10/2022: Paul Wiemann is joining the group as a postdoc.
9/2022: Paper on "Scalable Gaussian-process regression and variable selection using Vecchia approximations" accepted at Journal of Machine Learning Research.
9/2022: Paper on "High-dimensional nonlinear spatio-temporal filtering by compressing hierarchical sparse Cholesky factors" accepted at Journal of Data Science.
9/2022: Paper on "Ordered conditional approximation of Potts models" accepted at Spatial Statistics.
9/2022: Matthias has been promoted to (full) professor.
8/2022: Paper on "Locally anisotropic covariance functions on the sphere" now on arXiv.
7/2022: Paper on "Scalable spatio-temporal smoothing via hierarchical sparse Cholesky decomposition" accepted at Environmetrics.
6/2022: Brian has completed his PhD. Congratulations!
5/2022: We are looking for a postdoc to be funded by a newly awarded NASA grant. The position has been filled.
3/2022: Paper on "Scalable Bayesian optimization using Vecchia approximations of Gaussian processes" now on arXiv.
2/2022: Paper on "Scalable Gaussian-process regression and variable selection using Vecchia approximations" now on arXiv.
1/2022: Matthias is chair of the ISBA Program Council for 2022.
12/2021: Our paper on "Bayesian nonstationary and nonparametric covariance estimation for large spatial data" was selected as a discussion paper in Bayesian Analysis. Public contributions to the discussion can be made until Feb 9, 2022.
12/2021: Paper on "Multi-scale Vecchia approximations of Gaussian processes" accepted at Journal of Agricultural, Biological, and Environmental Statistics.
12/2021: Paper on "Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference" now on arXiv.
12/2021: Paper on "Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering" accepted at Statistics and Computing.
12/2021: Paper on "Scaled Vecchia approximation for fast computer-model emulation" accepted at SIAM/ASA Journal on Uncertainty Quantification.
11/2021: Paper on "Nonstationary spatial modeling of massive global satellite data" now on arXiv.
10/2021: Paper on "Ordered conditional approximation of Potts models" now on arXiv.
8/2021: Paper on "Scalable Bayesian transport maps for high-dimensional non-Gaussian spatial fields" now on arXiv.
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."
Postdoc position available. Apply by Nov 15, 2019. The position has been filled.
11/2019: Paper on "A general framework for Vecchia approximations of Gaussian processes" accepted at Statistical Science. Preprint available on arXiv.
10/2019: R package GPvecchia, which implements a large class of Gaussian-process approximations, is available on GitHub.
9/2019: Paper on "Fine-scale spatiotemporal air pollution analysis using mobile monitors on Google Street View vehicles" accepted at JASA.
6/2019: Paper on "Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data" now on arXiv. Corresponding code here.
5/2019: Matthias is the recipient of an award from the Texas A&M Institute of Data Science for employment of a postdoctoral researcher.
4/2019: Marcin has won third prize at the SETCASA poster session.
3/2019: Paper on "Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models" accepted at JASA T&M.
3/2019: Matthias is currently involved in 3 funded NASA projects (see CV for details).
1/2019: Daniel has won an ASA Computing/Graphics Student Paper Award for his paper on "Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data."
1/2019: Marcin has been named a winner of the 2019 ENVR Student Paper Competition for his paper on multi-resolution filters.
1/2019: Matthias is now an Associate Editor for the Journal of the American Statistical Association (JASA).
10/2018: Paper on "Multi-resolution filters for massive spatio-temporal data" now on arXiv. Additional illustrations here.
9/2018: Marcin won a poster prize at the Workshop on Point Process Models.
9/2018: Wenlong has successfully defended her dissertation, and now works at the Climate Corporation.
9/2018: Matthias is co-organizing a Workshop on Point Process Models at Texas A&M, Sep 28-29.
8/2018: Wenlong won the TAMU Department of Statistics Former Student Fellowship.
5/2018: Matthias will be promoted to Associate Professor with tenure, effective Sep. 1, 2018.
5/2018: Paper on "Vecchia approximations of Gaussian-process predictions" now on arXiv. An associated R package, GPvecchia, is available on GitHub.
4/2018: Daniel won second place at the SETCASA Poster Session.
3/2018: The group now has a GitHub page.
11/2017: Paper on "A Bayesian adaptive ensemble Kalman filter for sequential state and parameter estimation" accepted at Monthly Weather Review.
10/2017: Paper on "Multi-resolution approximations of Gaussian processes for large spatial datasets" now on arXiv.
10/2017: Paper on "Methods for Analyzing Large Spatial Data: A Review and Comparison" now on arXiv. The code is available on GitHub.
8/2017: Paper on "A general framework for Vecchia approximations of Gaussian processes" now available on arXiv.
8/2017: Marcin is a recipient of the Kshirsagar Endowed Fellowship.
5/2017: Paper on "A Bayesian hierarchical model for climate-change detection and attribution" accepted at Geophysical Research Letters.
5/2017: Paper on "A multi-resolution approximation for massive spatial datasets" now published in JASA.
4/2017: Matthias has received the 2017 Early Investigator Award of the American Statistical Association's Section on Statistics and the Environment (ENVR), for "contributions of great potential in environmental science; developing highly innovative multiresolution spatial models; developing very effective methods for distributed computation; and for developing approximate filtering methods for application in environmental science." See also an article about the award here.
4/2017: Paper on "Extended ensemble Kalman filters for high-dimensional hierarchical state-space models" now available on arXiv.
4/2017: Marcin and Wenlong have received a Gold and Silver Prize, respectively, at the SETCASA Statistics Poster Session.
3/2017: Matthias has received an NSF Career Award.
2017: Marcin has been selected as a participant in the NCAR SIParCS Program this summer.