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Faculty
Taylor R. Brown
Assistant Professor
Department of Statistics
Taylor R. Brown is an assistant professor of statistics at the University of Virginia who also teaches at the School of Data Science. His research interests include financial time series, computing, and Bayesian statistics.
Education
- Ph.D., Statistics, University of Virginia
- M.S., Statistics, University of Connecticut
- B.A., Mathematics and Economics, University of Connecticut
Data Science Domains
Analytics
Areas of Practice
Artificial Intelligence and Machine Learning; Computational Sciences; Theory, Foundations, and Advanced Methodologies
Selected Publications
- Corliss, B. A., Brown, T. R., Zhang, T., Janes, K. A., Shakeri, H., & Bourne, P. E. (2022). The Most Difference in Means: A Statistic for the Strength of Null and Near-Zero Results. arXiv:2201.01239 [stat.ME]. https://arxiv.org/abs/2201.01239
- Brown, T. R. (2022). A Case-Study of Sample-Based Bayesian Forecasting Algorithms. arXiv:2208.02968 [stat.AP]. https://arxiv.org/abs/2208.02968
- Brown, T. R. (2021). An Introduction to R and Python for Data Analysis: A Side-by-Side Approach. CRC Press, Taylor & Francis Group. https://randpythonbook.netlify.app/
- Brown, T. R. (2020). A Short Introduction to PF: A C++ Library for Particle Filtering. Journal of Open Source Software, 5(54), 2599. https://doi.org/10.21105/joss.02599
- Brown, T. R. (2020). Approximating Posterior Predictive Distributions by Averaging Output From Many Particle Filters. arXiv:2006.15396 [stat.ME]. https://arxiv.org/abs/2006.15396
- Brown, T. R. (2020). PF: A C++ Library for Fast Particle Filtering. arXiv:2001.10451 [stat.CO]. https://arxiv.org/abs/2001.10451
- Brown, T. R., McMurry, T. L., & Langevin, A. (2019). A Pseudo-Marginal Metropolis-Hastings Algorithm for Estimating Generalized Linear Models in the Presence of Missing Data. arXiv:1907.09090 [stat.ME]. https://arxiv.org/abs/1907.09090
- Brown, T. R. (2019). A Factor Stochastic Volatility Model with Markov-Switching Panic Regimes. arXiv:1903.01841[stat.AP]. https://arxiv.org/abs/1903.01841
- Brown, T. R. (2018). Factor Stochastic Volatility Models for Portfolio Construction (Doctoral dissertation). University of Virginia, Department of Statistics. https://doi.org/10.18130/V3ZW18R9V