Michael Wieck-Sosa

I am a fourth-year PhD Student in the Department of Statistics & Data Science at Carnegie Mellon University.

I am very lucky to be advised by Aaditya Ramdas and Cosma Shalizi.

Here is my resume. You can reach me at mwiecksosa AT cmu DOT edu.

My research interests are at the intersection of:

• Dependent data (high-dimensional time series, spatiotemporal data, time-varying networks, nonstationary, nonlinear)
• Causality (causal discovery, invariant causal prediction, causal representation learning, conditional independence testing)
• Machine learning (neural networks, transformers, foundation models, large language models)
• Likelihood-free methods (estimation, confidence sets, goodness-of-fit testing, random feature methods, change-point detection)

Research

Papers

• Estimating dynamic models by matching random features (with Cosma Shalizi). Submitted to the Journal of the American Statistical Association. Preprint. Slides. Code.
• Dynamic models with p parameters are identified by 2p+1 random features (with Cosma Shalizi). Submitted to Physical Review E. Preprint.
• Conditional independence testing with a single realization of a multivariate nonstationary nonlinear time series (with Michel F. C. Haddad and Aaditya Ramdas). In revision at the Journal of Business & Economic Statistics. Preprint. Slides. Code.

Current projects

• Pre-training deep generative models for sequences from heterogeneous environments and probabilistic forecasting at test time (with Cosma Shalizi).
• Invariant causal prediction for multimodal nonstationary time series with transformers: Applications to text sequences and LLMs (with Aaditya Ramdas).
• Simulation-based inference through random features (with Cosma Shalizi).
• How foundation models learn temporal dependencies in practice: A comparative study of Chronos-2, TabPFN-3, and additive models (with Tom Zhang* and Chad Schafer).

* Denotes students advised.

News

• December 2026: I’ll be giving an invited talk at CFE-CMStatistics 2026.
• June 2026: I’ll be giving an invited talk at IWSM 2026.
• April 2026: I was awarded the DeGroot-Goel Fellowship for 2026 by the CMU Statistics & Data Science Department faculty.
• April 2026: I successfully proposed my thesis.