Anh Tong
Assistant Professor @ Korea University
My name is Anh Tong. I’m an Assistant Professor in the Department of Artificial Intelligence at Korea University (visit our lab website here). Before joining Korea University, I was a postdoc researcher at KAIST. I obtained a Ph.D. in Computer Science at Ulsan National Institute of Science and Technology (UNIST) working with Prof. Jaesik Choi. My research interests include probabilistic machine learning methods, Gaussian processes. My Ph.D. thesis studies model selection problems for Gaussian processes in relational learning settings for time series modeling, extending to scalable paradigm.
news
Sep 26, 2024 | Give invited talk “Learning Fractional White Noise in Neural Stochastic Differential Equations” at Rough Path Interest Group. |
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Feb 27, 2024 | Join the Department of Artificial Intelligence at Korea University as an Assistant Professor from Spring 2024 |
Sep 28, 2023 | Our paper titled “SigFormer: Signature Transformers for Deep Hedging” is accepted for oral presentation at the ICAIF-2023 conference. |
Aug 17, 2023 | Visited ML group in TU Kaiserslautern last week. Grateful to Prof. Marius Kloft and DAAD for the support. |
Apr 12, 2023 | I was selected as one of the 2023 DAAD AInet fellows. |
selected publications
- AAAILearning Compositional Sparse Gaussian Processes with a Shrinkage PriorAAAI Conference on Artificial Intelligence (AAAI) 2021
- AAAICharacterized Deep Gaussian Processes via Nonlinear Recurrence SystemsAAAI Conference on Artificial Intelligence (AAAI) 2021
- ICMLDiscovering Latent Covariance Structures for Multiple Time SeriesIn Proceedings of the 36th International Conference on Machine Learning (ICML) 2019
- ICMLAutomatic Construction of Nonparametric Relational Regression Models for Multiple Time SeriesIn Proceedings of the 33nd International Conference on Machine Learning (ICML) 2016