Jessica Cox
Formerly Benjamin Cox · Computational statistician · Max Planck Institute for Physics
Pronouns: they/them or she/her
I am Dr Jessica Cox, a computational statistician. My background is in spatio-temporal Bayesian signal processing, particle filters in particular, and the awkward business of estimating their parameters.
I did my PhD in statistics at the University of Edinburgh, and I am now a postdoctoral researcher at the Max Planck Institute for Physics, where I am loosely associated with the MADMAX and LEGEND groups. My current work is on model serialisation: developing software layers for the creation, transmission, evaluation, and long-term storage of statistical models. FlatPPL came out of that work. Separately, I work on BAT.jl.
This site holds my writing (rambling), my (incomplete) CV, and (a subset of) the projects I maintain.
Ask me about
Time series modelling, probabilistic programming, particle filters, Discworld, Evangelion (the original, not the rebuilds), my on-again-off-again (currently off-again) relationship with JAX, and the clear unambiguous theoretical superiority of Bayesian statistics alongside why it so often does not work out in practice.
Languages
I primarily speak Python and Julia, though some C, C++, and Rust have managed to worm through my defences. I used to speak R, MATLAB, and Fortran, less so these days.
Human languages: native English, and German at A2 CEFR, allegedly. It does not feel like it. I can follow rather more than I can produce, and I would not claim more than that. Russian was somewhere around B1 about a decade ago, and has degenerated since.
In German, sie if you are feeling up to it, or just use my name. I am not in the habit of correcting people about this though.
Outside work
Ballet, Russian method, which I am currently relearning.
Custom hardware, mostly things I want to exist and cannot buy:
- A small e-ink notetaking device.
- A shot-noise random number generator for dice rolls, built around an old Kindle Paperwhite screen, with rule sets for Call of Cthulhu, Wrath and Glory, the Fantasy Flight Warhammer 40,000 games, and of course D&D 5e.
Riflery. If you know a good club near Munich, do get in touch.
Mountaineering, which I need to get back into shape for.
Tabletop roleplaying games, where the language barrier remains an obstacle.
Ongoing side quests: Julia packages for explicit random numbers (ImmutableRNGs.jl), trees with linear models (LinearTrees.jl), ensemble sampling (EnsembleMCMC.jl), and importance sampling (ImportanceSamplers.jl). Plus whatever machine learning projects I cook up in my spare time, trees for preference. Programming for GPUs, largely so I can tailor methods to that paradigm: branchless, fixed working memory, fixed work units.
Contact
- Work: bcox@mpp.mpg.de
- Personal: jmcox@posteo.de
Funding
My position is funded by Germany’s Federal Ministry of Research, Technology and Space (BMFTR) within the ErUM-Data programme, under grant FKZ 05D25PC1 (DEMOS consortium).
PGP Key
Show public key
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You can cut all the flowers but you cannot keep Spring from coming