Vladimir Vovk

Vladimir Vovk
Born1960 Edit this on Wikidata
Ukraine
NationalityBritish
Alma mater
Known forConformal prediction
Academic career
FieldsMachine learning
Statistics
Institutions
Doctoral advisorAndrey Kolmogorov, Alexei Semenov

Vladimir Vovk is a British computer scientist, and professor at Royal Holloway University of London. He is the co-inventor of Conformal prediction and is known for his contributions to the concept of E-values. He is the co-director of the Centre for Machine Learning at Royal Holloway University of London, and a Fellow of the Royal Statistical Society.

Career

Vovk started working as a researcher in the Russian Academy of Sciences, then became a Fellow in the Center for Advanced Study in the Behavioral Sciences at Stanford University.[1] He was appointed as a professor of Computer Science at Royal Holloway and Bedford New College, where he currently serves as co-director of the Centre for Machine Learning.

Early in his career, Vovk was heavily involved in the development of the foundations of probability, along with Glenn Shafer. Their work has resulted in a book, Probability and Finance: It's Only a Game!, published in 2001, which was subsequently translated into Japanese in 2006 by Masayuki Kumon and edited by Kei Takeuchi. In 2005, he co-invented the Conformal prediction framework with Alexander Gammerman.

Vovk has delivered speeches all around the world. In 2021, he was invited to deliver a series of memorial lectures to Prasanta Chandra Mahalanobis in India.[2] On the 20-year anniversary of The Society for Imprecise Probability (SIPTA) in 2019, he was invited to deliver a talk on "Game-theoretic foundations for imprecise probabilities" in Belgium.[3] In 2016, he delivered a seminar about "Probability-free theory of continuous martingales" at Imperial College in the UK.[4] In 2014, he delivered a seminar at University of Hawai'i in the USA.[5]

Vovk has written 9 books, more than 280 research papers, and has an estimated h-index of 53.[6] He holds fellowship positions at Stanford University (USA), Arizona State University (USA) and Yandex (Russia).[1][7][8]

Selected books

  • Game-theoretic foundations for probability and finance (2019), Wiley, ISBN 0470903058.
  • Conformal Prediction for Reliable Machine Learning: Theory, Adaptations and Applications (2014), Morgan Kaufmann, ISBN 0123985374.
  • Algorithmic Learning in a Random World (2005), Springer, ISBN 0387001522.
  • Probability and finance: it's only a game (2001), Wiley, ISBN 0471402265.

References

  1. ^ a b "Stanford University's Fellow". Stanford University, USA. 2021. Retrieved 11 December 2021.
  2. ^ "P.C. Mahalanobis Memorial Lectures 2020-21". Indian Statistical Institute, Kolkata. 2021. Retrieved 17 November 2021.
  3. ^ "SIPTA 2019 invited speakers". The Society for Imprecise Probability. 2019. Retrieved 18 November 2021.
  4. ^ "Imperial College UK seminar 2016". Imperial College, UK. 2016. Retrieved 11 December 2021.
  5. ^ "University of Hawai'i seminar 2014". University of Hawai'i, USA. 2014. Retrieved 11 December 2021.
  6. ^ "Vovk's Google Scholar Page". Google Scholar. 2021. Retrieved 9 April 2022.
  7. ^ "Arizona State University's Fellow". Arizona State University, USA. 2021. Retrieved 11 December 2021.
  8. ^ "Yandex Researcher". Yandex, Russia. 2021. Retrieved 11 December 2021.

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