305 Academic Research Building
265 South 37th Street
Philadelphia, PA 19104
Research Interests: Statistics and machine learning
Our research interests include problems at the interface of statistics, machine learning, and AI, such as uncertainty quantification, AI safety, robustness, high-dimensional asymptotic statistics, etc.
The group is always looking to expand. We are recruiting PhD students at Penn to work on problems in statistics and machine learning. PhD applicants interested to work with me should mention this on their application. Please apply through the departments of Statistics & Data Science, Computer and Information Science, and the AMCS program, as it gives higher chances for admission.
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Talk slides: GitHub. Google Scholar.
Timothy Sudijono, Edgar Dobriban, Eric Tchetgen Tchetgen, Sharp Minimax Theory for Randomized Experiments.
Edgar Dobriban, The Benjamini–Hochberg Procedure Can Fail to Control the FDR for Correlated Two-Sided Gaussian Tests.
Lei Zhao, Abhay Bhaskar, Edgar Dobriban LivePI: More Realistic Benchmarking of Agents Against Indirect Prompt Injection.
Tao Wang, Shuo Li, Yan Sun, Dongsheng Ding, Edgar Dobriban Where to Spend Rollouts: Hit-Utility Optimal Rollout Allocation for Group-Based RLVR.
Sunay Joshi, Tao Wang, Seyed Hamed Hassani, Edgar Dobriban Risk-Controlled Post-Processing of Decision Policies.
Yonghoon Lee, Meshi Bashari, Edgar Dobriban, Yaniv Romano, Synthetic-Powered Multiple Testing with FDR Control.
Tuo Liu, Edgar Dobriban, Francesco Orabona, Online Conformal Prediction via Universal Portfolio Algorithms.
Tao Wang and Edgar Dobriban, Optimal Decision-Making Based on Prediction Sets.
Sunay Joshi, Yan Sun, Seyed Hamed Hassani, Edgar Dobriban, MultiRisk: Multiple Risk Control via Iterative Score Thresholding.
Edgar Dobriban, Solving a Research Problem in Mathematical Statistics with AI Assistance.
The STAT 1018 honors section, which fulfills the STAT 1010 requirement, offers an introduction to probability and statistics for students who have studied calculus and are seeking a class with mathematical content. The class will assume good command of the material in MATH 1070 or MATH 1400 as a prerequisite. STAT 1018 is particularly recommended for students who are considering the concentration or minor in statistics and data science or other quantitative fields (such as quantitative finance).
STAT1018001 ( Syllabus )
Graphical displays; one- and two-sample confidence intervals; one- and two-sample hypothesis tests; one- and two-way ANOVA; simple and multiple linear least-squares regression; nonlinear regression; variable selection; logistic regression; categorical data analysis; goodness-of-fit tests. A methodology course. This course does not have business applications but has significant overlap with STAT 1010 and 1020. This course may be taken concurrently with the prerequisite with instructor permission.
STAT4310002 ( Syllabus )
“For deep, fundamental, and wide-ranging contributions to mathematical statistics and statistical machine learning, including high-dimensional asymptotics (ridge regression, PCA), multiple testing, randomization tests, scalable statistical learning via random projections and distributed learning, uncertainty quantification for machine learning (calibration, prediction sets), robustness, fairness, and Covid-19 pooled testing via hypergraph factorization.”