Marcin Jurek
Howdy! I'm post-doctoral researcher in statistics at the University of Texas at Austin working with Dr. Catherine Calder and Dr. Corwin Zigler. In completed my PhD in August 2020, which dealt with computational methods in spatial statistics. My advisor was Dr. Matthias Katzfuss. We used approximations of Gaussian processes to construct scalable methods for working with big data sets.
I also write code that implements the methods we develop. Python and C++ are my favorite languages but I also do a fair amount of work in R. In fact, I maintain the GPvecchia packages that we developed together with other people from katzfuss-group.
In the past, I worked with some really cool people at NCAR which was a lot of fun and got me interested in statistical data assimilation.
If you are interested in my research and want to reach out, you can find my email in the CV section.
Recent news
2/2/2023 Starting August 1, 2023 I will be joining the SMU's Department of Statistical Science as an Assistant Professor!
10/17/2022 The paper Statistical Inference for Complete and Incomplete Mobility Trajectories under the Flight-Pause Model has been submitted and is now available on arXiv.
07/31/2022 The paper Scalable Spatio-Temporal Smoothing via Hierarchical Sparse Cholesky Decomposition has been accepted to Environmetrics and is now available on arXiv.
12/28/2021 The paper Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering has been accepted to Statistics and Computing.
1/29/2021: The paper Multi-resolution filters for massive spatio-temporal data has been accepted to the Journal of Computational and Graphical Statistics.
10/1/2020: I started the postdoc at UT Austin.
8/3/2020: My JSM 2020 talk about sparse Cholesky decompositions is available on YouTube.
6/30/2020: New paper on an Approximate Cholesky decomposition and its application to fast filtering of non-linear and non-Gaussian data is on arXiv now!
5/2020: if you want to talk about spatio-temporal statistics while in quarantine join an online discussion group I'm a part of: Spacetime@u.washington.edu.
4/14/20: Our package GPvecchia has just been accepted to CRAN!
3/26/20: I'm moving to UT Austin in August 2020! I'll be working as a post-doc with Kate Calder and Cory Zigler.