Research

I am currently working on my thesis which involves deriving generalization error bounds for state-space models. My advisors are Cosma Shalizi and Mark Schervish. It is summarized in the graphic below. The proposal document and slides for the talk are here. In addition to my thesis work, current projects include proving consistency of leave-one-out cross validation for the lasso with Darren Homrighausen; demonstrating the lack of relationship between purchases of caloric beverages and interventions intended to decrease such purchases with George Loewenstein, Kevin Volpp, and others in the Robert Wood Johnson Clinical Scholars Program; and investigating the association between sexual activity and health/happiness in married couples, also with George Loewenstein.

In the past, among other things, I have worked with George Loewenstein and Jay Kadane on a project studying the temporal effects of repeated incentive manipulation on weight-loss study participants. I have also worked with Daniel Percival and Daniel Nagin analyzing the elasticties of crime rates with respect to imprisonment rates.

My research is supported by a grant from the Institute for New Economic Thinking.

Publications/Work in Progress

  • McDonald, D.J., Shalizi, C.R., and Schervish, M., (2011), “Estimating β-mixing coefficients,” in Proceedings of the Fourteenth International Conference on Artificial In- telligence and Statistics, eds. G. Gordon, D. Dunson, and M. Dudik, JMLR W&CP, 15, 516–524, arXiv:1103.0941.
  • McDonald, D.J. and Thornton, D.L., (2007), “A Primer on the mortgage market and mortgage finance,” Federal Reserve Bank of St. Louis Review, 90, 31–46.
  • McDonald, D.J., Shalizi, C.R., and Schervish, M., (2011), “Estimated VC dimension for risk bounds,” submitted for publication, arXiv:.
  • Homrighausen, D.W. and McDonald, D.J., (2011), “Cross validation is risk consistent for lasso,” submitted for publication.
  • McDonald, D.J., Shalizi, C.R., and Schervish, M., (2011), “Estimating β-mixing coefficients via histograms,” submitted for publication, arXiv:1109.5998.
  • McDonald, D.J., Shalizi, C.R., and Schervish, M., (2011), “Risk bounds for time series without strong mixing,” submitted for publication, arXiv:1106.0730.
  • Homrighausen, D.W. and McDonald, D.J., (2011), “Spectral approximations in machine learning,” submitted for publication, arXiv:1107.4340.
  • Jue, J.S., Press, M., McDonald, D.J., Volpp, K., Asch, D.A., Mitra, N., Stanowski, A.C, and Loewenstein, G.L., (2011), “The impact of price discounts and calorie messaging on beverage consumption: a multi-site field study,” submitted for publication.
  • McDonald, D.J., Shalizi, C.R., and Schervish, M., “Macroeconomic forecasting: model evaluation and selection using nonparametric risk bounds.”
  • Homrighausen, D.W. and McDonald, D.J., “Cross validation is risk consistent for lasso with an arbitrary design matrix.”
  • McDonald, D.J., Shalizi, C.R., and Schervish, M., “Generalization error bounds for stationary AR models,” arXiv:1103.0942.
  • McDonald, D.J., Loewenstein, G.L., and Kadane, J., “The behavior of weight- loss study participants in response to incentives.”

Dissertation

My thesis proposal. This is probably more intelligible than the document.