Steve Roberts

Director of the Oxford-Man Institute, Professor of Engineering Science, Department of Engineering Science, University of Oxford

Steve Roberts is the Director of the Oxford-Man Institute and Professor of Information Engineering at the University of Oxford. He studied physics, completed a PhD in Signal Processing and was appointed to the faculty at Imperial College London, before taking up his post in Oxford in 1999.

He heads the Pattern Analysis and Machine Learning Research Group in the Department of Engineering Science at Oxford.

His main area of research lies in machine learning approaches to data analysis. He has particular interests in the development of machine learning theory for problems in time series analysis and decision theory.

Current research applies Bayesian statistics, graphical models and information theory to diverse problem domains including mathematical biology, finance and sensor fusion.

He has been awarded two medals by the IEE for papers on Bayesian signal analysis.

His current research focuses on statistical models for sequential change-point analysis, forecasting and decision making and decentralised multi-agent co-ordination.

 

 

 

Related Events

Second Oxford-Man Institute Machine Learning Workshop
Third Oxford-Man Institute Machine Learning Workshop
10th Anniversary Oxford-Man Institute Annual Workshop

Working Paper

Lee, S.M. and Roberts, S.J. (2009). Multivariate time series forecasting in incomplete environments.
Levenberg, A., Pulman, A., Moilanen, K., Simpson, E. and Roberts, S. (2014). Predicting economic indicators from web text using sentiment composition.
Psorakis, I., Rezek, I., Frankel, Z. and Roberts, S.J. (2013). Discovering latent association structure via Bayesian one-mode projection of temporal Bipartite graphs.
Calliess, J., Osborne, M. and Roberts, S.J. (2013). Multi-agent planning with mixed-integer programming and adaptive interaction constraint generation.
Levenberg, A., Pulman, S., Moilanen, K., Simpson, E. and Roberts, S.J. (2014). Predicting economic indicators from web text using sentiment composition.
Calliess, J., Papachristodoulou, A. and Roberts, S.J. (2014). Stochastic processes and feedback-linearisation for online identification and Bayesian adaptive control.
Nickson, T., Osborne, S., Reece, S. and Roberts, S. (2015). Automated machine learning on big data using stochastic algorithm tuning.
Gillani, N., Eynon, R., Osborne, M., Hjorth, I. and Roberts, S. (2015). Communication communities in MOOCs.
Gunter, T., Lloyd, C., Osborne, M. and Roberts, S. (2015). Variational inference for Gaussian process modulated Poisson processes.
Kam Somo, Y-L. and Roberts, S. (2015). Scalable nonparametric Bayesian inference on point processes with Gaussian processes.
Psorakis, I., Roberts, S. and Sheldon, B. (2010). Soft partitioning in networks via Bayesian non-negative matrix factorization.
Colopy, M., Pimental, S., Roberts, S. and Clifton, D. (2017). Bayesian optimisation of Gaussian processes for identifying the deteriorating patient.
