papers

Publications (113)

eess.AS2026

Robust Audio Tagging under Class-wise Supervision Unreliability

Yuanbo Hou, Zhaoyi Liu, Tong Ye +4

Weakly labeled datasets such as AudioSet have driven recent progress in audio tagging. However, annotation quality varies across sound classes. Labels may be incomplete, ambiguous,…

cs.SD2023

A large-scale and PCR-referenced vocal audio dataset for COVID-19

Jobie Budd, Kieran Baker, Emma Karoune +23

The UK COVID-19 Vocal Audio Dataset is designed for the training and evaluation of machine learning models that classify SARS-CoV-2 infection status or associated respiratory sympt…

cs.LG2022

Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture

Kieran Wood, Sven Giegerich, Stephen Roberts +1

We introduce the Momentum Transformer, an attention-based deep-learning architecture, which outperforms benchmark time-series momentum and mean-reversion trading strategies. Unlike…

eess.AS2025

Learning Domain-Robust Bioacoustic Representations for Mosquito Species Classification with Contrastive Learning and Distribution Alignment

Yuanbo Hou, Zhaoyi Liu, Xin Shen +1

Mosquito Species Classification (MSC) is crucial for vector surveillance and disease control. The collection of mosquito bioacoustic data is often limited by mosquito activity seas…

q-fin.PM2024

Deep Learning for Options Trading: An End-To-End Approach

Wee Ling Tan, Stephen Roberts, Stefan Zohren

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often req…

stat.ML2020

Recurrent Neural Filters: Learning Independent Bayesian Filtering Steps for Time Series Prediction

Bryan Lim, Stefan Zohren, Stephen Roberts

Despite the recent popularity of deep generative state space models, few comparisons have been made between network architectures and the inference steps of the Bayesian filtering…

q-fin.ST2020

Investment sizing with deep learning prediction uncertainties for high-frequency Eurodollar futures trading

Trent Spears, Stefan Zohren, Stephen Roberts

In this work we show that prediction uncertainty estimates gleaned from deep learning models can be useful inputs for influencing the relative allocation of risk capital across tra…

stat.ML2015

Anomaly Detection and Removal Using Non-Stationary Gaussian Processes

Steven Reece, Roman Garnett, Michael Osborne +1

This paper proposes a novel Gaussian process approach to fault removal in time-series data. Fault removal does not delete the faulty signal data but, instead, massages the fault fr…

q-fin.TR2019

Extending Deep Learning Models for Limit Order Books to Quantile Regression

Zihao Zhang, Stefan Zohren, Stephen Roberts

We showcase how Quantile Regression (QR) can be applied to forecast financial returns using Limit Order Books (LOBs), the canonical data source of high-frequency financial time-ser…

stat.ML2019

Population-based Global Optimisation Methods for Learning Long-term Dependencies with RNNs

Bryan Lim, Stefan Zohren, Stephen Roberts

Despite recent innovations in network architectures and loss functions, training RNNs to learn long-term dependencies remains difficult due to challenges with gradient-based optimi…

stat.ML2020

Enhancing Time Series Momentum Strategies Using Deep Neural Networks

Bryan Lim, Stefan Zohren, Stephen Roberts

While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this…

stat.ML2020

Adversarial Robustness Guarantees for Classification with Gaussian Processes

Arno Blaas, Andrea Patane, Luca Laurenti +3

We investigate adversarial robustness of Gaussian Process Classification (GPC) models. Given a compact subset of the input space enclosing a test point $x…

stat.ML2015

Scalable Nonparametric Bayesian Inference on Point Processes with Gaussian Processes

Yves-Laurent Kom Samo, Stephen Roberts

In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or t…

stat.ML2010

Efficient Bayesian Community Detection using Non-negative Matrix Factorisation

Ioannis Psorakis, Stephen Roberts, Ben Sheldon

Identifying overlapping communities in networks is a challenging task. In this work we present a novel approach to community detection that utilises the Bayesian non-negative matri…

stat.ML2021

Towards a Theoretical Understanding of the Robustness of Variational Autoencoders

