siu lun chau




🚨🚨 PhD Opportunities: Interested in bringing in epistemic intelligence to machine learning systems? I have several openings for PhD students in 2025 to be based in Singapore and are looking for candidates with a strong statistical, mathematical, or machine learning background. More details can be found here.

Bio 📖

Halo, 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 the limitation of their knowledge (uncertainty-awareness), be able to communicate their insights (explainability), and effectively collaborate with human users (preference modelling). You can read more about my research here.

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 probabilities, 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.

In addition to my research, 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 🔔

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!


Upcoming/Recent Talks 🗣️

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