siu lun chau


I am currently a postdoctoral researcher at the CISPA Helmholtz Center for Information Security working with Dr. Krikamol Muandet in Saarbrücken, Germany. Prior to joining CISPA, I pursued my DPhil within the Oxford Computational Statisics and Machine Learning Group at the University of Oxford, under the supervision of Prof. Dino Sejdinovic, Prof. Mihai Cucuringu and Prof. Xiaowen Dong. During my DPhil, I have interned at Amazon Transportation Service group as an Applied Scientist working on coherent forecasting problems for the EU logistics network. I have also interned at the Max Planck Institute for Intelligent Systems where I worked on improving econometric models with modern machine learning methods. I previously obtained a masters and bachelor degree with first class honours in mathematics and statistics at the University of Oxford. During my masters, I worked with Prof. Mihaela Van Der Schaar on disease trajectory modelling with Bayesian nonparametric models.

My current research focuses on improving the reliability of machine learning algorithms by integrating principles from game theory and statistical methodologies. I have also worked on broader areas of machine learning including model explainability and uncertainty quantification, kernel methods and Gaussian processes, causal inference and econometrics, ranking and preference learning, and graph machine learning.

Do not hesitate to reach out if you would like to collaborate, I am always excited to hear from you :)

Updates 🔔

  • Sep-2023: I will be talking about my research at the ETH AI Center and D-MTEC 🇨🇭
  • Sep-2023: I will be talking about my research at the Oxford Man Institute 🇬🇧
  • Sep-2023: Our paper 'Explaining the Uncertain: Stochastic Shapley values for Gaussian process models' have been accepted at NeurIPS as a spotlight paper!
  • Jul-2023: I have passed my Ph.D. viva!