Alexander Camuto, Matthew Willetts, Stephen Roberts +2

We make inroads into understanding the robustness of Variational Autoencoders (VAEs) to adversarial attacks and other input perturbations. While previous work has developed algorit…

cs.LG2019

A General Framework for Fair Regression

Jack Fitzsimons, AbdulRahman Al Ali, Michael Osborne +1

Fairness, through its many forms and definitions, has become an important issue facing the machine learning community. In this work, we consider how to incorporate group fairness c…

q-fin.ST2023

On statistical arbitrage under a conditional factor model of equity returns

Trent Spears, Stefan Zohren, Stephen Roberts

We consider a conditional factor model for a multivariate portfolio of United States equities in the context of analysing a statistical arbitrage trading strategy. A state space fr…

eess.AS2026

BioDCASE 2026 Challenge Baseline for Cross-Domain Mosquito Species Classification

Yuanbo Hou, Vanja Zdravkovic, Marianne Sinka +5

Mosquito-borne diseases affect more than one billion people each year and cause close to one million deaths. Traditional surveillance methods rely on traps and manual identificatio…

stat.ML2021

Explicit Regularisation in Gaussian Noise Injections

Alexander Camuto, Matthew Willetts, Umut Şimşekli +2

We study the regularisation induced in neural networks by Gaussian noise injections (GNIs). Though such injections have been extensively studied when applied to data, there have be…

stat.ML2021

Hierarchical Indian Buffet Neural Networks for Bayesian Continual Learning

Samuel Kessler, Vu Nguyen, Stefan Zohren +1

We place an Indian Buffet process (IBP) prior over the structure of a Bayesian Neural Network (BNN), thus allowing the complexity of the BNN to increase and decrease automatically.…

stat.ML2018

Sequential sampling of Gaussian process latent variable models

Martin Tegner, Benjamin Bloem-Reddy, Stephen Roberts

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data l…

stat.ML2018

Bayesian deep neural networks for low-cost neurophysiological markers of Alzheimer's disease severity

Wolfgang Fruehwirt, Adam D. Cobb, Martin Mairhofer +11

As societies around the world are ageing, the number of Alzheimer's disease (AD) patients is rapidly increasing. To date, no low-cost, non-invasive biomarkers have been established…

q-fin.PM2023

Network Momentum across Asset Classes

Xingyue Pu, Stephen Roberts, Xiaowen Dong +1

We investigate the concept of network momentum, a novel trading signal derived from momentum spillover across assets. Initially observed within the confines of pairwise economic an…

stat.ML2023

G-TRACER: Expected Sharpness Optimization

John Williams, Stephen Roberts

We propose a new regularization scheme for the optimization of deep learning architectures, G-TRACER ("Geometric TRACE Ratio"), which promotes generalization by seeking flat minima…

cs.LG2021

Towards Tractable Optimism in Model-Based Reinforcement Learning

Aldo Pacchiano, Philip J. Ball, Jack Parker-Holder +2

The principle of optimism in the face of uncertainty is prevalent throughout sequential decision making problems such as multi-armed bandits and reinforcement learning (RL). To be…

q-fin.CP2018

BDLOB: Bayesian Deep Convolutional Neural Networks for Limit Order Books

Zihao Zhang, Stefan Zohren, Stephen Roberts

We showcase how dropout variational inference can be applied to a large-scale deep learning model that predicts price movements from limit order books (LOBs), the canonical data so…

stat.ML2021

Relaxed-Responsibility Hierarchical Discrete VAEs

Matthew Willetts, Xenia Miscouridou, Stephen Roberts +1

Successfully training Variational Autoencoders (VAEs) with a hierarchy of discrete latent variables remains an area of active research. Vector-Quantised VAEs are a powerful approac…

stat.ML2017

Mosquito detection with low-cost smartphones: data acquisition for malaria research

Yunpeng Li, Davide Zilli, Henry Chan +4

Mosquitoes are a major vector for malaria, causing hundreds of thousands of deaths in the developing world each year. Not only is the prevention of mosquito bites of paramount impo…

stat.ML2015

Detecting bird sound in unknown acoustic background using crowdsourced training data