Rizvi, S., van Heerden, E., Salas, A., Nyikosa, F., Roberts, S., Osborne, M. and Rodriguez, E. (2017). Identifying sources of discrimination risk in the life cycle of machine intelligence applications under new European Union regs.
Fitzsimons, J.K., Osborne, M., Roberts, S. and Fitzsimons, J.F. (2016). Improved stochastic trace estimation using mutually unbiased bases.
Lloyd, C., Gunter, T., Osborne, M., Roberts, S. and Nickson, T (2016). Latent point process allocation.
Calopy, G., Pimental, M., Roberts, S. and Clifton, D. (2016). Bayesian Gaussian processes for identifying the deteriorating patient.
Chancellor, N., Zohren, S., Warburton, P., Bnjamin, S. and Roberts, S. (2016). A direct mapping of Max k-SAT and high order parity checks to a Chimera Graph.
Nyikosa, F., Osborne, M. and Roberts, S (2015). Adaptive Bayesian optimisation for online portfolio selection (NIPS).
Bengtzen, M., Ghoshal, S. and Roberts, S (2016). Pre-earnings announcement drift: Inferring informed trading from the tape.
Fitzsimons, J., Cutajar, K., Osborne, M., Roberts, S. and Filippone, M (2017). Bayesian inference of log determinants.
McLeod, M., Osborne, M. and Roberts, S (2017). Practical Bayesian Optimization for Variable Cost Objectives.
Bewsher, J., Tosi, A., Osborne, M. and Roberts, S (2017). Distribution of Gaussian process arc lengths. Proceedings of AISTATS.
Kiskin, I., Orozco, B.P., Windebank, T., Zilli, D., Sinka, M., Willis, K. and Roberts, S (2017). Mosquito detection with neural networks: the buzz of deep learning.
Simpson, E., Reece, S. and Roberts, S (2017). Bayesian Heatmaps: probabilistic classification with multiple unreliable information sources.
Orozco, B.P., and Roberts, S. (2017). Deep ordinal regression with recurrent neural networks.
Rizvi, S.A.A., Roberts, S.J., Osborne, M.A., and Nyikosa, F. (2017). A novel approach to forecasting financial volatility with Gaussian process envelopes.
Fitzsimons, J., Granziol, D., Cutajar, K., Osborne, M., Filippone, M. and Roberts, S. (2017). Entropic trace estimates for log determinants.
Granziol, D. and Roberts, S. (2017). An information and field theoretic approach to the grand canonical ensemble.
Kom Samo, Y.-L. and Roberts, S. (2015). p-Markov Gaussian processes for scalable and expressive online Bayesian nonparametric time series forecasting.
Kom Samo, Y.-L. and Roberts, S. (2015). Generalized spectral kernels.
Kom Samo, Y.-L. and Roberts, S. (2015). String Gaussian processes.
Papadopoulos, T., Roberts, S. and Willis, K. (2015). Detecting bird sound in unknown acoustic background using crowdsourced training data.
Salas, A., Roberts, S. and Osborne, M.A. (2015). A variational Bayesian state-space approach to online passive-aggressive regression.
Rizvi, S.A.A., Roberts, S.J., Osborne, M.A. and Nyikosa, F. (2017). Predicting dynamic renyi entropy using gaussian processes to estimate financial information flows.
Hendricks, D. and Roberts, S.J. (2017). Optimal client recommendation for market makers in illiquid financial products.

