Cosma Rohilla Shalizi (born February 28, 1974) is an associate professor in the Department of Statistics at

Carnegie Mellon University Carnegie Mellon University (CMU) is a private research university in Pittsburgh, Pennsylvania, United States. The institution was established in 1900 by Andrew Carnegie as the Carnegie Technical Schools. In 1912, it became the Carnegie Institu ...

Pittsburgh Pittsburgh ( ) is a city in Allegheny County, Pennsylvania, United States, and its county seat. It is the List of municipalities in Pennsylvania#Municipalities, second-most populous city in Pennsylvania (after Philadelphia) and the List of Un ...

Life

Cosma Rohilla Shalizi is of Indian Tamil, Afghan (

Rohilla Rohillas are a community of Pashtuns, Pashtun heritage, historically found in Rohilkhand, a region in the state of Uttar Pradesh, India. It forms the largest Pashtun diaspora community in India, and has given its name to the Rohilkhand region ...

) and Italian heritage and was born in

Boston Boston is the capital and most populous city in the Commonwealth (U.S. state), Commonwealth of Massachusetts in the United States. The city serves as the cultural and Financial centre, financial center of New England, a region of the Northeas ...

, where he lived for the first two years of his life. He grew up in

Bethesda, Maryland Bethesda () is an unincorporated, census-designated place in southern Montgomery County, Maryland, United States. Located just northwest of Washington, D.C., it is a major business and government center of the Washington metropolitan region ...

. In 1990, he was accepted as a Chancellor's Scholar at the

University of California, Berkeley The University of California, Berkeley (UC Berkeley, Berkeley, Cal, or California), is a Public university, public Land-grant university, land-grant research university in Berkeley, California, United States. Founded in 1868 and named after t ...

, and completed a bachelor's degree in Physics. Subsequently, he attended the

University of Wisconsin–Madison The University of Wisconsin–Madison (University of Wisconsin, Wisconsin, UW, UW–Madison, or simply Madison) is a public land-grant research university in Madison, Wisconsin, United States. It was founded in 1848 when Wisconsin achieved st ...

where he received a doctorate in physics in May 2001. From 1998 to 2002, he worked at the

Santa Fe Institute The Santa Fe Institute (SFI) is an independent, nonprofit theoretical research institute located in Santa Fe, New Mexico, United States and dedicated to the multidisciplinary study of the fundamental principles of complex adaptive systems, inc ...

, in the Evolving Cellular Automata Project and the Computation, Dynamics and Inference group. From 2002 to 2005, he worked at the Center for the Study of Complex Systems at the University of Michigan in Ann Arbor. In August 2006, he became an assistant professor in the Department of Statistics at Carnegie Mellon University in Pittsburgh. Shalizi is co-author of the CSSR algorithm, which exploits

entropy Entropy is a scientific concept, most commonly associated with states of disorder, randomness, or uncertainty. The term and the concept are used in diverse fields, from classical thermodynamics, where it was first recognized, to the micros ...

properties to efficiently extract

Markov model In probability theory, a Markov model is a stochastic model used to Mathematical model, model pseudo-randomly changing systems. It is assumed that future states depend only on the current state, not on the events that occurred before it (that is, ...

s from

time-series In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. E ...

data without assuming a parametric form for the model. Shalizi was interviewed at the Institute for New Economic Thinking in November 2011 on "Why Economics Needs Data Mining." He "urge economists to stop doing what they are doing: Fitting large complex models to a small set of highly correlated time series data. Once you add enough variables, parameters, bells and whistles, your model can fit past data very well, and yet fail miserably in the future. Shalizi tells us how to separate the wheat from the chaff, how to compensate for overfitting and prevent models from memorizing noise. He introduces techniques from data mining and machine learning to economics — this is new economic thinking." Shalizi gave an invited "Distinguished Lecture" at the University of California at Santa Barbara Data Science Initiative in May 2019. There he presented analysis of the statistical weaknesses of utilizing observational data to infer neighborhood effects in social networks. Id. Shalizi's scholarly work has been cited more than 17,000 times, according to Google Scholar. Shalizi writes a popular science blog "Three-Toed Sloth".

References

External links

* {{DEFAULTSORT:Shalizi, Cosma 1974 births Living people University of Wisconsin–Madison College of Letters and Science alumni Carnegie Mellon University faculty Cellular automatists American probability theorists University of Michigan faculty Santa Fe Institute people American academics of Indian descent Rohilla American network scientists Academics from Boston University of California, Berkeley alumni