Welcome

Hi, my name is Siu Lun (Alan) Chau. I am an Assistant Professor in Statistical Machine Learning at the College of Computing and Data Science, Nanyang Technological University (NTU), Singapore. I lead the Epistemic Intelligence & Computation (EPIC) Lab, where the mission is to develop intelligent systems that can recognise their own limitations and communicate what they know--and how well they know it--with clarity and confidence. To achieve this, we conduct research into both the theoretical foundations and practical application of Uncertainty-Aware Machine Learning. You can read more about my research here.

Background. From 2023 to 2025, I was a Postdoctoral Researcher at the Rational Intelligence Lab within CISPA Helmholtz Center for Information Security, Germany, under the supervision of Dr. Krikamol Muandet. My research centered on imprecise probabilistic machine learning, a generalised probability theory framework, and their integration to machine learning challenges, including hypothesis testing, supervised learning, and forecast elicitation under imprecision. Between 2019 and 2023, I pursued my DPhil in Statistics at the University of Oxford, where I worked at the intersection of kernel methods and Gaussian processes, under the supervision of Prof. Dino Sejdinovic. During my doctoral studies, I also interned at the Empirical Inference department of the Max Planck Institute for Intelligent Systems, Tübingen, working on improving econometric models using modern machine learning techniques. I hold both a Master’s and a Bachelor’s degree in Mathematics and Statistics, graduating with First Class Honours from the University of Oxford, where I received the Departmental Prize for ranking top of the cohort.

I also enjoy bridging the gap between academia and industry. I interned at Amazon as an Applied Scientist, addressing coherent forecasting problems for the EU logistics network. I also provided data science and machine learning consulting services for various startups, including Ravio, Catalyst AI, Cambridge Spark, Crop4Sight, and gini. I also co-founded Oxford Strategy Group Digital, Oxford’s first student-led data science consultancy group.

News