Published Research

Roberts, S., McQuillan, A., Reece, S. and Aigrain, S. (2013). Astrophysically robust systematics removal using variational inference: application to the first month of Kepler data. Monthly Notices of the Royal Astronomical Society. 435 (4). 3639-3653.
Brook, P.R., Karastergiou, A., Buchner, S., Roberts, S.J., Keith, M.J., Johnston, S. and Shannon, R.M. (2013). Evidence of an asteroid encountering a pulsar. The Astrophysical Journal. Forthcoming. TBC.
Dawkins, M., Cain, R. and Roberts, S. (2012). Opticalflow, flock behaviour and chicken welfare. Animal Behaviour . 84 (1). 219-223.
Levenberg, A., Simpson, E., Robert, S. and Gottlob, G. (2013). Economic prediction using heterogeneous data streams from the World Wide Web. ECML workshop on Scalable Methods in Decision Making. 23 September 2013.
Calliess, J., Osborne, M. and Roberts, S.J. (2013). Nonlinear adaptive hybrid control by combining Gaussian process system identification with classical control laws. Novel Methods for Learning and Optimization of Control Policies and Trajectories for Robotics. ICRA.
Calliess, J., Papachristodoulou, A. and Roberts, S.J. (2013). Stochastic processes and feedback-linearisation for online identification and Bayesian adaptive control of fully-actuated mechan. Advances in Machine Learning for Sensorimotor Control. NIPS. 2013.
Shah, N. and Roberts, S.J (2013). Dynamically measuring statistical dependencies in multivariate financial time series using independent component analysis. ISRN Signal Processing. Article 434832. May 2013.
Calliess, J., Osborne, M. and Roberts, S.J. (2013). Multi-agent planning with mixed-integer programming and adaptive interaction constraint generation. Sixth Annual Symposium on Combinatorial Search. SoCs. 2013.
Psorakis, I., Rezek, I., Frankel, Z. and Roberts, S.J. (2013). Discovering latent association structure via Bayesian one-mode projection of temporal bipartite graphs. International Conference on Machine Learning and Data Mining. MLDM-13 . To Appear.
Mann, R. et al. (2014). Objectively identifying landmark use and predicting flight trajectories of the homing pigeon using Gaussian processes. Journal of The Royal Society Interface. 8 (55). 210-219.
Aigrain, S., Hodgkin, S.T., Irwin, M.J., Lewis, J.R. and Roberts, S.J. (2015). Precise time-series photometry for the Kepler-2.0 mission. Monthly Notices of the Royal Astronomical Society. Forthcoming. Forthcoming.
Gunter, T., Lloyd, C., Osborne, M.A. and Roberts, S.J. (2014). Efficient Bayesian nonparametric modelling of structured point processes. Proceedings of uncertainty in artificial intelligence (UAI). Forthcoming. Forthcoming.
Gunter, T., Osborne, M.A., Garnett, R., Hennig, P. and Roberts, S.J. (2014). Sampling for inference in probabilistic models with fast bayesian quadrature. Advances in Neural Information Processing Systems (NIPS). Forthcoming. Forthcoming.
Jennings, N., Moreau, L., Nicholson, D., Ramchurn, S., Roberts, S., Rodden, T. and Rogers, A. (2014). Human-agent collectives. Communications of the ACM. 57 (12). 80-88.
Reece, S., Roberts, S., Ghosh, G., Rogers, A. and Jennings, N. (2014). Efficient state-space inference of periodic latent force models. Journal of Machine Learning Research. 15. 2337-2397.
Levenberg, A., Pulman, S., Moilanen, K., Simpson, E. and Roberts, S. (2014). Prediciting economic indicatiors from web text using sentiment composition. Proceedings of ICICA-2014. Forthcoming. Forthcoming.
Calliess, J., Osborne, M. and Roberts, S.J. (2014). Conservative collision prediction and avoidance for stochastic trajectories in continuous time and state. International Conference on Autonomous Agents and Multiagent Systems. N/A. N/A.
Krause, J., Krause, S., Arlinghaus, R., Psorakis, I., Roberts, S. and Rutz, C. (2013). Reality mining of animal social systems. Trends in Ecology and Evolution. 28 (9). 541-551.
Levenberg, A., Simpson, E., Roberts, S. and Gottlob, G. (2013). Economic prediction using heterogeneous data streams from the world wide web. ECML workshop on scalable methods in decision making. N/A. N/A.
Calliess, J., Osborne, M. and Roberts, S.J. (2013). Nonlinear adaptive hybrid control by combining Gaussian process system identification with classical control laws. Novel Methods for Learning and Optimization of Control Policies and Trajectories for Robotics ICRA. N/A. N/A.
