BCAM - Basque Center for Applied Mathematics, Researcher, Bilbao

Postdoctorate in Spain, 2022

Iñigo Urteaga Aldasoro was born in Donostia-San Sebastian in 1984, and obtained his Telecommunications engineering degree from the UPV/EHU Faculty of Engineering in Bilbao, Spain.
 
He completed his graduate studies in the United States (2011-2016), obtaining a Ph.D. in Electrical Engineering at Stony Brook University under the supervision of Prof. Petar M. Djurić, with a dissertation entitled "Sequential Monte Carlo methods for inference and prediction of time-series". 
 
After an inter-disciplinary postdoctoral appointment with Prof. Chris Wiggins and Prof. Noémie Elhadad at Columbia University (2016 - 2018), he joined Columbia University's Applied Physics and Applied Mathematics department as an Associate Research Scientist, as well as its Data Science Institute, in 2018. His research focused on the development of Bayesian probabilistic models with applications in digital services and healthcare, specifically in the context of self-tracked mobile health data.
 
He now holds a tenure-track research position in the Machine Learning group at the Basque Center for Applied Mathematics (BCAM), funded by La Caixa Foundation's Junior Leader-Incoming fellowship and an Ikerbasque Research fellowship. He researches methodological and applied aspects of probabilistic machine learning for descriptive, predictive, and prescriptive tasks; specifically, on how to accommodate and overcome the challenges of real-life, time-varying phenomena, collected via not-at-random measurement processes. His expertise is on Bayesian machine learning, approximate inference, computational statistics and sequential decision processes.