Veronika Rockova

Veronika Rockova is the Bruce Lindsay Professor of Econometrics and Statistics in the Wallman Society of Fellows at the University of Chicago Booth School of Business. She joined Booth after postdoctoral training at the Wharton School and has been internationally recognized for her work at the intersection of statistics and machine learning.

Her research focuses on developing decision-centric statistical tools for large datasets, specializing in

• Bayesian computation
• Variable selection
• High-dimensional decision theory
• Hierarchical modeling
• Uncertainty quantification for generative AI

Recent publications highlight trends in

• Bayesian CART mixing rates
• Generative posterior sampling
• Deep learning integration with Bayesian frameworks
• Tree-based bandit approaches for ABC
• Quantile methods for credible sets

Scientific recognition includes

• COPSS President's Award (2024)
• COPSS Emerging Leader Award (2023)
• NSF CAREER Award (2020)

She currently serves on editorial boards for

• Annals of Statistics
• Journal of the American Statistical Association
• Journal of the Royal Statistical Society (Series B)

and mentors PhD students in econometrics and statistics.