Calliess, J., Papachristodoulou, A. and Roberts, S.J. (2013). Stochastic processes and feedback-linearisation for online identification and Bayesian adaptive control of fully-actuated mechan. Advances in Machine Learning for Sensorimotor Control, NIPS. -. -.
Brook, P., Karastergiou, A., Buchner, S., Roberts, S., Keith, M., Johnston, S. and Shannon, R. (2013). Evidence of an asteroid encountering a pulsar. The Astrophysical Journal. -. -.
Roberts, S., McQuillan, A., Reece, S. and Aigrain, S. (2013). Astrophysically robust systematics removal using variational inference: application to the first month of Kepler data. Monthly Notices of the Royal Astronomical Society. 428. 2029-2038.
Shah, N. and Roberts, S.J (2013). Dynamically measuring statistical dependencies in multivariate financial time series using independent component analysis. ISRN Signal Processing. -. -.
Calliess, J., Osborne, M. and Roberts, S.J. (2013). Multi-agent planning with mixed-integer programming and adaptive interaction constraint generation. Sixth Annual Symposium on Combinatorial Search SocS. -. -.
Psorakis, I., Rezek, I., Frankel, Z. and Roberts, S.J. (2013). Discovering latent association structure via Bayesian one-mode projection of temporal bipartite graphs. International Conference on Machine Learning and Data Mining MLDM-13. -. -.
Ramchurn, S.D., Osborne, M.A., Parson, O., Rahwan, T., Maleki, S., Reece, S., Huynh, T.D., Alam, M., Fischer, J. and Rodden, T. (2013). AgentSwitch: towards smart electricity tariff selection. 12th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2013). -. -.
Simpson, E., Roberts, S., Psorakis, I. and Smith, A. (2013). Dynamic Bayesian combination of multiple imperfect classifiers. Decision Making and Imperfection. Intelligent Systems Reference Library Series. 474. -.
Roberts, S., Yoon, J.W., Dyson, M. and Gan, J. (2011). Bayesian inference for an adaptive ordered probit model:an application to brain computer interfacing. Neural Networks. 24 (7). 726-734.
Roberts, S., Karastergiou, A., Johnston, S. Lee, H., Weltevrede, P. and Kramer, M. (2011). A transient component in the pulse profile of PSR J0738-4042. Monthly Notices of the Royal Astronomical Society. 415 (1). 251-256.
Roberts, S. and Ebden, M. (2011). Graph marginalization for rapid assignment in widearea surveillance. Ad Hoc Networks. 9 (2). 180-188.
Roberts, S., Psorakis, I. and Ebden, M. (2011). Overlapping community detection using Bayesian non-negative matrix factorization. Physical Review E. 83 (6). tbc.
Roberts, S., Reece, S., Nicholson, D. and Lloyd, C. (2011). Determining intent using hard/soft data and Gaussian process classifiers. 2011 Proceedings of the 14th International Conference on Information Fusion . 1-8. tbc.
Pickup, L., Capel, D., Roberts, S. and Zisserman, A. (2011). Multiframe super-resolution from a Bayesian perspective. Super-Resolution Imaging. tbc. tbc.
Ebden, M. and Roberts, S.J. (2011). Graph marginalizationfor rapid assignment in wide-area surveillance . Advances in Ad Hoc Networks. 9 (2). 180-188.
Roberts , S. and Fox, C. (2010). A tutorial on variational Bayesian inference. Artificial intelligence Review. tbc. tbc.
Roberts, S. and Reece, S. (2010). The near constant acceleration Gaussian process kernel for tracking. IEEE Signal Processing Letters. 17 (8). 707-710.
Ebden, M., Stranjak, A. and Roberts, S. (2010). Visualizing uncertainty in reliability functions with application to aero engine overhaul. Journal of the Royal Statistical Society. 59 (1). 163-173.
Roberts, S., Garnett, R., Osborne, M.A., Reece, S. and Rogers, A. (2010). Sequential Bayesian prediction in the presence of changepoints and faults. The Computer Journal . 53 (9). 1430-1446.
Roberts, S. and Yoon, J.W. (2010). Robust measurement validation in target tracking using geometric structure. IEEE Signal Processing Letters. 17 (5). 493-496.
Roberts, S. and Lee, S.M. (2010). Sequential dynamic classification using latent variable models. The Computer Journal. 53 (9). 1415-1429.
Roberts, S., Lowne, D. and Garnett, R. (2010). Sequential non-stationary dynamic classification with sparse feedback. Pattern Recognition. 43 (3). 897-905.
Reece, S., Mann, R., Rezek, I. and Roberts, S. (2010). Gaussian process segmentation of co-moving animals. 30th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering. tbc. tbc.
