Michael Jauch

About me

I'm an Assistant Professor in the Department of Statistics at Florida State University.

My research interests include Bayesian statistics, multivariate data, computational methods, inference under shape or stochastic order constraints, and scientific applications.

Prior to arriving at Florida State, I was a Postdoctoral Associate at the Center for Applied Mathematics at Cornell University working with David Matteson. I received my PhD from the Department of Statistical Science at Duke University, where I was advised by Peter Hoff and David Dunson.

My (soon to be updated) CV can be found here. I can be reached by email at mjauch@fsu.edu.

Preprints

• Michael Jauch, Andrés F. Barrientos, Víctor Peña, and David S. Matteson (2021). Mixture representations for likelihood ratio ordered distributions. Submitted. [arxiv] [code]
• Phillip Jang, Michael Jauch, and David S. Matteson (2022). Functional stochastic volatility in financial option surfaces. [preprint]
• James Losey, Michael Jauch, Axel Cortes-Cubero, Haoxuan Wu, Roberto Rivera, David S. Matteson, and Mahmoud Moradi (2021). Simulating freely-diffusing single-molecule FRET data with consideration of protein conformational dynamics. Submitted. [biorxiv]

Publications

• Michael Jauch, Peter D. Hoff, and David B. Dunson (2021). Monte Carlo simulation on the Stiefel manifold via polar expansion. Journal of Computational and Graphical Statistics. Vol. 30, No. 3, 622-631. [journal] [arxiv] [code]
• Michael Jauch, Peter D. Hoff, and David B. Dunson (2020). Random orthogonal matrices and the Cayley transform. Bernoulli. Vol. 26, No. 2, 1560–1586. [journal] [arxiv] [code]
• Michael Jauch, Paolo Giordani, and David B. Dunson (2017). A Bayesian oblique factor model with extension to tensor data. Proceedings of the Conference of the Italian Statistical Society.
• Michael Jauch and Víctor Peña (2016). Bayesian optimization with shape constraints. NeurIPS Workshop on Bayesian Optimization. [arxiv]

Talks and posters

• Invited talk at CMStatistics. December 2022.
• Contributed poster at the 2022 ISBA World Meeting in Montreal. July 2022.
• Invited talk at CMStatistics via Zoom. December 2021.
• Contributed talk at Joint Statistical Meetings via Zoom. August 2021.
• Invited talk at BayesComp in Gainesville. January 2020.
• Contributed poster at the Joint Statistical Meetings in Denver. July 2019.
• Invited talk at the Statistics Seminar at Cornell. March 2019.
• Contributed talk at the Joint Statistical Meetings in Vancouver. August 2018.
• Invited talk at the 2018 ISBA World Meeting in Edinburgh. June 2018.
• Contributed poster at the Joint Statistical Meetings in Baltimore. August 2017.
• Invited talk at the Conference of the Italian Statistical Society in Florence. June 2017.
• Contributed poster at the NIPS Workshop on Bayesian Optimization in Barcelona. December 2016.
• Contributed poster at the 2016 ISBA World Meeting in Sardinia. June 2016.