Matías Altamirano

prof_pic.jpg

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

May 1, 2024 🎉 Our paper Outlier-robust Kalman Filtering through Generalised Bayes was accepted at ICML 2024.
May 1, 2024 🎉 Our paper Robust and Conjugate Gaussian Process Regression was accepted as a spotlight paper (top 3.5%) at ICML 2024.
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

  1. Outlier-robust Kalman Filtering through Generalised Bayes
    Gerardo Durán-Martı́n, Matias Altamirano, Alexander Y Briol, and 5 more authors
    In International Conference on Machine Learning, 2024
  2. Robust and Conjugate Gaussian Process Regression
    Matias Altamirano, François-Xavier Briol, and Jeremias Knoblauch
    In International Conference on Machine Learning, 2024
  3. Robust and Scalable Bayesian Online Changepoint Detection
    Matias Altamirano, François-Xavier Briol, and Jeremias Knoblauch
    In International Conference on Machine Learning, 2023
  4. Nonstationary multi-output Gaussian processes via harmonizable spectral mixtures
    Matias Altamirano, and Felipe Tobar
    In International Conference on Artificial Intelligence and Statistics, 2022