Kaufman, M. and Roberts, S. (2010). Coordination vs. information in multi-agent decision processes. Proceedings of Autonomous Agents and Multiagent Systems. tbc. tbc.
Roberts, S. and Reece, S. (2010). An introduction to Gaussian processes for the Kalman filter expert. 2010 Proceedings of the 13th Conference on Information Fusion. tbc. 1-9.
Roberts, S., Garnett, R. and Osborne, M.A. (2010). Bayesian optimization for sensor set selection. Proceedings of IPSN 2010. tbc. tbc.
Reece, S. and Roberts, S. (2010). Generalised covariance union: a unified approach to hypothesis merging in tracking. IEEE Transactions on Aerospace and Electronic Systems. 46 (1). 207-221.
Pickup, L., Capel, D., Roberts, S.J. and Zisserman, A. (2009). Bayesian methods for image super-resolution. The Computer Journal. 52 . 101-113.
Reece, S., Roberts, S., Claxton, C. and Nicholson, D. (2009). Multi-sensor fault recovery in the presence of known and unknown fault types. 12 International Conference on Information Fusion. tbc. 1695-1703.
Ebden, M., Briers, M. and Roberts , S.J. (2008). Decentralized predictive sensor allocation. Proceedings of the 47th IEEE Conference on Decision and Control. tbc. 1702-1707.
Fox , C., Rezek, I. and Roberts, S.J. (2008). Local quantum computing for fast probably MAP inference in graphical models. Proceedings of the Second AAAI Symposium on Quantum Interaction. tba. tba.
Lee, H.J. and Roberts, S.J. (2008). On-line novelty detection using the Kalman filter and extreme value theory. Proceedings of the 19th International Conference on Pattern Recognition. tba. tba.
Osborne, M., Roberts, S., Rogers, A., Ramchurn, S. and Jennings, N. (2008). Towards real-time information processing of sensor network data using computationally efficient multi-output Gaussian processes. Proceedings of the 7th International Conference on Information Processing in Sensor Networks. tba. 109-120.
Rezek, I., Leslie, D., Reece, S., Roberts, S., Rogers, A., Dash, R. and Jennings, N. (2008). On similarities between inference in game theory and machine learning. Journal of Artificial Intelligence Research. 33. 259-283.
Shah, N. and Roberts, S. (2008). Hidden Markov independent component analysis as a measure of coupling in multivariate financial time series. ICA Research Network International Workshop Proceedings . tba. tba.
Yoon, J.W., Roberts, S., Dyson, M. and Gan, J. (2008). Sequential Bayesian estimation for adaptive classification. IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems Proceedings . tba. tba.
Ghoshal, S. and Roberts, S. (2016). Extracting predictive information from heterogeneous data streams using Gaussian processes. Algorithmic Finance. 5(1-2). 21-30.
van Heerden, E., Karastergiou, A. and Roberts, S. (2016). A framework for assessing the performance of pulsar search pipelines. Monthly Notices of the Royal Astronomical Society. 467(2). 1661-1677.
Ramchurn, S., Reece, S., Simpson, E., Huynh, T., Rodden, T., Roberts, S., Moreau, L. and Jennings, N. (2016). A disaster response system based on human-agent collectives. Journal of AI Research. 57. 661-708.
Kom Samo, Y.L. and Roberts, S. (2016). String and membrane Gaussian processes. Journal of Machine Learning Research. 17(131). 1-87.
Almosallam, I.A., Jarvis, M.J. and Roberts, S.J. (2016). GPz: Non-stationary sparse Gaussian processes for heteroscedastic uncertainty estimation in photometric redshift. Monthly Notices of the Royal Astronomical Society. 462(1). 726-739.
Brook, P., karastergiou, A., Johnston, S., Kerr, M., Shannon, R. and Roberts, S. (2016). Emission-rotation correlation in pulsars: new discoveries with optimal techniques. Monthly Notices of the Royal Astronomical Society. 456(2). 1374-1393.
Rajpaul, V., Aigrain, S. and Roberts, S. (2015). Ghost in the time series: no planet for Alpha Cen B. Monthly Notices of the Royal Astronomical Society. 456(1). L6-L10.
Rajpaul, V., Aigrain, S., Osborne, M., Reece, S. and Roberts, S. (2015). A Gaussian process framework for modelling stellar activity signals in radial velocity data.
Karastergiou, A., Chennamangalam, J., Armour, W., Williams, C., Mort, B., Dulwich, F., Salvini, S., Magro, A., Roberts, S. and Serylak, M. et al. (2015). Limits on fast radio bursts at 145 MHz with ARTEMIS, a real-time software backend. Monthly Notices of the Royal Astronomical Society. 452(2). 1254-1262.