Welcome!

I lead Finance Data Science & Strategy at Airbnb. My research focuses on Bayesian methods for compositional and hierarchical time series, and Bayesian decision theory—coherence by construction, empirical calibration, open code. Ph.D. in Statistics from UCLA.

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News+

Apr 2026New article in Foresight: Retraining as Approximate Bayesian Inference (link).

Mar 2026New post on the Airbnb Engineering Blog: What COVID Did to Our Forecasting Models — and What We Built to Handle the Next Shock (link).

Mar 2026New arXiv preprint: Coupled Supply and Demand Forecasting in Platform Accommodation Markets (link).

Feb 2026New arXiv preprint: Forecasting the Evolving Composition of Inbound Tourism Demand (link).

Mar 2026B-DARCH paper published in the International Journal of Forecasting (article, preprint).

Jan 2026New arXiv preprint: Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention (link).

Jan 2026New arXiv preprint: Distributional Fitting and Tail Analysis of Lead-Time Compositions: Nights vs. Revenue on Airbnb (link).

Research+

Most of my work falls into four areas: compositional and hierarchical forecasting, delay-aware evaluation, platform accommodation markets, and Bayesian decision theory.

Compositional and Hierarchical Forecasting

Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention

Under review, International Journal of Forecasting.

arXiv

A Bayesian Dirichlet Auto-Regressive Moving Average Model for Forecasting Lead Times

With Kai Brusch & Robert Weiss. International Journal of Forecasting, 2024.

Article arXiv Code

A Bayesian Dirichlet Auto-Regressive Conditional Heteroskedasticity Model for Forecasting Currency Shares

With Robert Weiss. International Journal of Forecasting, 2026.

Article arXiv Code

Centered MA Dirichlet ARMA for Financial Compositions

Under review, Journal of Forecasting.

arXiv Code

Sensitivity Analysis of Priors in the Bayesian Dirichlet Auto-Regressive Moving Average Model

With Liz Medina & Robert Weiss. MDPI: Forecasting, 2025.

Article arXiv Code

Forecasting the U.S. Renewable-Energy Mix with a Bayesian Dirichlet ARMA Model

With Thomas Maierhofer. Renewable Energy Forecasting: Innovations and Breakthroughs, 2025.

Article arXiv Code

Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study

With Robert Weiss. International Journal of Statistics and Probability, 2025.

Article arXiv Code

Delay-Aware Evaluation

Distributional Fitting and Tail Analysis of Lead-Time Compositions: Nights vs. Revenue on Airbnb

With Jess Needleman & Liz Medina. Under review, Annals of Tourism Research: Empirical Insights.

arXiv

Two-Part Forecasting for Time-Shifted Metrics

With Erica Savage & Kai Brusch. Foresight: The International Journal of Applied Forecasting, 2025.

Article arXiv Code

Impact by Design: Translating "Lead Times in Flux" into an R Handbook

Monitors full lead-time distributions and turns them into a pickup-risk bound. Note, 2025.

arXiv Code

Platform Accommodation Markets

Coupled Supply and Demand Forecasting in Platform Accommodation Markets

Under review, Tourism Management.

arXiv

Forecasting the Evolving Composition of Inbound Tourism Demand: A Bayesian Compositional Time Series Approach Using Platform Booking Data

Under review, Tourism Economics.

arXiv

Lead Times in Flux: Analyzing Airbnb Booking Dynamics During Global Upheavals (2018–2022)

With Erica Savage & Peter Coles. Annals of Tourism Research: Empirical Insights, 2025.

Article

Slomads Rising: Structural Shifts in U.S. Airbnb Stay Lengths During and After the Pandemic (2019–2024)

With Erica Savage. MDPI: Tourism & Hospitality, 2025.

Article

Bayesian Decision Theory

Learning Debt and Cost-Sensitive Bayesian Retraining: A Forecasting Operations Framework

Under review, International Journal of Forecasting.

arXiv

Retraining as Approximate Bayesian Inference

Foresight: The International Journal of Applied Forecasting, Q2 2026.

Article

Talks+

Jun–Jul 2026A Bayesian Dirichlet Framework for Compositional Time Series Forecasting. 46th International Symposium on Forecasting, Montreal, Canada.

Apr 2026Forecasting in the Wild. Practitioner talk, North Carolina State University, Raleigh, NC.

Nov 2024Forecasting Dynamics at Airbnb. Invited seminar, UCLA Fielding School of Public Health, Master of Data Science in Health Seminar Series.

2024–2025Guest Lecturer, Data Analysis (MBA). UCLA Anderson School of Management. Two lectures on applied forecasting methods.