The Palm Warbler (Setophaga palmarum), unlike most warblers, spends a lot of time walking on the ground, wagging its tail up and down.
Sexes are similar, and during the breeding season they have a rusty cap and some rusty streaking on the belly. 
Nonbreeding birds have paler yellow undertails and a dull brown crown.
They breed mainly in Canada’s boreal forest, but most people see them during migration or on the wintering grounds in the southeastern US and eastern part of Central America and Caribbean Islands, foraging in open areas. 
You may see two forms: an eastern subspecies (S. p. hypochrysea) with bright yellow underparts with bold rufous breast and flank streaking, and a western subspecies (S. p. palmarum) with a whitish belly and less colorful streaking.

A non-breeding adult. Botanical Garden, Soroa, Cuba, 7 January 2016