Matías Altamirano

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I’m a PhD Student in Statistical Science at UCL 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 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. Preprint
    Robust and Conjugate Gaussian Process Regression
    Matias Altamirano, François-Xavier Briol, and Jeremias Knoblauch
    arXiv preprint arXiv:2311.00463, 2023
  2. Robust and Scalable Bayesian Online Changepoint Detection
    Matias Altamirano, François-Xavier Briol, and Jeremias Knoblauch
    In International Conference on Machine Learning, 2023
  3. 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