Matthias Katzfuß

I am an Associate Professor in the Department of Statistics at Texas A&M University.

I'm the recipient of an NSF Career Award, a Fulbright Scholarship, and an Early Investigator Award by the ASA Section on Statistics and the Environment.

Contact Information

Matthias Katzfuss

Department of Statistics

3143 TAMU

College Station, TX 77843

Email: katzfuss@gmail.com

Office: Blocker 467C

Recent group news:

  • 6/2021: Daniel has completed his PhD and will work at NIH as a postdoc. Congratulations!

  • 5/2021: Paper on "Bayesian nonstationary and nonparametric covariance estimation for large spatial data" accepted at Bayesian Analysis.

  • 5/2021: Jian Cao has joined the group as a postdoc. Welcome!

  • 4/2021: Paper on "Ensemble Kalman filter updates based on regularized sparse inverse Cholesky factors" accepted at Monthly Weather Review.

  • 4/2021: Paper on "Interpretation of point forecasts with unknown directive" accepted at Journal of Applied Econometrics.

  • 2/2021: Paper on "Multi-resolution filters for massive spatio-temporal data" accepted at JCGS.

  • 2/2021: Paper on "Spatial retrievals of atmospheric carbon dioxide from satellite observations" accepted at Remote Sensing.

  • 1/2021: Matthias is now on the ISBA Program Council.

  • 1/2021: Paper on "Sparse Cholesky factorization by Kullback-Leibler minimization" accepted at SIAM Journal on Scientific Computing.

  • 1/2021: Jingjie's paper on "Multi-scale Vecchia approximations of Gaussian processes" was chosen as a top paper in the 2021 ENVR Student Paper Competition.

  • 12/2020: New NASA Jet Propulsion Lab grant awarded on "Exploiting Spatio-Temporal Dependence in Multi-Footprint Remote Sensing Retrievals."

  • 12/2020: Paper on "Bayesian nonstationary and nonparametric covariance estimation for large spatial data" now on arXiv.

  • 12/2020: Jingjie has completed her PhD and will move to eBay in Seattle.

  • 11/2020: Paper on "Scalable penalized spatiotemporal land-use regression for ground-level nitrogen dioxide" accepted at AOAS.

  • 8/2020: Marcin completed his PhD and is now a postdoc at UT Austin.

  • 6/2020: Paper on "Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering" now on arXiv.

  • 6/2020: Paper on "Vecchia approximations of Gaussian-process predictions" accepted at JABES.

  • 6/2020: New NSF grant awarded on "Scalable Gaussian-Process Methods for Spatial Statistics and Machine Learning."

  • 5/2020: Paper on "Scalable penalized spatiotemporal land-use regression for ground-level nitrogen dioxide" now on arXiv.

  • 5/2020: Paper on "Scaled Vecchia approximation for fast computer-model emulation" now on arXiv.

  • 5/2020: Paper on "Sparse Cholesky factorization by Kullback-Leibler minimization" now on arXiv.

  • 4/2020: R package GPvecchia, which implements a large class of Gaussian-process approximations, is available on CRAN.

  • 1/2020: Matthias was awarded a Development Fellowship grant to work with Earl Lawrence (LANL) on "Scalable Gaussian-Process Methods for the Analysis of Computer Experiments."

Older news items can be found here.