Alon Kipnis

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About

I'm a Senior Lecturer (Assistant Professor) in the School of Computer Science at Reichman University. I received my PhD in Electrical Engineering from Stanford University in 2017, advised by Andrea Goldsmith. From 2017 to 2021, I was a postdoctoral scholar and lecturer in the Department of Statistics at Stanford, advised by David Donoho.

My research lies at the intersection of mathematical statistics, information theory, and signal processing. I focus on understanding and developing methods for analyzing high-dimensional, sparse, and noisy data — including time-series and text. My work blends rigorous mathematical theory with ambitious computational experiments and data analysis.

I'm always on the lookout for motivated graduate students with a strong mathematical background and a passion for data science. If that sounds like you, take a look at my current list of open projects.

Contact

Office Hours (Spring 2025/2026)

Tuesday, 14:30-15:30

Address

C.121b
Efi Arazi School of Computer Science
Reichman University (formerly IDC)
Herzliya, Israel

Email

alon.kipnis@runi.ac.il
kipnisal@alumni.stanford.edu

Expository Notes

  • Why Constants Matter in Distribution Testing: From Uniformity to Calibration. Expository note, 2026.
    This note explains why sharp constants, rather than rates alone, are important in distribution testing. It connects sharp minimax risk for large-alphabet uniformity testing with the calibration-binning problem, where the number of bins determines both the resolution of calibration diagnostics and the statistical power of calibration tests.


Publications

Journal publications under review

Journal Publications

Book Chapters

Refereed Conference Publications

Dissertations

Patents

See here.

Teaching

Current (Fall 2025/2026)

  • Introduction to Information Theory (CS 3798)

  • Applied AI and Data Science Studio (CS 3801)

Past

  • Spring 2024/5:

    • Machine Learning from Data (CS 3141)

    • Seminar in Large Language Models and Information Theory (CS 3968)

  • Fall 2024/5:

    • Advanced statistical analysis and model-based learning (formerly ‘Advanced Statistics for Data Science’) (CS 3676)

  • Spring 2023/4:

    • Machine Learning from Data (CS 3141)

    • Seminar in Large Language Models and Information Theory (CS 3968)

  • Fall 2023/4:

    • Introduction to Information Theory (CS 3798)

  • Spring 2022/3:

    • Machine Learning from Data (CS 3141)

    • Advanced statistics for data science (CS 3676)

  • Fall 2022/3:

    • Information-theoretical analysis of neural language models (CS 3890)

  • Spring 2021/2:

    • Advanced statistics for data science (CS 3676)

Spring 2021/2: (Stanford STATS 285) Massive computational experiments, painlessly

  • with David Donoho and Masha Lotfi

Fall 2020/1: (Stanford STATS 207) Introduction to time-series analysis (Fall 2020-2021)

Lecture 1 course outline, examples of time series data, models for time series data
Lecture 2 sample autocorrelation and basic theoretical constructs
Lecture 3 time series regression
Lecture 4 trend models and Data Wrangling
Lecture 5-6 ARMA/ARIMA Modeling I
Lecture 7 ARMA/ARIMA Modeling II
Lecture 8 ARIMA/SARIMA
Lecture 9 regression with autocorrelated errors and lagged regression
Lecture 10 efficient markets hypothesis and GARCH (guest lecture by David Donoho)
Lecture 11 spectral Analysis I
Lecture 12 spectral Analysis II
Lecture 13 spectral regression and principal components
Lecture 14 state-space modeling and the Kalman Filter
Lecture 15 estimation of state-space models
Lecture 16 dynamic linear models with switching
Lecture 17 stochastic volatility, Bayesian analysis of state-space models
Lecture 18 bootstrap reality check and technical trading rules (guest lecture by David Donoho)
Lecture 19 prophet (guest lecture by Sean Taylor)
Lecture 20 high-dimensional data, DeepAR, VEST


Current Research Topics

  • Multi-channel time-series prediction

  • Goodness-of-fit and homogeneity testing with sparse data

  • Text clustering, retrieval, and topic modeling

  • Survival analysis

  • Change-point detection

  • Information-theoretic limitations of large language models