Aaditya Ramdas
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Aaditya Ramdas (PhD, 2015) Visiting academic, Amazon (20%).
132H Baker Hall |
Peter Grünwald and I are jointly editing a special issue on game-theoretic statistics and safe anytime-valid inference (click here), due March 2023. Please consider submitting your latest work if you work in the area. Do read our brief but broad survey on the topic.
These keywords quickly get my attention
e-values (confidence sequences, e-processes, supermartingales, testing by betting, sequential inference, optional stopping, peeking and p-hacking, change detection, anytime p-values, Ville's inequality, game-theoretic statistics)
conformal prediction and calibration (distribution-free inference, uncertainty quantification for black-box machine learning, covariate/label shift, beyond exchangeability)
multiple hypothesis testing and post-selection inference (false discovery rate, inference after model selection, online or interactive or bandit testing, post-hoc simultaneous inference)
high-dimensional, nonparametric statistics and machine learning (kernel methods, minimax rates, dimension-agnostic inference, universal inference, differential privacy, optimization)
I work on “practical theory”, meaning that the vast majority of my papers are about designing theoretically principled algorithms that directly solve practical problems, and are usually based on simple, aesthetically elegant (in my opinion) ideas. A theoretician's goal is not to prove theorems, just as a writer's goal is not to write sentences. My goals are to improve my own (and eventually the field's) understanding of important problems, design creative algorithms for unsolved questions and figure out when and why they work (or don't), and often simply to ask an intriguing question that has not yet been asked.
Selected recent papers (for all papers, see this page (by topic) or my CV (by year))
Game-theoretic statistics and safe anytime-valid inference
A. Ramdas, P. Grunwald, V. Vovk, G. Shafer arxiv
A composite generalization of Ville's martingale theorem
J. Ruf, M. Larsson, W. Koolen, A. Ramdas arxiv
E-detectors: a nonparametric framework for online changepoint detection
J. Shin, A. Ramdas, A. Rinaldo arxiv
Conformal prediction beyond exchangeability
R. Barber, E. Candes, A. Ramdas, R. Tibshirani arxiv
Fully adaptive composition in differential privacy
J. Whitehouse, A. Ramdas, R. Rogers, Z.S. Wu arxiv
Estimating means of bounded random variables by betting
I. Waudby-Smith, A. Ramdas JRSSB, 2023 arxiv (Discussion paper)
Dimension-agnostic inference using cross U-statistics
I. Kim, A. Ramdas arxiv
Admissible anytime-valid sequential inference must rely on nonnegative martingales
A. Ramdas, J. Ruf, M. Larsson, W. Koolen arxiv
RiLACS: Risk-limiting audits via confidence sequences
I. Waudby-Smith, P. Stark, A. Ramdas EVoteID, 2021 arxiv (Best Paper award)
Testing exchangeability: fork-convexity, supermartingales, and e-processes
A. Ramdas, J. Ruf, M. Larsson, W. Koolen Intl J of Approximate Reasoning, 2021 arxiv proc
Time-uniform, nonparametric, nonasymptotic confidence sequences
S. Howard, A. Ramdas, J. Sekhon, J. McAuliffe Annals of Stat., 2021 arxiv proc code talk1 tutorial
Time-uniform Chernoff bounds via nonnegative supermartingales
S. Howard, A. Ramdas, J. Sekhon, J. McAuliffe Prob. Surveys, 2020 arxiv proc
A unified treatment of multiple testing with prior knowledge using the p-filter
A. Ramdas, R. F. Barber, M. Wainwright, M. Jordan Annals of Stat., 2019 arxiv code proc
Classification accuracy as a proxy for two sample testing
I. Kim*, A. Ramdas*, A. Singh, L. Wasserman Annals of Stat., 2021 arxiv proc
Predictive inference with the jackknife+
R. Barber, E. Candes, A. Ramdas, R. Tibshirani Annals of Stat., 2020 arxiv code
Simultaneous high-probability bounds on the FDP in structured, regression and online settings
E. Katsevich, A. Ramdas Annals of Stat., 2020 arxiv code proc
Biography
Aaditya Ramdas (PhD, 2015) is an assistant professor at Carnegie Mellon University, in the Departments of Statistics and Machine Learning. He was a postdoc at UC Berkeley (2015–2018) and obtained his PhD at CMU (2010–2015), receiving the Umesh K. Gavaskar Memorial Thesis Award. His undergraduate degree was in Computer Science from IIT Bombay (2005-09), and he did high-frequency algorithmic trading at a hedge fund (Tower Research) from 2009-10.
Aaditya was an inaugural recipient of the COPSS Leadership Award (2021), and a recipient of the Bernoulli New Researcher Award (2021). His work is supported by an NSF CAREER Award, an Adobe Faculty Research Award (2019), an ARL Grant on Safe Reinforcement Learning, a Block Center Grant for election auditing, a Google Research Scholar award (2022) for structured uncertainty quantification, amongst others. He was a CUSO lecturer (2022) and will be a Lunteren lecturer in 2023.
Aaditya's main theoretical and methodological research interests include selective and simultaneous inference (interactive, structured, online, post-hoc control of false decision rates, etc), game-theoretic statistics (sequential uncertainty quantification, confidence sequences, always-valid p-values, safe anytime-valid inference, e-processes, supermartingales, etc), and distribution-free black-box predictive inference (conformal prediction, calibration, etc). His areas of applied interest include privacy, neuroscience, genetics and auditing (elections, real-estate, financial), and his group's work has received multiple best paper awards.
He is one of the organizers of the amazing and diverse StatML Group at CMU. Outside of work, some easy topics for conversation include travel/outdoors (hiking, scuba, etc.), trash-free living, completing the Ironman triathlon and long-distance bicycle rides.