Hi. I'm Iñigo Urteaga.

I am a Postdoctoral Research Scientist at Columbia University. I am currently working with Prof. Chris Wiggins and Prof. Noémie Elhadad on descriptive, predictive, and prescriptive modeling for electronic health records.

I completed my Ph.D. in Electrical Engineering at Stony Brook University under the supervision of Prof. Petar M. Djurić. My dissertation is entitled "Sequential Monte Carlo methods for inference and prediction of time-series". My research has attracted interest in econometrics (for prediction in stochastic volatility models) and biomedicine (for the study of fetal heart-rate signals).

I have specialized in statistical data processing, Bayesian Theory and Monte Carlo methods. My research focuses not only on the development of Bayesian probabilistic models and methods, but also on their application to a wide range of disciplines.

These are my main areas of research.

Bayesian Theory

I am interested in probabilistic modeling in general and Bayesian statistics in particular. I study Bayesian methods and their application to a plethora of problems.

Monte Carlo Methods

I have specialized in Sequential Monte Carlo methos (also knows as Particle Filters) and I am interested in related techniques such as Adaptive Importance Sampling and MCMC methods.

Stochastic Processes

My research is related to the description and prediction of data modeled by stochastic processes. I have extensively worked with ARMA and FARIMA models for modeling time-series.

Non-parametric Bayesian Methods

I am interested in the adoption of non-parametric Bayesian methods (e.g., Gaussian and Dirichlet processes) for data classification and estimation.

Causality and prescriptive modeling

I am involved in the Bayesian analysis of the multi armed bandits and other policy evaluation problems, with applications to electronic health data.

Deep Belief Networks

I am currently researching the use of Deep Belief Networks for description and prediction of electronic health records, with application in both classification and regression tasks.

Here is a timeline of my professional experience.

  • Postdoctoral Research Scientist

    Columbia University
  • Ph.D. Electrical Engineering

    Stony Brook University
  • Researcher

    Tecnalia Telecom
  • Telecommunication Engineer

    Traintic
  • Research Assistant

    Colorado School of Mines
  • M.S. Telecommunication Engineering

    ETSI Bilbao (UPV/EHU)

I am honored to have received ...

2016 Best Graduate EE Student award.

Best Graduate Student in the Electrical and Computer Engineering department at Stony Brook University

Armstrong Memorial Research Foundation

Spring 2016 Provost Graduate Lecture Series Speaker.

Provost Graduate Lecture talk at Stony Brook University

Lecture available online Youtube

Fall 2015 Distinguished Travel Award.

For outstanding research by Stony Brook University graduate students

Distinguised Travel Award by the Stony Brook Graduate School

2015 Professional Development Award.

GSEU award for developing Graduate Student's full professional potential.

New York State and Graduate Student Employees Union

Torres Quevedo Research Fellowship.

2009-2011 fellowship PTQ-09-02-01814 for young researchers

Ministerio de Ciencia e Innovación, España

Find more details in my full CV

Download my CV


You can contact me via email

inigo.urteaga @ columbia.edu


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