Abraham J. Wyner

Abraham J. Wyner
  • Professor of Statistics and Data Science
  • Director of Undergraduate Program in Statistics and Data Science
  • Faculty Co-Director of the Wharton Sports Analytics and Business Initiative

Contact Information

  • office Address:

    309 Academic Research Building
    265 South 37th Street
    Philadelphia, PA 19104

Research Interests: baseball, boosting, data compression, entropy, information theory, probabilistic modeling, temperature reconstructions

Links: CV


Professor Wyner received his Bachelors degrees in Mathematics from Yale University, where he graduated Magna Cum Laude with distinction in his major. He was the recipient of the Stanley Prize for excellence in Mathematics. His PhD in Statistics is from Stanford University, where he won a National Science Foundation Graduate Fellowship, the Abrams Prize and the Herz Foundation fellowship. After graduating from Stanford, he received the NSF post-graduate fellowship and a visiting Professorship at the University of California, Berkeley. Dr. Wyner has been a Professor of Statistics at the Wharton School of Business for the last 11 years. He is a tenured Professor and the Chair of the Undergraduate Program in Statistics and Data Science for the University of Pennsylvania.

Professor Wyner is an expert at Probability Models and Statistics. His principle focus at Wharton has been research in Applied Probability, Information Theory and Statistical Learning. He has published more than 30 articles in leading journals in many different fields, including Applied Statistics, Applied Probability, Finance, Information Theory, Computer Science and Bio-Informatics. He has received grants from the NSF, NIH and private industry. Professor Wyner has participated in numerous consulting projects in various businesses. He was one the earliest consultants for TiVo, Inc, where he helped to develop early personalization software. Dr. Wyner created some of the first on-line data summarization tools, while acting as CTO for Surfnotes, Inc. More recently, he has developed statistical analyses for banks and marketing research firms and has served as consultant to several law firms in Philadelphia, New York and Washington, D.C. In addition, he has served as statistical faculty advisor for the University Pennsylvania Law School. His interest in sports statistics has led to a collaboration with ESPN where Dr. Wyner was the PI on the ESPN funded MLB player evaluation research project. He has worked has also served as a statistical expert for hedge funds and private equity concerns.

Continue Reading


  • Matthew A. Olson and Abraham J. Wyner (Working), Making Sense of Random Forest Probabilities: a Kernel Perspective.

  • Matthew Olson, Abraham J. Wyner, Richard A. Berk (2018), Modern Neural Networks Generalize Well on Small Data Sets, Advances in Neural Information Processing Systems (NIPS).

  • Matthew Olson and Abraham J. Wyner (Under Review), Do Random Forests Estimate Class Probabilities?.

  • Matthew Olson, Abraham J. Wyner, Richard A. Berk (Under Review), Generalizations of the Random Forest Kernel.

  • Sameer Deshpande and Abraham J. Wyner (2017), A Hierarchical Bayesian Model of Pitch Framing, Journal of Quantitative Analysis in Sports, 13 (3), pp. 95-112.

  • Philip A. Ernst, Larry Shepp, Abraham J. Wyner (2017), Yule’s “Nonsense Correlation” Solved!, The Annals of Statistics, 45 (4), pp. 1789-1809.

  • Abraham J. Wyner, Matthew Olson, Justin Bleich, David Mease (2017), Explaining the Success of AdaBoost and Random Forests as Interpolating Classifiers, Journal of Machine Learning Research, 18 (), pp. 1-33.

  • Blakely McShane, Shane T. Jensen, Allan Pack, Abraham J. Wyner (2013), Statistical Learning With Time Series Dependence: An Application to Scoring Sleep in Mice. Discussion paper with rejoinder, Journal of American Statistical Association, 108 (), pp. 1147-1172.

    Abstract: We develop methodology that combines statistical learning methods with generalized Markov models, thereby enhancing the former to account for time series dependence. Our methodology can accommodate very general and very long-term time dependence structures in an easily estimable and computationally tractable fashion. We apply our methodology to the scoring of sleep behavior in mice. As methods currently used to score sleep in mice are expensive, invasive, and labor intensive, there is considerable interest in developing high-throughput automated systems which would allow many mice to be scored cheaply and quickly. Previous efforts at automation have been able to differentiate sleep from wakefulness, but they are unable to differentiate the rare and important state of rapid eye movement (REM) sleep from non-REM sleep. Key difficulties in detecting REM are that (i) REM is much rarer than non-REM and wakefulness, (ii) REM looks similar to non-REM in terms of the observed covariates, (iii) the data are noisy, and (iv) the data contain strong time dependence structures crucial for differentiating REM from non-REM. Our new approach (i) shows improved differentiation of REM from non-REM sleep and (ii) accurately estimates aggregate quantities of sleep in our application to video-based sleep scoring of mice. Supplementary materials for this article are available online.

