Welcome!

I lead Forecasting Data Science 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+

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).

Sep 2025Paper with Erica Savage on Airbnb trip length distributions published in MDPI: Tourism & Hospitality (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. Under review, 2025.

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