Michael Wieck-Sosa

Headshot

I am a fourth-year PhD Student in the Department of Statistics & Data Science at CMU. I am lucky to be advised by Aaditya Ramdas.

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

Working Papers

  1. Conditional independence testing with a single realization of a multivariate nonstationary nonlinear time series (with Michel F. C. Haddad and Aaditya Ramdas).
    • Summary: We introduce a general framework for conditional independence testing for nonstationary time series based on time-varying nonlinear regression and distribution-uniform strong Gaussian approximations.
    • Links: arXiv.
  2. Identifying relevant forecasting signals in unstable environments (with Michel F. C. Haddad and Aaditya Ramdas).
    • Summary: We develop a method for selecting variables for forecasting with nonstationary nonlinear time series.
  3. Simulation-based estimation of dynamic models by matching random features (with Cosma Shalizi).
    • Summary: We introduce a parameter estimation framework for parametric models of stochastic processes that are analytically intractable.
  4. Deep learning for nonstationary nonlinear time series (with Wei Biao Wu).
    • Summary: We present a theoretical framework for estimating the time-varying regression functions of nonstationary nonlinear time series using deep neural networks.