Timos Papadopoulos, Stephen Roberts, Kathy Willis

Biodiversity monitoring using audio recordings is achievable at a truly global scale via large-scale deployment of inexpensive, unattended recording stations or by large-scale crow…

cs.LG2021

Port-Hamiltonian Neural Networks for Learning Explicit Time-Dependent Dynamical Systems

Shaan Desai, Marios Mattheakis, David Sondak +2

Accurately learning the temporal behavior of dynamical systems requires models with well-chosen learning biases. Recent innovations embed the Hamiltonian and Lagrangian formalisms…

math.AT2019

Stratified Space Learning: Reconstructing Embedded Graphs

Yossi Bokor, Daniel Grixti-Cheng, Markus Hegland +2

Many data-rich industries are interested in the efficient discovery and modelling of structures underlying large data sets, as it allows for the fast triage and dimension reduction…

stat.ML2015

Blitzkriging: Kronecker-structured Stochastic Gaussian Processes

Thomas Nickson, Tom Gunter, Chris Lloyd +2

We present Blitzkriging, a new approach to fast inference for Gaussian processes, applicable to regression, optimisation and classification. State-of-the-art (stochastic) inference…

stat.ML2021

Robust and Scalable SDE Learning: A Functional Perspective

Scott Cameron, Tyron Cameron, Arnu Pretorius +1

Stochastic differential equations provide a rich class of flexible generative models, capable of describing a wide range of spatio-temporal processes. A host of recent work looks t…

cs.LG2019

Balancing Reconstruction Quality and Regularisation in ELBO for VAEs

Shuyu Lin, Stephen Roberts, Niki Trigoni +1

A trade-off exists between reconstruction quality and the prior regularisation in the Evidence Lower Bound (ELBO) loss that Variational Autoencoder (VAE) models use for learning. T…

stat.ML2018

Semi-unsupervised Learning of Human Activity using Deep Generative Models

Matthew Willetts, Aiden Doherty, Stephen Roberts +1

We introduce 'semi-unsupervised learning', a problem regime related to transfer learning and zero-shot learning where, in the training data, some classes are sparsely labelled and…

q-fin.CP2020

DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

Zihao Zhang, Stefan Zohren, Stephen Roberts

We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to captur…

cs.SD2022

The ACM Multimedia 2022 Computational Paralinguistics Challenge: Vocalisations, Stuttering, Activity, & Mosquitoes

Björn W. Schuller, Anton Batliner, Shahin Amiriparian +12

The ACM Multimedia 2022 Computational Paralinguistics Challenge addresses four different problems for the first time in a research competition under well-defined conditions: In the…

stat.ML2019

Safe Policy Search with Gaussian Process Models

Kyriakos Polymenakos, Alessandro Abate, Stephen Roberts

We propose a method to optimise the parameters of a policy which will be used to safely perform a given task in a data-efficient manner. We train a Gaussian process model to captur…

cs.SD2023

Audio-based AI classifiers show no evidence of improved COVID-19 screening over simple symptoms checkers

Harry Coppock, George Nicholson, Ivan Kiskin +22

Recent work has reported that AI classifiers trained on audio recordings can accurately predict severe acute respiratory syndrome coronavirus 2 (SARSCoV2) infection status. Here, w…

q-fin.TR2023

Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity

Daniel Poh, Stephen Roberts, Stefan Zohren

Cross-sectional strategies are a classical and popular trading style, with recent high performing variants incorporating sophisticated neural architectures. While these strategies…

q-fin.PM2022

Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention

Daniel Poh, Bryan Lim, Stefan Zohren +1

The performance of a cross-sectional currency strategy depends crucially on accurately ranking instruments prior to portfolio construction. While this ranking step is traditionally…

stat.ML2019

A Maximum Entropy approach to Massive Graph Spectra

Diego Granziol, Robin Ru, Stefan Zohren +3

Graph spectral techniques for measuring graph similarity, or for learning the cluster number, require kernel smoothing. The choice of kernel function and bandwidth are typically ch…

astro-ph.SR2012

Statistics of Stellar Variability from Kepler - I: Revisiting Quarter 1 with an Astrophysically Robust Systematics Correction

