Matías Altamirano

I’m a PhD Student in Statistical Science at UCL and part of the Fundamentals of Statistical Machine Learning research group supervised by Jeremias Knoblauch and François-Xavier Briol. My research focuses on robust Bayesian methods in time series models.

Prior to starting my PhD, I worked as a research engineer at Center of Mathematical Modeling - Universidad de Chile, using data science and stochastic modeling to different projects.

News

Mar 24, 2024	💬 Presenting a poster at the Workshop on Functional Inference and Machine Intelligence at University of Bristol.
May 8, 2023	💬 Giving a talk at the Distance-based methods in Machine Learning workshop at UCL.
Apr 24, 2023	🎉 Our paper Robust and Scalable Bayesian Online Changepoint Detection was accepted at ICML 2023.

Selected Publications

Preprint

Robust and Conjugate Gaussian Process Regression

Matias Altamirano, François-Xavier Briol, and Jeremias Knoblauch

arXiv preprint arXiv:2311.00463, 2023

arXiv Bib Code

@article{altamirano2023robustGP,
  title = {Robust and Conjugate Gaussian Process Regression},
  author = {Altamirano, Matias and Briol, Fran{\c{c}}ois-Xavier and Knoblauch, Jeremias},
  journal = {arXiv preprint arXiv:2311.00463},
  year = {2023},
}

ICML

Robust and Scalable Bayesian Online Changepoint Detection

Matias Altamirano, François-Xavier Briol, and Jeremias Knoblauch

In International Conference on Machine Learning, 2023

arXiv Bib Code

@inproceedings{altamirano2023robust,
  title = {Robust and Scalable {B}ayesian Online Changepoint Detection},
  author = {Altamirano, Matias and Briol, Fran{\c{c}}ois-Xavier and Knoblauch, Jeremias},
  booktitle = {International Conference on Machine Learning},
  year = {2023},
}

AISTATS

Nonstationary multi-output Gaussian processes via harmonizable spectral mixtures

Matias Altamirano, and Felipe Tobar

In Proceedings of The 25th International Conference on Artificial Intelligence and Statistics, 2022

Bib

@inproceedings{altamirano2022nonstationary,
  title = { Nonstationary multi-output {G}aussian processes via harmonizable spectral mixtures },
  author = {Altamirano, Matias and Tobar, Felipe},
  booktitle = {Proceedings of The 25th International Conference on Artificial Intelligence and Statistics},
  pages = {3204--3218},
  year = {2022},
}