Xiaoyu Lu

Xiaoyu Lu

Machine learning, reinforcement learning, stochastic processes

I am a third year PhD student from the OxWaSp program, supervised by Professor Yee Whye Teh. My research interests lie in the field of machine learning. In Particular, I have completed two projects in Tucker Gaussian Processes and relativistic Monte Carlo for Bayesian inference. I am currently interested in probabilistic reinforement learning, and its connection with adaptive importance sampling.



  • Sarah Filippi, Chris C Holmes, Luis E. Nieto-Barajas, Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet Process Mixtures, Electronic Journal of Statistics, 2016.
  • X. Lu, V. Perrone, L. Hasenclever, Y. W. Teh, S. J. Vollmer, Relativistic Monte Carlo, 2016.
    Project: sgmcmc
  • H. Kim, X. Lu, S. Flaxman, Y. W. Teh, Tucker Gaussian Process for Regression and Collaborative Filtering, 2016.
    Project: bigbayes