Amy McQuillan, Suzanne Aigrain, Stephen Roberts

We investigate the variability properties of main sequence stars in the first month of Kepler data, using a new astrophysically robust systematics correction, and find that 60% of…

cs.LG2026

Model Merging by Output-Space Projection

Bethan Evans, Benjamin Etheridge, Stephen Roberts +1

Model merging combines fine-tuned checkpoints into a single multi-task model without retraining. Existing methods - such as task arithmetic, model soups, TIES, and DARE - are compu…

q-fin.TR2023

Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies

Tom Liu, Stephen Roberts, Stefan Zohren

We introduce Deep Inception Networks (DINs), a family of Deep Learning models that provide a general framework for end-to-end systematic trading strategies. DINs extract time serie…

cond-mat2000

Spectral Decompositions for Evolution Opertors of Mixing Dynamical Systems

Stephen Roberts, Boris Muzykantskii

Spectral decompositions for the evolution operator on an energy shell in phase space are constructed for the free motion on compact 2D surfaces of constant negative curvature. Appl…

cs.LG2022

One-Shot Transfer Learning of Physics-Informed Neural Networks

Shaan Desai, Marios Mattheakis, Hayden Joy +2

Solving differential equations efficiently and accurately sits at the heart of progress in many areas of scientific research, from classical dynamical systems to quantum mechanics.…

stat.ML2015

Generalized Spectral Kernels

Yves-Laurent Kom Samo, Stephen Roberts

In this paper we propose a family of tractable kernels that is dense in the family of bounded positive semi-definite functions (i.e. can approximate any bounded kernel with arbitra…

cs.LG2020

Effective Diversity in Population Based Reinforcement Learning

Jack Parker-Holder, Aldo Pacchiano, Krzysztof Choromanski +1

Exploration is a key problem in reinforcement learning, since agents can only learn from data they acquire in the environment. With that in mind, maintaining a population of agents…

physics.geo-ph2024

First observations of the seiche that shook the world

Thomas Monahan, Tianning Tang, Stephen Roberts +1

On September 16th, 2023, an anomalous 10.88 mHz seismic signal was observed globally, persisting for 9 days. One month later an identical signal appeared, lasting for another week.…

q-fin.PM2023

Learning to Learn Financial Networks for Optimising Momentum Strategies

Xingyue Pu, Stefan Zohren, Stephen Roberts +1

Network momentum provides a novel type of risk premium, which exploits the interconnections among assets in a financial network to predict future returns. However, the current proc…

q-fin.PM2021

Deep Learning for Portfolio Optimization

Zihao Zhang, Stefan Zohren, Stephen Roberts

We adopt deep learning models to directly optimise the portfolio Sharpe ratio. The framework we present circumvents the requirements for forecasting expected returns and allows us…

cs.LG2020

Ready Policy One: World Building Through Active Learning

Philip Ball, Jack Parker-Holder, Aldo Pacchiano +2

Model-Based Reinforcement Learning (MBRL) offers a promising direction for sample efficient learning, often achieving state of the art results for continuous control tasks. However…

cs.LG2020

HumBug Zooniverse: a crowd-sourced acoustic mosquito dataset

Ivan Kiskin, Adam D. Cobb, Lawrence Wang +1

Mosquitoes are the only known vector of malaria, which leads to hundreds of thousands of deaths each year. Understanding the number and location of potential mosquito vectors is of…

q-fin.ST2018

Extracting Predictive Information from Heterogeneous Data Streams using Gaussian Processes

Sid Ghoshal, Stephen Roberts

Financial markets are notoriously complex environments, presenting vast amounts of noisy, yet potentially informative data. We consider the problem of forecasting financial time se…

cs.LG2020

Safety Guarantees for Planning Based on Iterative Gaussian Processes

Kyriakos Polymenakos, Luca Laurenti, Andrea Patane +5

Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step p…

stat.ML2017

Riemannian tangent space mapping and elastic net regularization for cost-effective EEG markers of brain atrophy in Alzheimer's disease

Wolfgang Fruehwirt, Matthias Gerstgrasser, Pengfei Zhang +11

The diagnosis of Alzheimer's disease (AD) in routine clinical practice is most commonly based on subjective clinical interpretations. Quantitative electroencephalography (QEEG) mea…

cs.AI2026

Toward Expert Investment Teams:A Multi-Agent LLM System with Fine-Grained Trading Tasks

