Alon Kipnis

Profile picture

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


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