Stefan Wager

Stefan Wager
Assistant Professor, Operations, Information & Technology
Contact Info
StefanWager
Assistant Professor of Statistics (by courtesy), School of Humanities and Sciences

Research Statement

Professor Wager’s research lies at the intersection of causal inference, optimization, and statistical learning. He is particularly interested in developing new solutions to classical problems in statistics, economics and decision making that leverage recent developments in machine learning.

Bio

Stefan Wager is an Assistant Professor of Operations, Information and Technology at Stanford University’s Graduate School of Business, and an Assistant Professor of Statistics (by courtesy). He received his Ph.D. in Statistics from Stanford University in 2016, and also holds a B.S. (2011) degree in Mathematics from Stanford. He was a postdoctoral researcher at Columbia University during the academic year 2016-2017, and has worked with or consulted for several Silicon Valley companies, including Dropbox, Facebook, Google and Uber.

Academic Degrees

  • PhD, Statistics, Stanford University, 2016
  • BS, Mathematics, Stanford University, 2011

Awards and Honors

  • Spence Faculty Scholar for 2019–2020
  • Facebook Faculty Award, 2018
  • Applied Statistics Dissertation Award, 2016
  • First place finish at the NSF-NGA-DTRA Chemical Detection Algorithms Challenge, 2014
  • B. C. and E. J. Eaves Stanford Graduate Fellow, 2011–2014

  • J. E. Wallace Sterling Award for Scholastic Achievement, 2011

Publications

Journal Articles

Imke Mayer, Erik Sverdrup, Tobias Gauss, Jean-Denis Moyer, Stefan Wager, Julie Josse. Annals of Applied Statistics. September 2020, Vol. 14, Issue 3, Pages 1409–1431.
Stefan Wager, Kuang Xu. Management Science (forthcoming). 2020.
Susan Athey, Stefan Wager. Econometrica (forthcoming). 2020.
Xinkun Nie, Stefan Wager. Biometrika (forthcoming). 2020.
Guido W. Imbens, Stefan Wager. Review of Economics & Statistics. May 2019, Vol. 101, Issue 2, Pages 264-278.
Susan Athey, Julie Tibshirani, Stefan Wager. Annals of Statistics. 2019, Vol. 47, Issue 2, Pages 1148-1178.
Stefan Wager, Susan Athey. Journal of the American Statistical Association. June 6, 2018, Vol. 113, Issue 523, Pages 1228–1242.
Susan Athey, Guido W. Imbens, Stefan Wager. Journal of the Royal Statistical Society-Series B. February 18, 2018, Vol. 80, Issue 4, Pages 597-623.
Edgar Dobriban, Stefan Wager. Annals of Statistics. 2018, Vol. 46, Issue 1, Pages 247-279.
Stefan Wager, Sida Wang, Percy Liang. Advances in Neural Information Processing Systems (NeurIPS). 2013.

Working Papers

Confidence Intervals for Policy Evaluation in Adaptive Experiments | PDF
VItor Hadad, David A. Hirshberg, Ruohan Zhan, Stefan Wager, Susan Athey, February 2020
Smoothness-adaptive Contextual Bandits
Yonatan Gur, Ahmadreza Momeni, Stefan Wager2020
Synthetic Difference in Differences | PDF
Dmitry Arkhangelsky, Susan Athey, David A. Hirshberg, Guido W. Imbens, Stefan Wager, February 12019
Offline Multi-Action Policy Learning: Generalization and Optimization | PDF
Susan Athey, Zhengyuan Zhou, Stefan Wager, October 102018

Teaching

Degree Courses

2020-21

This course will cover statistical methods based on the machine learning literature that can be used for causal inference. In economics and the social sciences more broadly, empirical analyses typically estimate the effects of counterfactual...

Accelerated Data and Decisions is a first-year MBA course in statistics and regression analysis. The course is taught using a flipped classroom model that combines extensive online materials with a more lab-based classroom approach. Traditional...

This year-long course takes a hands-on approach to learning about conducting research in Operations, Information and Technology. It will cover a broad spectrum of cutting-edge research in OIT from conceiving an idea to formulating a research...

2019-20

This course will cover statistical methods based on the machine learning literature that can be used for causal inference. In economics and the social sciences more broadly, empirical analyses typically estimate the effects of counterfactual...

Accelerated Data and Decisions is a first-year MBA course in statistics and regression analysis. The course is taught using a flipped classroom model that combines extensive online materials with a more lab-based classroom approach. Traditional...

This year-long course takes a hands-on approach to learning about conducting research in Operations, Information and Technology. It will cover a broad spectrum of cutting-edge research in OIT from conceiving an idea to formulating a research...

2018-19

This course will cover statistical methods based on the machine learning literature that can be used for causal inference. In economics and the social sciences more broadly, empirical analyses typically estimate the effects of counterfactual...

Base Data and Decisions is a first-year MBA course in statistics and regression analysis. The course is taught using a flipped classroom model that combines extensive online materials with a lab-based classroom approach. Traditional lecture...

This year-long course takes a hands-on approach to learning about conducting research in Operations, Information and Technology. It will cover a broad spectrum of cutting-edge research in OIT from conceiving an idea to formulating a research...

Stanford University Affiliations

Stanford GSB

Greater Stanford University

  • Assistant Professor of Statistics (by courtesy), School of Humanities and Sciences, 2017-present

Insights by Stanford Business

May 23, 2018
Telling cats from dogs is easy. It’s the what-ifs that get problematic.

School News

February 27, 2018
“Effective leaders in the digital age will need to be mindful of the social consequences of technology.”
September 19, 2017
The return of the school year welcomes new tenure-line faculty and lecturers, plus new electives to broaden the student experience.