- "The
Risk Inflation Criterion for Multiple Regression"(JSTOR) with E.
George,
*The Annals of Statistics*,**22**, (1994), 1947 - 1975.

Edward and I have approached it from an empirical Bayes perspective. Bob and I have approached it from information theory. Neither approach has lead to a proof that the risk has desirable properties.

- "An Information Theoretic Comparison of Model Selection," with Bob Stine .
- "Variable selection in data mining: Building a predictive model for bankruptcy," with Bob Stine , (talk).
- "Empirical Bayes Variable Selection, (pdf)" with Edward George, Biometrika, 2000, 731 - 747.
- "Local Asympotic Coding for Model
Selection (pdf)," with Bob Stine , ,
*IEEE Transaction on Information Theory*, (1999) 1289 - 1293. - "Honest Confidence Intervals for the Error Variance in Stepwise Regression" Bob Stine .
- "Universal Codes for Finite
Sequences of Integers Drawn from a Monotone Distribution", with
R. Stine and A.J. Wyner, To Appear in the
*IEEE Transactions on Information Theory*, 2002.

- "Adaptive
variable selection with Bayesian oracles. " with Bob Stine.
Sprinkling in a bit of game theory, led to considering a market for variables. The idea is a player buys the oppertunity to try a variable. If that variable turns out to be significant, then the player is rewarded. The price can be paid in "alpha" or in "bits." These ideas have lead to the following papers:

- Multiple hypothesis testing using the excess discovery count and alpha-investing rules (.pdf) with Robert Stine.
- We are also working on two more papers.

In 1991 Rick and I also came up with a scheme that has a property called calibration. The idea of calibration is to make sure that your forecasts make empirical sense. So when you say there is a .2 chance of rain, it should rain empirically 1/5 of the time. This idea (along with our idea of no-regret) has a nice game theoretic applications: calibrated rules converge to correlated equilibria.

- "Prediction in the Worst Case,"(JSTOR)
*The Annals of Statistics*,**19**, (1991), 1084 - 1090. - "A Randomization Rule for Selecting Forecasts," with Rakesh
Vohra,
*Operations Research*,**41**, (1993), 704 - 709, with discussion by R. Clemen. - "Asymptotic Calibration," with Rakesh
Vohra,
*Biometrika*. - "Calibrated Learning and
Correlated Equilibrium," with Rakesh
Vohra to appear in
*Games and Economic Behaviour.* - "Introduction to the Special Issue," (in honor of David
Blackwell) with R. Vohra, D. Levine,
*Games and Economic Behavior*, (1999), 1 - 7. - "Regret in the On-line Decision Problem," with Rakesh Vohra, Games and Economic Behavior, 1999, 7 - 36.
- "A proof of Calibration via Blackwell's Approchability Theorem.", Games and Economic Behavior, 1999, 73 - 79.

- "Learning, Hypothesis Testing, and Nash Equilibrium (ps)" (.pdf), with H. P. Young.
- "Learning with Hazy Beliefs," (1997) with H. P. Young. (No longer current. See "Hypothesis testing" above.)
- "On the Impossibility of
Predicting the Behavior of Rational Agents (ps)," (.pdf) with H.P. Young,
*PNAS*, 2001. - "On the Nonconvergence of Fictitious Play in Coordination Games," with
H. P. Young,
*Games and Economic Behaviour,*1998, 79 - 96.

- Deterministic Calibration and Nash Equilibrium (.pdf) with Sham M. Kakade, COLT, 2004.
- "Determinisic calibration with simplier checking rules," with Sham M. Kakade, talk.ps (.pdf), handout.ps (.pdf).

- "Continuous
Record Asymptotics for Rolling Sample Variance Estimators," with
D. Nelson,
*Econometrica ,***64**, (1996), 139 - 174. - "Filtering and Forecasting with Misspecified ARCH Models: Making
the Right Forecast with the Wrong Model," with D. Nelson,
*Journal of Econometrics*,**67**, (1995), 303 - 335. - "Asymptotic Filtering Theory for Univariate ARCH Models,"(JSTOR) with D.
Nelson,
*Econometrica***62**, (1994), 1 - 41.

- "An Economic Argument for Affirmative Action," with Rakesh
Vohra,
*Rationality and Society*,**4**, (1992), 176 - 188, with discussion by G. Loury, by D. Friedman, and by J. Heckman and T. Philipson.

- "Stochastic Evolutionary Games Dynamics," with H.P. Young,
*Journal of Theoretical Population Biology*,**38**, (1990), 219 - 232. - "Cooperation in the Short and in the Long Run," with H.P. Young,
*Games and Economic Behavior*,**3**, (1991), 145 - 156.

One current project that has web pointers that I am working on is computer go. We are trying to use pattern matching to develop a go player.

I've currently only put up only one open source project called baby-lakos). It implements a way of doing levilization ala lakos. This was enough to get me certified as a apprentice on Advogato. Hopefully when the go progrect goes open-source I'll upgrade to journeyman.

Another project is the life calculator. Choong Tze Chua is now working on this project with us. He has developed a more complete version of the life calculator.