Matías Altamirano

I’m a Florence Nightingale Bicentenary Fellow in Statistics at the University of Oxford. Prior to this, I was 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. During my PhD, I was supported by the Bloomberg Data Science PhD fellowship.

My research focuses on developing robust and reliable statistical methods and understanding their properties. I’m particularly interested in probabilistic inference and uncertainty quantification, with a focus on Bayesian methods under model misspecification.

news

May 01, 2025	🎉 Our paper Robust and Conjugate Spatio-Temporal Gaussian Processes was accepted at ICML 2025.
Feb 11, 2025	💬 I’m co-organising the Post-Bayes Seminar Series, starting on 11/02!
Dec 09, 2024	🎉 I’m very happy to announce that I have been awarded the Bloomberg Data Science Ph.D. Fellowship!!
May 01, 2024	🎉 Our paper Outlier-robust Kalman Filtering through Generalised Bayes was accepted at ICML 2024.
May 01, 2024	🎉 Our paper Robust and Conjugate Gaussian Process Regression was accepted as a spotlight paper (top 3.5%) at ICML 2024.

selected publications

arXiv

Conjugate Generalised Bayesian Inference for Discrete Doubly Intractable Problems

William Laplante, Matias Altamirano, Jeremias Knoblauch, and 2 more authors

arXiv preprint arXiv:2511.23275, 2025

arXiv Bib

@article{laplante2025conjugate,
  title = {Conjugate Generalised Bayesian Inference for Discrete Doubly Intractable Problems},
  author = {Laplante, William and Altamirano, Matias and Knoblauch, Jeremias and Duncan, Andrew and Briol, Fran{\c{c}}ois-Xavier},
  journal = {arXiv preprint arXiv:2511.23275},
  year = {2025},
}

arXiv

Multi-Output Robust and Conjugate Gaussian Processes

Joshua Rooijakkers, Leiv Rønneberg, François-Xavier Briol, and 2 more authors

arXiv preprint arXiv:2510.26401, 2025

arXiv Bib

@article{rooijakkers2025multi,
  title = {Multi-Output Robust and Conjugate Gaussian Processes},
  author = {Rooijakkers, Joshua and R{\o}nneberg, Leiv and Briol, Fran{\c{c}}ois-Xavier and Knoblauch, Jeremias and Altamirano, Matias},
  journal = {arXiv preprint arXiv:2510.26401},
  year = {2025},
}

ICML

Robust and Conjugate Spatio-Temporal Gaussian Processes

William Laplante, Matias Altamirano, Andrew Duncan, and 2 more authors

In International Conference on Machine Learning, 2025

arXiv Bib Code

@inproceedings{laplante2025robust,
  title = {Robust and Conjugate Spatio-Temporal Gaussian Processes},
  author = {Laplante, William and Altamirano, Matias and Duncan, Andrew and Knoblauch, Jeremias and Briol, Fran{\c{c}}ois-Xavier},
  booktitle = {International Conference on Machine Learning},
  year = {2025},
}

ICML

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

arXiv Bib Code

@inproceedings{duran2024outlier,
  title = {Outlier-robust Kalman Filtering through Generalised Bayes},
  author = {Dur{\'a}n-Mart{\'\i}n, Gerardo and Altamirano, Matias and Briol, Shestopaloff, Alexander Y and S\'anchez-Betancourt, Leandro and Knoblauch, Jeremias and Jones, Matt and Fran{\c{c}}ois-Xavier and Murphy, Kevin},
  booktitle = {International Conference on Machine Learning},
  year = {2024},
}

ICML

Robust and Conjugate Gaussian Process Regression

Matias Altamirano, François-Xavier Briol, and Jeremias Knoblauch

In International Conference on Machine Learning, 2024

arXiv Bib Code

@inproceedings{altamirano2024robustGP,
  title = {Robust and Conjugate Gaussian Process Regression},
  author = {Altamirano, Matias and Briol, Fran{\c{c}}ois-Xavier and Knoblauch, Jeremias},
  booktitle = {International Conference on Machine Learning},
  year = {2024},
}

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 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 = {International Conference on Artificial Intelligence and Statistics},
  pages = {3204--3218},
  year = {2022},
}