Jason B. Cho


Bio

I am a fourth-year Ph.D. student in Statistics at the Department of Statistics and Data Science at Cornell University under Professor David S. Matteson. My research interest is in Bayesian Time-series Analysis. My recent work includes:

  • Adaptive Stochastic Volatility (ASV): A novel method for estimating time-varying volatility.
  • BASTION: The first Bayesian method for time-series decomposition providing accurate estimate with robust uncertainty quantification.

Education

Cornell University | Ithaca, NY

  • Ph.D. in Statistics and Data Science | August 2021 - Current
  • M.S in Animal Science | Aug 2019 - Aug 2021
  • B.A. in Statistics and Data Science | August 2011 - May 2018

Jason B. Cho


Bio

I am a fourth-year Ph.D. student in Statistics at the Department of Statistics and Data Science at Cornell University under Professor David S. Matteson. My research interest is in Bayesian Time-series Analysis. My recent work includes:

  • Adaptive Stochastic Volatility (ASV): A novel method for estimating time-varying volatility.
  • BASTION: The first Bayesian method for time-series decomposition providing accurate estimate with robust uncertainty quantification.

Education

Cornell University | Ithaca, NY

  • Ph.D. in Statistics and Data Science | August 2021 - Current
  • M.S in Animal Science | Aug 2019 - Aug 2021
  • B.A. in Statistics and Data Science | August 2011 - May 2018