I am an assistant professor specialized in Computational and Spatial Statistics in the Department of Mathematics at The University of Houston. I worked as a postdoc with Dr. Matthias Katzfuss at Texas A&M University. I obtained my Ph.D. degree in Statistics at King Abdullah University of Science and Technology (KAUST), advised by Dr. Marc Genton. Prior to that, I obtained a B.S. in Mathematics from University of Science and Technology of China.
My research focuses on scalable Gaussian Process (GP) regression, including truncated GP, latent GP, multivariate GP, and high-dimensional GP. During my postdoc, I worked on scalable Gaussian process regression and variable selection, transport maps, and variational Bayes, most of which are based on the Vecchia approximation of Gaussian processes. During my PhD, I studied scalable evaluations of multivariate normal probabilities, mainly exploiting low-rank matrices and efficient quasi-Monte Carlo sampling rules. My research is mostly related to applications in spatial statistics, climate science, and argricultural science.
Download my CV. Contact me: jcao21@central.uh.edu
PhD in Statistics, 2020
King Abdullah University of Science and Technology
B.S. in Mathematics, 2014
University of Science and Technology of China
Cao, J., Zhang, J., Sun, Z., & Katzfuss, M. (2023). Locally Anisotropic Covariance Functions on the Sphere. accepted by Journal of Agricultural, Biological and Environmental Statistics
Cao, J., Kang, M., Jimenez, F., Sang, H., Schäfer, F., & Katzfuss, M. (2023). Variational Sparse Inverse Cholesky Approximation for Latent Gaussian Processes via Double Kullback-Leibler Minimization. accepted by the 40th International Conference on Machine Learning
Abdulah, S., Li, Y., Cao, J., Ltaief, H., Keyes, D. E., Genton, M. G., & Sun, Y. (2023). Large-scale Environmental Data Science with ExaGeoStatR. accepted by Environmetrics
Cao, J., Guinness, J., Genton, M. G., & Katzfuss, M. (2022) Scalable Gaussian-process Regression and Variable Selection using Vecchia Approximations. Journal of Machine Learning Research 23(348), pp.1-30
Cao, J., Durante, D., & Genton, M. G. (2022). Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors. Journal of Computational and Graphical Statistics 31(3), pp.709-720
Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. (2022). tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-t Probabilities with Low-rank Methods in R. Journal of Statistical Software 101, pp.1-25
Huang, J., Fang, F., Turkiyyah, G., Cao, J., Genton, M. G., & Keyes, D. E. (2021). An O(N) Algorithm for Computing Expectation of N-dimensional Truncated Multivariate Normal Distribution I: Fundamentals. Advances in Computational Mathematics 47(5), pp. 1-34
Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. (2021). Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student-t Probabilities. Statistics and Computing, 31(1), pp.1-16
Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. (2021). Sum of Kronecker Products Representation and Its Cholesky Factorization for Spatial Covariance Matrices from Large Grids. Computational Statistics & Data Analysis, 157, pp.107165
Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. (2019). Hierarchical-block Conditioning Approximations for High-dimensional Multivariate Normal Probabilities. Statistics and Computing 29, pp.585-598
Cao, J., & Katzfuss, M. (2024). Scalable Sampling of Truncated Multivariate Normals Using Sequential Nearest-Neighbor Approximation. submitted
Cao, J., & Katzfuss, M. (2023). Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities. submitted