Edgar Dobriban

Edgar Dobriban
  • Associate Professor of Statistics and Data Science, with secondary appointment in Computer and Information Science

Contact Information

  • office Address:

    305 Academic Research Building
    265 South 37th Street
    Philadelphia, PA 19104

Research Interests: Statistics and machine learning

Overview

Research interests:

  • AI safety
    • uncertainty quantification for machine learning: predictive inference, calibration
    • robustness in theory and in practice: distribution shift, jailbreaking LLMs
  • scalable data analysis
    • randomized algorithms: sketching and random projections
    • distributed learning
  • high-dimensional asymptotics
    • simple models of neural nets, random feature models
    • high-dimensional regression
    • dimension reduction, PCA
  • statistics in algorithmic fairness
  • data augmentation, invariance, and symmetry

The group is always looking to expand. We are recruiting PhD students at Penn to work on problems in statistics and machine learning. PhD applicants interested to work with me should mention this on their application. Please apply through the departments of Statistics & Data Science, Computer and Information Science, and the AMCS program, as it gives higher chances for admission.

Education (cv):

  • PhD in Statistics, Stanford University, 2017.  Advisor: David Donoho
  • BA in Mathematics (with highest honors/summa cum laude), Princeton University, 2012.

Recent news:

Miscellanea:

  • I use Twitter to keep up with new research.
  • I grew up in Romania, and speak Hungarian as a first language (the real spelling of my name is Dobribán Edgár). These two countries are and were the origin of many great mathematicians and statisticians, including John von Neumann, Abraham Wald, Paul Erdos, Dan-Virgil Voiculescu, etc…

 

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Research

Talk slides: GitHubGoogle Scholar.

Teaching

Past Courses

  • AMCS5999 - Independent Study

    Independent Study allows students to pursue academic interests not available in regularly offered courses. Students must consult with their academic advisor to formulate a project directly related to the student’s research interests. All independent study courses are subject to the approval of the AMCS Graduate Group Chair.

  • AMCS9999 - Ind Study & Research

    Study under the direction of a faculty member.

  • STAT3990 - Independent Study

    Written permission of instructor and the department course coordinator required to enroll in this course.

  • STAT4300 - Probability

    Discrete and continuous sample spaces and probability; random variables, distributions, independence; expectation and generating functions; Markov chains and recurrence theory.

  • STAT4310 - Statistical Inference

    Graphical displays; one- and two-sample confidence intervals; one- and two-sample hypothesis tests; one- and two-way ANOVA; simple and multiple linear least-squares regression; nonlinear regression; variable selection; logistic regression; categorical data analysis; goodness-of-fit tests. A methodology course. This course does not have business applications but has significant overlap with STAT 1010 and 1020. This course may be taken concurrently with the prerequisite with instructor permission.

  • STAT5100 - Probability

    Elements of matrix algebra. Discrete and continuous random variables and their distributions. Moments and moment generating functions. Joint distributions. Functions and transformations of random variables. Law of large numbers and the central limit theorem. Point estimation: sufficiency, maximum likelihood, minimum variance. Confidence intervals. A one-year course in calculus is recommended.

  • STAT9910 - Sem in Adv Appl of Stat

    This seminar will be taken by doctoral candidates after the completion of most of their coursework. Topics vary from year to year and are chosen from advance probability, statistical inference, robust methods, and decision theory with principal emphasis on applications.

  • STAT9950 - Dissertation

  • STAT9990 - Independent Study

    Written permission of instructor and the department course coordinator required to enroll.

Awards And Honors

  • Air Force Office of Scientific Research Young Investigator Program (AFOSR YIP) Award, 2024
  • ICSA Outstanding Young Researcher Award, 2023
  • Army Research Office Early Career Program Award, 2023
  • Committee of Presidents of Statistical Societies (COPSS) Emerging Leader Award 2023, 2023
  • Sloan Research Fellowship in Mathematics, 2023
  • Bernoulli Society New Researcher Award 2023, 2023
  • Junior research award, ICSA 2022 China Conference, 2022
  • NSF CAREER Award, 2021
  • T.W. Anderson Theory of Statistics Dissertation Award, Department of Statistics, Stanford University, 2017
  • Howard Hughes Medical Institute International Student Graduate Research Fellowship, 2015
  • Stanford Department of Statistics Teaching Award, 2013
  • Middleton Miller '29 Prize for best independent work in mathematics, Princeton University, 2012

In the News

Miscellaneous

This page has links to methods from my papers.  Feel free to contact me if you are interested to use them.

ePCA: github

The ePCA method for principal component analysis of exponential family data, e.g. Poisson-modeled count data. (with L.T. Liu);

EigenEdge: github

Methods for working with large random data matrices, including

  • Computing eigenvalue distributions of covariance matrices (general Marchenko-Pastur distributions).
  • Optimal statistics for testing in principal component analysis.
  • Tools for spiked covariance models: spike and cosine descriptors, optimal shrinkers.

pweight : github R. github Matlab

P-value weighting techniques for multiple hypothesis testing. These can improve power in multiple testing, if there is prior information about the individual effect sizes. Includes the iGWAS method for Genome-Wide Association Studies.

Activity

In the News

Is Influencer Marketing Worth It?

Wharton professor discusses the difference between "mega" and "micro" influencers in ad campaigns.Read More

Knowledge @ Wharton - 2024/04/26
All News

Awards and Honors

Air Force Office of Scientific Research Young Investigator Program (AFOSR YIP) Award 2024
All Awards