Scholars / UChicago Scholar
Professor of Econometrics and Statistics, and James S. Kemper Foundation Faculty Scholar, Booth School of Business
Veronika Rockova is Professor in Econometrics and Statistics at the University of Chicago Booth School of Business. Her work brings together statistical methodology, theory and computation to develop high-performance tools for analyzing big datasets. Her research interests reside at the intersection of Bayesian and frequentist statistics, and focus on: data mining, variable selection, machine learning, non-parametric methods, factor models, dynamic models, high-dimensional decision theory and inference. She has authored a variety of published works in...