Forecasting at Scale
Sean J. Taylor, Ben Letham
I work on statistical models and inference techniques that are tailored to decision making. I received my PhD in operations research from MIT. I completed my MSE at Johns Hopkins and my BSE at Arizona State, both in biomedical engineering.
Interests
Statistical inference, machine learning, and Bayesian methods
Areas
Latest Publications
The American Statistician 2017 - 2017
Look-Ahead Acquisition Functions for Bernoulli Level Set Estimation
Ben Letham, Phillip Guan, Chase Tymms, Eytan Bakshy, Michael Shvartsman
Re-Examining Linear Embeddings for High-dimensional Bayesian Optimization
Ben Letham, Roberto Calandra, Akshara Rai, Eytan Bakshy
Bayesian Optimization for Policy Search via Online-Offline Experimentation
Ben Letham, Eytan Bakshy
High-Dimensional Contextual Policy Search with Unknown Context Rewards using Bayesian Optimization
Qing Feng, Ben Letham, Hongzi Mao, Eytan Bakshy
Constrained Bayesian Optimization with Noisy Experiments
Ben Letham, Brian Karrer, Guilherme Ottoni, Eytan Bakshy
Latest News
September 17, 2018
Efficient tuning of online systems using Bayesian optimization
Efficient tuning of online systems using Bayesian optimization
February 23, 2017
Prophet: forecasting at scale
Prophet: forecasting at scale