Welcome!

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

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News+

Feb 2026B-DARCH paper accepted at the International Journal of Forecasting (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).

Nov 2025New note on translating "Lead times in flux" into an R handbook with code (link).

Oct 2025Paper with Thomas Maierhofer on renewable energy mix published in Renewable Energy Forecasting (link).

Research+

Most of my work falls into three areas: allocation forecasting, delay-aware evaluation, and high-dimensional pooling.

Bayesian Compositional Methods

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

Working paper, 2026.

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. Forthcoming, International Journal of Forecasting.

arXiv Code

Centered MA Dirichlet ARMA for Financial Compositions

A minimal centering fix improves density forecasts on H.8 bank-asset shares. Working paper, 2025.

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

High-Dimensional Shrinkage

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 Forecasting

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

With Jess Needleman & Liz Medina. Working paper, 2026.

arXiv

Two-Part Forecasting for Time-Shifted Metrics

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

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

Tourism & Hospitality

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