Vince Velkey
Hi, and welcome to my homepage.
I am a PhD Candidate in Machine Learning at the Gatsby Computational Neuroscience Unit at University College London, advised by Prof. Peter Orbanz.
My research focuses on the probabilistic foundations of machine learning and Bayesian statistics. Currently, I am working on de Finetti-style representation theorems for symmetric random structures, with an emphasis on finite exchangeability and exchangeable structures beyond sequences.
More broadly, I am interested in Bayesian nonparametric methods and statistical aspects of random network models. I also have some interests in optimal transport and causal inference.
Previously, I completed a BA and MMath in mathematics at Cambridge, specialising in pure mathematics, particularly functional analysis. I also took the interdisciplinary Logic Year programme at the ILLC, University of Amsterdam, focusing on machine learning.
Current Research
Exchangeable graphs and predictive Bayesian inference
Building on my previous project, I use the tools from graph limits theory to study martingale posteriors for graph data.
Cocycles under confounding
We extend a recent counterfactual modeling framework based on cocycles that bridges the gap between transport based methods and structural causal models. We seek to cover some classical cases of confounding, such as IV, Back-door or Front-door.
Exchangeability, graph limits and exponential families
I use tools from functional analysis and information theory to study problems in exchangeability theory. My work makes explicit the analogy between de Finetti-style representation theorems for a broad class of symmetric random structures. That includes exchangeable and partially exchangeable sequences, exchangeable graphs. I derive integral representation results for their finite exchangeable counterparts.
Preprint in preparation.
Teaching
Approximate Inference and Learning in Probabilistic Models — Teaching Assistant, 2024
Theoretical Neuroscience — Teaching Assistant, 2025
Academic Activities
- EPFL Graduate Summer School: Mathematical Aspects of Data Science, Lausanne, Switzerland — September 2025
Selected Minicourses: Random matrices and tensor PCA; Feature learning and overfitting; Diffusion flows and optimal transport in machine learning 14th International Conference on Bayesian Nonparametrics, Los Angeles, USA — June 2025
Poster presentation: Finite exchangeability, de Finetti’s theorem and exponential families
Best Poster Award: Overall 1st PrizeSLMath Workshop on Detection, Estimation and Reconstruction in Networks, Online — April 2025
StatML - Bocconi Spring School, Windsor, UK — April 2025
Courses attended: Computational Optimal Transport; Learning with Missing ValuesColloquium Logicum, Konstanz, Germany — September 2022
Contributed talk: Infinite games in set theory- Summer School: C*-Dynamics and set theory, Paris, France — July 2022