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Dr Sebastian Vollmer

  Sebastian Vollmer

Sebastian Vollmer

Associate Professor
 
 

Office: B0.17
Phone: +44 7901091342
Email: svollmer at turing dot ac dot uk


Research Interests: Monte Carlo Methods, Stochastic Gradient Methods, Stochastic Processes

@Students: Projects in Machine Learning and Computational Statistics are available

Recent Publications:

  1. The True Cost of Stochastic Gradient Langevin Dynamics
    Tigran Nagapetyan, Andrew B. Duncan, Leonard Hasenclever, Sebastian J. Vollmer, Lukasz Szpruch, Konstantinos Zygalakis
    • Stochastic gradient are a key gradient for many machine learning algorithms. This publication shows that there use for rigorous Bayesian inference is questionable?
  2. Measuring Sample Quality with Diffusions
    Jack Gorham, Andrew B. Duncan, Sebastian J. Vollmer, Lester Mackey
    • Contribution in statistics and machine learning: Rigorous a posteriori error bounds for a concrete sample from Monte Carlo computations.
    • Contribution in mathematics: New regularity results for Poisson equations.

Publications:

Google Scholar Profile

Industry Engagement:

  1. The Data Study Group brings together researchers and industry to work on data science challenges posed by top companies. Up to six different organisations will each present a different real world data challenge of their choice. You will choose which challenge is of interest to you, working collaboratively in multidisciplinary teams to address the task at hand.
    1. You can register your contact details if you are interested in being contacted for future Data Study Groups.
  • I have been involved in selecting in supervising data science startup's in the Winton accelerator.

Grants:

  • EPSRC First Grant EP/N000188/1 (£100k )
  • LRF Grant on Piecewise Markov Processes (£120k )
  • LRF Grant for Data Study Group on Data Centric Engineering (£50k), see blog post
  • EDRF Grant to support SME engagment in data study group (£150k )

Teaching Responsibilities 2016/17:
ST343 Anomaly and change point detection

Personal Homepage:vollmer.ms/sebastian (outdated)