Juozas Vaicenavicius

I am a researcher in Machine Learning and Statistics with particular current interests in Deep Learning and Bayesian methods. My research centres around

  • building models capable of learning from data,
  • developing optimal statistical decision procedures.

Applications of such models and procedures are plentiful in Engineering, Finance, and many other fields.

At present, I work on machine learning for Autonomous Driving at Autoliv Inc. as well as conduct academic research in the group of Prof Thomas Schön at the Department of Information Technology, Uppsala University. In addition, I am associated with the Centre for Interdisciplinary Mathematics at Uppsala University.

PhD Thesis

In June earlier this year, I defended my PhD thesis 'Optimal Sequential Decisions in Hidden-State Models' at the Department of Mathematics, Uppsala University. The opponent was Prof. Huyên Pham, Paris 7. In the thesis, I determined and investigated optimal statistical decision procedures for some significant problems from Finance, Engineering, and Statistics. Besides research, during my PhD years, I relished being a lecturer for the Master's program in Financial Mathematics and a class tutor for undergraduate courses.