Kunihiro Miyazaki, Takanobu Kawahara, Stephen Roberts +1

The advancement of large language models (LLMs) has accelerated the development of autonomous financial trading systems. While mainstream approaches deploy multi-agent systems mimi…

cs.LG2021

Learning Bijective Feature Maps for Linear ICA

Alexander Camuto, Matthew Willetts, Brooks Paige +2

Separating high-dimensional data like images into independent latent factors, i.e independent component analysis (ICA), remains an open research problem. As we show, existing proba…

cs.LG2021

Tuning Mixed Input Hyperparameters on the Fly for Efficient Population Based AutoRL

Jack Parker-Holder, Vu Nguyen, Shaan Desai +1

Despite a series of recent successes in reinforcement learning (RL), many RL algorithms remain sensitive to hyperparameters. As such, there has recently been interest in the field…

physics.plasm-ph2019

Using Sparse Gaussian Processes for Predicting Robust Inertial Confinement Fusion Implosion Yields

Peter Hatfield, Steven Rose, Robbie Scott +3

Here we present the application of an advanced Sparse Gaussian Process based machine learning algorithm to the challenge of predicting the yields of inertial confinement fusion (IC…

stat.ML2021

Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection

Kieran Wood, Stephen Roberts, Stefan Zohren

Momentum strategies are an important part of alternative investments and are at the heart of commodity trading advisors (CTAs). These strategies have, however, been found to have d…

stat.ML2021

Improving VAEs' Robustness to Adversarial Attack

Matthew Willetts, Alexander Camuto, Tom Rainforth +2

Variational autoencoders (VAEs) have recently been shown to be vulnerable to adversarial attacks, wherein they are fooled into reconstructing a chosen target image. However, how to…

cs.LG2020

SafePILCO: a software tool for safe and data-efficient policy synthesis

Kyriakos Polymenakos, Nikitas Rontsis, Alessandro Abate +1

SafePILCO is a software tool for safe and data-efficient policy search with reinforcement learning. It extends the known PILCO algorithm, originally written in MATLAB, to support s…

q-fin.CP2019

Deep Reinforcement Learning for Trading

Zihao Zhang, Stefan Zohren, Stephen Roberts

We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatil…

cs.LG2021

Variational Integrator Graph Networks for Learning Energy Conserving Dynamical Systems

Shaan Desai, Marios Mattheakis, Stephen Roberts

Recent advances show that neural networks embedded with physics-informed priors significantly outperform vanilla neural networks in learning and predicting the long term dynamics o…

cond-mat.stat-mech2017

An information and field theoretic approach to the grand canonical ensemble

Diego Granziol, Stephen Roberts

We present a novel derivation of the constraints required to obtain the underlying principles of statistical mechanics using a maximum entropy framework. We derive the mean value c…

stat.ML2018

Gradient descent in Gaussian random fields as a toy model for high-dimensional optimisation in deep learning

Mariano Chouza, Stephen Roberts, Stefan Zohren

In this paper we model the loss function of high-dimensional optimization problems by a Gaussian random field, or equivalently a Gaussian process. Our aim is to study gradient desc…

q-fin.PM2019

Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning

Babak Mahdavi-Damghani, Konul Mustafayeva, Stephen Roberts +1

With the recent rise of Machine Learning as a candidate to partially replace classic Financial Mathematics methodologies, we investigate the performances of both in solving the pro…

stat.ML2017

Bayesian Inference of Log Determinants

Jack Fitzsimons, Kurt Cutajar, Michael Osborne +2

The log-determinant of a kernel matrix appears in a variety of machine learning problems, ranging from determinantal point processes and generalized Markov random fields, through t…

q-fin.RM2019

A Machine Learning approach to Risk Minimisation in Electricity Markets with Coregionalized Sparse Gaussian Processes

