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Matern Covariance - OSPO Spring Internship Program

Apply now(opens in a new window) Job No: 509736
Division/Organization: Office of the Vice Chancellor for Research
Department: Data Science Institute
Job Type: UW Student Jobs
Remote Eligbility: Partially Remote
Location: MCARDLE BUILDING
Salary/Wage Range or Lump Sum: $15.00-17.00
Job Categories: Interpersonal Communication, Critical Thinking/Problem Solving, Digital Technology, Teamwork/Collaboration, Professionalism/Work Ethic, Information Technology and Computers, STEM, Data Analysis

Department Overview:

 The Open Source Program Office (OSPO) is looking to connect interns with meaningful open-source projects as part of a new cohort of the internship program in collaboration with Madison College. During the internship, students will join a mentored open source project, participate in an initial training session, and weekly check-ins with the Open Source Program Office, and learn crucial skills related to managing open source software projects and growing software user communities.

Anticipated Start Date:

 2/2/2026

Anticipated End Date (If Applicable):

 5/1/2026

Remote Work Eligibility Detail:

Partially Remote

 

Anticipated Hours Per Week:

 Minimum: 10 Maximum: 15

Schedule:

 Internship work schedules will be established in collaboration with the project mentors, with a general expected commitment of 10-15 hours/week. In addition to the work schedule established with the project lead, interns will participate in a weekly group session with the OSPO for check-ins, trainings, and guest speakers.

Salary/Wage Range/Lump Sum:

 Minimum: $15.00 Maximum: $17.00

Number of Positions:

 1

Qualifications:

 UW-Madison and Madison College undergraduate and graduate students with applicable backgrounds in any field are eligible to apply. Students must be enrolled in a degree program during the calendar year with at least one semester remaining after the internship’s conclusion.

Application materials should include:
- A one-page cover letter that highlights your qualifications based on skills identified in the project listing and your interest in open source broadly.
- A resume that includes your name, school email address, phone number, field(s) of study (major, minor, degree, certificate), relevant coursework, extracurricular activities, expected graduation date, relevant sample work (ex: GitHub link, personal website, etc.) and any relevant work or research experience.
-The names and contact information of three references.

Submit a resume, cover letter, and three references as part of your application.

Knowledge, Skills & Abilities:

Students who are comfortable with the C programming language and low-level code optimization and debugging would be the best fit. For performance optimization, we are talking about shaving off nanoseconds, so it would be best for students to be interested in low-level programming and optimization as well as floating point arithmetic. For testing and distribution, a good understanding of Github pipelines and automated workflows would be ideal.

Position Summary/Job Duties:

The project mentor has a library for fast evaluation of the Matern covariance function _and_ its derivatives, including with respect to the smoothness parameter. This originally stemmed from a paper they wrote a few years ago about using autodiff to accurately differentiate the Matern function with respect to the smoothness parameter, which is not possible in closed form without using generalized confluent hypergeometric functions. But this is a problem, because as the theory around fixed-domain asymptotics for Gaussian processes indicates this parameter is quite likely the most important one to be fitting.

The original code that they wrote was in Julia, but predictably many people have indicated that they would like to use it but would only do so if it were available in R/python. With this in mind, we've translated and enhanced the routines to get a minimal viable product, and in order to end up with GCC-able code we've also developed a very ornate pipeline that differentiates the routines using Enzyme, which works on LLVM IR, and then actually compiles the LLVM IR back to gcc-able C so that it can be used by languages like R which do not permit packages to enforce the use of a specific C compiler.

Longer term, the goal is for this library to offer (1) by far the fastest Matern covariance evaluation routines, (2) derivatives with respect to all parameters that are accurate to double precision and fast, and (3) extensions involving smarter parameterizations of geometric anisotropy and other enhancements that can serve as a backbone for casual users of front-end languages like R and Python. As of now, (1) and (2) are largely done, although the mentor is continually interested to find improvements for the runtime and algorithmic strategies of evaluating the Matern function. The mentor's ultimate ambition is to get within the cost of three exp evaluations...although we'll have to see if that will ever happen.

An intern could contribute to this project by:

0) packaging code up neatly in R and python packages
1) developing and enhancing an automated testing suite for all three major OSes
2) developing a robust build process, which is complex because the Enzyme AD engine is unstable and the LLVM C backend is only an unofficially maintained target that is kept alive by some Julia developers (of all people).
3) micro-optimizing current code
4) potentially implementing new routines and numerical strategies

Physical Demands:

Interns are expected to be able to sit for extended periods. Specific physical demands will be discussed with mentors during the interview process.

Institutional Statements:

Equal Employment Opportunity Statement:

UW-Madison is an Equal Employment, Equal Access Employer committed to increasing the diversity of our workforce.

Institutional Statement on Diversity:

Diversity is a source of strength, creativity, and innovation for UW-Madison. We value the contributions of each person and respect the profound ways their identity, culture, background, experience, status, abilities, and opinion enrich the university community. We commit ourselves to the pursuit of excellence in teaching, research, outreach, and diversity as inextricably linked goals.

The University of Wisconsin-Madison fulfills its public mission by creating a welcoming and inclusive community for people from every background-people who as students, faculty, and staff serve Wisconsin and the world.

For more information on diversity and inclusion on campus, please visit: diversity.wisc.edu

Accommodation Statement:

If you need to request an accommodation because of a disability, you can find information about how to make a request at the following website:https://employeedisabilities.wisc.edu/disability-accommodation-information-for-applicants/
 
 

Advertised: Central Standard Time
Applications close: Central Standard Time

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