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Stephen J. Roberts

59 papers hereh-index 212k citations92 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author21
  • last author37

Across the 58 of 59 papers where every author was matched, so the position is known.

fields
  • stat.ML23
  • cs.LG22
  • q-fin.CP4
  • q-fin.TR4
  • q-fin.PM2
  • q-fin.ST2
same name
  • Stephen J. Roberts — 8 papers, h 8
  • Stephen J. Roberts — 7 papers, h 1
  • Stephen J. Roberts — 7 papers, h 3
  • Stephen J. Roberts — 2 papers, h 1
  • Stephen J. Roberts — 1 paper, h 5
  • Stephen J. Roberts — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20172023
most citedDeepLOB: Deep Convolutional Neural Networks for Limit Order Books

292 citations · 760 across the 55 of their papers we have counts for

collaborators
Showing 2017Show all

3 papers · 1 filter

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★ 1 cited

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…

cond-mat.stat-mech2017★ 7 cited

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.