Daniel Poh, Stephen Roberts, Martin Tegnér

The non-storability of electricity makes it unique among commodity assets, and it is an important driver of its price behaviour in secondary financial markets. The instantaneous an…

cs.LG2023

The instabilities of large learning rate training: a loss landscape view

Lawrence Wang, Stephen Roberts

Modern neural networks are undeniably successful. Numerous works study how the curvature of loss landscapes can affect the quality of solutions. In this work we study the loss land…

cs.AI2017

Novel Exploration Techniques (NETs) for Malaria Policy Interventions

Oliver Bent, Sekou L. Remy, Stephen Roberts +1

The task of decision-making under uncertainty is daunting, especially for problems which have significant complexity. Healthcare policy makers across the globe are facing problems…

cs.LG2019

Disentangling to Cluster: Gaussian Mixture Variational Ladder Autoencoders

Matthew Willetts, Stephen Roberts, Chris Holmes

In clustering we normally output one cluster variable for each datapoint. However it is not necessarily the case that there is only one way to partition a given dataset into cluste…

cs.CY2014

Communication Communities in MOOCs

Nabeel Gillani, Rebecca Eynon, Michael Osborne +2

Massive Open Online Courses (MOOCs) bring together thousands of people from different geographies and demographic backgrounds -- but to date, little is known about how they learn o…

eess.AS2026

Geo-ATBench: A Benchmark for Geospatial Audio Tagging with Geospatial Semantic Context

Yuanbo Hou, Yanru Wu, Qiaoqiao Ren +3

Environmental sound understanding in computational auditory scene analysis (CASA) is often formulated as an audio-only recognition problem. This formulation leaves a persistent dra…

stat.ML2020

Practical Bayesian Learning of Neural Networks via Adaptive Optimisation Methods

Samuel Kessler, Arnold Salas, Vincent W. C. Tan +2

We introduce a novel framework for the estimation of the posterior distribution over the weights of a neural network, based on a new probabilistic interpretation of adaptive optimi…

cs.LG2021

Provably Efficient Online Hyperparameter Optimization with Population-Based Bandits

Jack Parker-Holder, Vu Nguyen, Stephen Roberts

Many of the recent triumphs in machine learning are dependent on well-tuned hyperparameters. This is particularly prominent in reinforcement learning (RL) where a small change in t…

stat.ML2019

Entropic Spectral Learning for Large-Scale Graphs

Diego Granziol, Binxin Ru, Stefan Zohren +3

Graph spectra have been successfully used to classify network types, compute the similarity between graphs, and determine the number of communities in a network. For large graphs,…

cs.LG2020

Mixture Density Conditional Generative Adversarial Network Models (MD-CGAN)

Jaleh Zand, Stephen Roberts

Generative Adversarial Networks (GANs) have gained significant attention in recent years, with impressive applications highlighted in computer vision in particular. Compared to suc…

math.OC2023

Lipschitz Interpolation: Non-parametric Convergence under Bounded Stochastic Noise

Julien Walden Huang, Stephen Roberts, Jan-Peter Calliess

This paper examines the asymptotic convergence properties of Lipschitz interpolation methods within the context of bounded stochastic noise. In the first part of the paper, we esta…

stat.ML2017

Entropic Determinants

Diego Granziol, Stephen Roberts

The ability of many powerful machine learning algorithms to deal with large data sets without compromise is often hampered by computationally expensive linear algebra tasks, of whi…

math.NA2017

Entropic Trace Estimates for Log Determinants

Jack Fitzsimons, Diego Granziol, Kurt Cutajar +3

The scalable calculation of matrix determinants has been a bottleneck to the widespread application of many machine learning methods such as determinantal point processes, Gaussian…

math.NA2023

On well-posed boundary conditions and energy stable finite volume method for the linear shallow water wave equation

Rudi Prihandoko, Kenneth Duru, Stephen Roberts +1

We derive and analyse well-posed boundary conditions for the linear shallow water wave equation. The analysis is based on the energy method and it identifies the number, location a…

stat.ML2017

Mosquito Detection with Neural Networks: The Buzz of Deep Learning

Ivan Kiskin, Bernardo Pérez Orozco, Theo Windebank +4

Many real-world time-series analysis problems are characterised by scarce data. Solutions typically rely on hand-crafted features extracted from the time or frequency domain allied…

math.NA2023

Well-posed boundary conditions and energy stable discontinuous Galerkin spectral element method for the linearized Serre equations

