Veronika Rockova is Assistant 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...