Alejandro Calle-Saldarriaga personal page

I am a fifth year PhD. candidate in statistics at University of Wisconsin-Madison, advised by Matthias Katzfuss. I work at the interface of Bayesian modeling and deep learning for large-scale scientific data: scalable Gaussian processes and Vecchia approximations, deep generative models (transport maps, normalizing flows, autoregressive transformers), and uncertainty quantification for inverse problems. Most of my applications come from atmospheric and climate science, such as probabilistic retrieval of CO2 from satellite spectra and emulation and downscaling of climate model output.

I expect to graduate in May 2027, and I am currently looking for jobs (industry, national labs, or academia) starting around then. If you think I could be a good fit somewhere, please do get in touch. My CV is here.

Before the PhD I completed a BSc. and a MSc. at Universidad EAFIT and worked some years as a Data Scientist. Outside of math/statistics, I quite enjoy reading (see my goodreads) and films (see my letterboxd). I also write on substack, although in Spanish and (so far) about nothing related to statistics. I enjoy football (soccer) too: I support Deportivo Independiente MedellĂ­n and Liverpool FC.

News

August 2026: Passed the preliminary exam at UW-Madison, so I am now officially a PhD. candidate.

August 2026: Gave a talk about multi-scale Bayesian transport maps at JSM 2026.

July 2026: Our paper on multi-scale Bayesian transport maps is now published in Technometrics.

June 2026: Attended the HPC summer school at UW-Madison.

June 2026: Presented a poster at ISBA 2026.

May 2026: Posted a pre-print on amortized probabilistic retrieval of atmospheric CO2 from OCO-2 spectra, currently under review.

September 2025: Participated in this IMSI Long program.

September 2025: Posted pre-print relating to autoregressive GPs.

July 2024: Scheduled to present a poster at a minisymposium at SIAM MDS24.

May 2024: Will be giving a talk over the summer at JSM 2024.

Sep 2023: Started working in the Katzfuss group.

Aug 2023: Passed the Statistics’ PhD qualifying exam at the University of Wisconsin-Madison.