymptotic Filtering Theory for
Univariate ARCH Models," with D. Nelson, Econometrica
62, (1994), 1  41.
 "The
Risk Inflation Criterion for Multiple Regression" with E.
George, The
Annals of Statistics,
22, (1994), 1947  1975.
 "A Randomization Rule for Selecting
Forecasts," with Rakesh
Vohra, Operations Research, 41,
(1993), 704  709, with discussion by R. Clemen.
 "Estimation up to a Change Point,"
with Edward
George, The Annals of Statistics, 21,
(1993), 625  644.
 "An Economic Argument for Affirmative Action," with Rakesh
Vohra, Rationality and Society, 4,
(1992), 176  188, with discussion by G. Loury, by D. Friedman, and
by J. Heckman and T. Philipson.
 "A Probabilistic Analysis of the K  location Problem," with Rakesh
Vohra, American Journal of Mathematical and Management
Sciences, 12, (1992), 75  87, winner of the
1993 Jacob Wolfowitz prize.
 "Prediction in the Worst Case," The Annals of
Statistics, 19, (1991), 1084  1090.
o
 "Cooperation in the Short and in the Long Run," with H.P. Young,
Games and Economic Behavior, 3, (1991), 145  156.
 "Stochastic Evolutionary Games Dynamics,"(.pdf) with H.P. Young, Journal
of Theoretical Population Biology, 38, (1990),
219  232.
 "Probabilistic Analysis of a Heuristic for the Dual Bin Packing
Problem," with Rakesh
Vohra, Information Processing Letters,
31, (1989), 287  290.
Books
Refereed Conference Papers

Deterministic Calibration and Nash Equilibrium
with Sham M. Kakade,
COLT, 2004.
 "Cost and trust in an online
auctions," with Lyle Ungar and David Parks, AMET98.
 "Characterizing the generalization performance of model
selection strategies," with D. Schuurmans and L. Ungar,
ICML proceedings (1997).
 "Competitive Algorithms for Layered Graph Traversal," with A.
Fiat, H. Karloff, Y. Rabani, Y. Ravid, and S. Vishwanathan, in
Proc. 32nd Symposium on Foundations of Computer Science, Puerto
Rico, (1991), 288  297.
Unrefereed Conference Papers
by Dean P Foster