  • Mathieu Wimmer, Justin Rising, Raymond Galante, Abraham J. Wyner, Allan Pack, Ted Abel (2013), Aging in Mice Reduces the Ability to Sustain Sleep/Wake States, PLoS One, 8/12 (e81880).

    Abstract: One of the most significant problems facing older individuals is difficulty staying asleep at night and awake during the day. Understanding the mechanisms by which the regulation of sleep/wake goes awry with age is a critical step in identifying novel therapeutic strategies to improve quality of life for the elderly. We measured wake, non-rapid eye movement (NREM) and rapid-eye movement (REM) sleep in young (2–4 months-old) and aged (22–24 months-old) C57BL6/NIA mice. We used both conventional measures (i.e., bout number and bout duration) and an innovative spike-and-slab statistical approach to characterize age-related fragmentation of sleep/wake. The short (spike) and long (slab) components of the spike-and-slab mixture model capture the distribution of bouts for each behavioral state in mice. Using this novel analytical approach, we found that aged animals are less able to sustain long episodes of wakefulness or NREM sleep. Additionally, spectral analysis of EEG recordings revealed that aging slows theta peak frequency, a correlate of arousal. These combined analyses provide a window into the mechanisms underlying the destabilization of long periods of sleep and wake and reduced vigilance that develop with aging.

  • Robert J Driver, Annesia L Lamb, Abraham J. Wyner, David M Raizen (2013), DAF-16/FOXO Regulates Homeostasis of Essential Sleep-like Behavior during Larval Transitions in C. elegans, Current Biology, 23 (6), pp. 501-506.


All Courses

  • AMCS5999 - Independent Study

    Independent Study allows students to pursue academic interests not available in regularly offered courses. Students must consult with their academic advisor to formulate a project directly related to the student’s research interests. All independent study courses are subject to the approval of the AMCS Graduate Group Chair.

  • AMCS9999 - Ind Study & Research

    Study under the direction of a faculty member.

  • STAT1010 - Intro Business Stat

    Data summaries and descriptive statistics; introduction to a statistical computer package; Probability: distributions, expectation, variance, covariance, portfolios, central limit theorem; statistical inference of univariate data; Statistical inference for bivariate data: inference for intrinsically linear simple regression models. This course will have a business focus, but is not inappropriate for students in the college. This course may be taken concurrently with the prerequisite with instructor permission.

  • STAT3990 - Independent Study

    Written permission of instructor and the department course coordinator required to enroll in this course.

  • STAT4010 - Sports Analytics

    This course would introduce undergraduate students to the growing field of sports analytics, while allowing them to implement and integrate their knowledge base by exploring real sports data sets to solve real problems. While the context will be sports related, the skills and techniques gained will be widely applicable and generalizable with applications in diverse areas. Prerequisites: Must be a declared Statistics Concentrator or Business Analytics Concentrator or Statistics Minor or Data Science Minor. Permission from the Instructor is required. An interest in sports is highly recommended.

  • STAT6130 - Regr Analysis For Bus

    This course provides the fundamental methods of statistical analysis, the art and science if extracting information from data. The course will begin with a focus on the basic elements of exploratory data analysis, probability theory and statistical inference. With this as a foundation, it will proceed to explore the use of the key statistical methodology known as regression analysis for solving business problems, such as the prediction of future sales and the response of the market to price changes. The use of regression diagnostics and various graphical displays supplement the basic numerical summaries and provides insight into the validity of the models. Specific important topics covered include least squares estimation, residuals and outliers, tests and confidence intervals, correlation and autocorrelation, collinearity, and randomization. The presentation relies upon computer software for most of the needed calculations, and the resulting style focuses on construction of models, interpretation of results, and critical evaluation of assumptions.

  • STAT7250 - Sports and Gaming Analytics

    The “Moneyball revolution” in sports has inspired great interest in the transformative potential of statistics. This “1/2 credit course will introduce students to the growing field of sports analytics while creating for students an opportunity to practice and improve their analytical skills on real problems that are accessible and fun for anyone. This course is meant for students with an interest in sports and a foundational knowledge of statistics. While the context will be sports related and the expectation of students is that they are interested and knowledgeable about most major sports, the skills and techniques gained will be widely applicable and generalizable with applications in diverse areas. The course is very applied and very data driven. Students will conduct hands on work with real data using JMP software, R or Python. Along the way, students will learn new techniques for analyzing data and gain practical and useful skills that will be broadly applicable across many areas.

  • STAT8990 - Independent Study

    Written permission of instructor, the department MBA advisor and course coordinator required to enroll.

  • STAT9950 - Dissertation

  • STAT9990 - Independent Study

    Written permission of instructor and the department course coordinator required to enroll.

Awards and Honors

  • Mathematical Sciences Post-Doctoral Fellow, NSF, 1995-1998

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