Kenny Wiratama, Kenneth Duru, Stephen Roberts +1

We derive well-posed boundary conditions for the linearized Serre equations in one spatial dimension by utilizing the energy method. An energy stable and conservative discontinuous…

q-fin.CP2019

A Probabilistic Approach to Nonparametric Local Volatility

Martin Tegnér, Stephen Roberts

The local volatility model is a widely used for pricing and hedging financial derivatives. While its main appeal is its capability of reproducing any given surface of observed opti…

stat.ML2018

Intersectionality: Multiple Group Fairness in Expectation Constraints

Jack Fitzsimons, Michael Osborne, Stephen Roberts

Group fairness is an important concern for machine learning researchers, developers, and regulators. However, the strictness to which models must be constrained to be considered fa…

cs.LG2021

Adversarial Robustness Guarantees for Gaussian Processes

Andrea Patane, Arno Blaas, Luca Laurenti +3

Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are no…

cs.LG2025

Prediction-Oriented Subsampling from Data Streams

Benedetta Lavinia Mussati, Freddie Bickford Smith, Tom Rainforth +1

Data is often generated in streams, with new observations arriving over time. A key challenge for learning models from data streams is capturing relevant information while keeping…

cs.LG2021

Can convolutional ResNets approximately preserve input distances? A frequency analysis perspective

Lewis Smith, Joost van Amersfoort, Haiwen Huang +2

ResNets constrained to be bi-Lipschitz, that is, approximately distance preserving, have been a crucial component of recently proposed techniques for deterministic uncertainty quan…

math.NA2024

Strongly stable dual-pairing summation by parts finite difference schemes for the vector invariant nonlinear shallow water equations -- I: Numerical scheme and validation on the plane

Justin Kin Jun Hew, Kenneth Duru, Stephen Roberts +2

We present an energy/entropy stable and high order accurate finite difference (FD) method for solving the nonlinear (rotating) shallow water equations (SWEs) in vector invariant fo…

math.ST2012

Dynamic Bayesian Combination of Multiple Imperfect Classifiers

Edwin Simpson, Stephen Roberts, Ioannis Psorakis +1

Classifier combination methods need to make best use of the outputs of multiple, imperfect classifiers to enable higher accuracy classifications. In many situations, such as when h…

math.NA2017

Behaviour of the Serre Equations in the Presence of Steep Gradients Revisited

Jordan Pitt, Christopher Zoppou, Stephen Roberts

We use numerical methods to study the behaviour of the Serre equations in the presence of steep gradients because there are no known analytical solutions for these problems. In kee…

cs.LG2019

WiSE-ALE: Wide Sample Estimator for Approximate Latent Embedding

Shuyu Lin, Ronald Clark, Robert Birke +2

Variational Auto-encoders (VAEs) have been very successful as methods for forming compressed latent representations of complex, often high-dimensional, data. In this paper, we deri…

q-fin.PM2023

View fusion vis-Ã -vis a Bayesian interpretation of Black-Litterman for portfolio allocation

Trent Spears, Stefan Zohren, Stephen Roberts

The Black-Litterman model extends the framework of the Markowitz Modern Portfolio Theory to incorporate investor views. We consider a case where multiple view estimates, including…

cs.LG2018

VBALD - Variational Bayesian Approximation of Log Determinants

Diego Granziol, Edward Wagstaff, Bin Xin Ru +2

Evaluating the log determinant of a positive definite matrix is ubiquitous in machine learning. Applications thereof range from Gaussian processes, minimum-volume ellipsoids, metri…

stat.ML2015

String Gaussian Process Kernels

Yves-Laurent Kom Samo, Stephen Roberts

We introduce a new class of nonstationary kernels, which we derive as covariance functions of a novel family of stochastic processes we refer to as string Gaussian processes (strin…

stat.ML2021

Iterative Averaging in the Quest for Best Test Error

Diego Granziol, Xingchen Wan, Samuel Albanie +1

We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high…

stat.ML2014

Efficient State-Space Inference of Periodic Latent Force Models

Steven Reece, Stephen Roberts, Siddhartha Ghosh +2

Latent force models (LFM) are principled approaches to incorporating solutions to differential equations within non-parametric inference methods. Unfortunately, the development and…