siu lun chau




Welcome

Hi, my name is Siu Lun (Alan) Chau. I am an incoming Assistant Professor (commencing May 2025) at the College of Computing and Data Science, Nanyang Technological University (NTU), Singapore. I will be leading the Epistemic Intelligence & Computation (EPIC) Lab, where our 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 the CISPA Helmholtz Center for Information Security, Germany, under the supervision of Dr. Krikamol Muandet. My research centered on imprecise probabilistic machine learning, a generalised framework of probability theory, and their application to machine learning challenges, including hypothesis testing and supervised learning under imprecision. Between 2019 and 2023, I pursued my DPhil in Statistics at the University of Oxford, where I worked on the intersection of kernel methods and Gaussian processes with applications to trustworthy machine learning, 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.


Recent Updates

Jan-2025

Our paper on the first ever Credal Two-sample Testing has been accepted for publication in the International Conference on Artificial Intelligence and Statistics (AISTATS 2025)! Many thanks to the amazing crowd of collaborators.

Nov-2024

I will be starting my Assitant Professorship at the College of Computing and Data Science at Nanyang Technological University in Singapore in May 2025.

May-2024

Our paper Domain Generalisation via Imprecise Learning has been accepted as a spotlight paper for publication at the International Conference on Machine Learning (ICML) 2024! 🎉

Feb-2024

I presented “Stochastic Shapley values for Gaussian process models with application to Explainable Bayesian Optimisation” at the Institute for Informatics, LMU.

Feb-2024

I was invited to participate in the Dagstuhl Seminar on ‘AI for Social Good’ this year to learn about and tackle challenges faced by NGOs when implementing AI solutions.

Jan-2024

Our paper ‘Looping in the Human: Collaborative and Explainable Bayesian Optimization’ has been accepted for in AISTATS for poster presentation!

Dec-2023

Our paper ‘Causal Strategic Learning with Competitive Selection’ has been accepted for in AAAI as an oral paper!

Dec-2023

I’m excited to present a poster spotlight on ‘Explaining Gaussian Process Models with Stochastic Shapley Values’ at the Australian Data Science Network conference.


Upcoming/Recent Talks

Mar-2025
Credal Two-Sample Tests:How to Test Hypothesis Under Dataset Uncertainty
- RainML Research Lab, Department of Statistics, University of Oxford
Mar-2025
Credal Two-Sample Tests:How to Test Hypothesis Under Dataset Uncertainty
- Manchester Centre for AI Fundamentals, University of Manchester
Feb-2025
Towards Credal Generalisation: How to Learn and Test Hypothesis under Dataset Uncertainty?
- Amazon Web Service, Berlin
Oct-2024
Credal Two-Sample Tests of Epistemic Ignorance
- Department of Statistical Science, University College London
Oct-2024
Credal Two-Sample Tests of Epistemic Ignorance
- Gatsby Computational Neuroscience Unit, University College London
Aug-2024
Introduction to the role of Uncertainty in Machine Learning
- Kernels and Information Processing Systems group, University of Adelaide
Jul-2024
Introduction to the role of Uncertainty in Machine Learning
- College of Computing and Data Science, Nanyang Technological University
Mar-2024
Stochastic Shapley Values for Gaussian Processes and application to Explainable Bayesian Optimisation
- Institute for Informatics, LMU