Cosma Shalizi

Cosma Rohilla Shalizi (born February 28, 1974) is an associate professor in the Department of Statistics at Carnegie Mellon University in Pittsburgh.

From 1998 to 2002, he worked at the Santa Fe Institute, in the Evolving Cellular Automata Project and the Computation, Dynamics and Inference group.

He "urge[d] economists to stop doing what they are doing: Fitting large complex models to a small set of highly correlated time series data.

Once you add enough variables, parameters, bells and whistles, your model can fit past data very well, and yet fail miserably in the future.

"[3] Shalizi gave an invited "Distinguished Lecture" at the University of California at Santa Barbara Data Science Initiative in May 2019.