Sergio Calvo Ordonez

BSc, MPhil (cantab)

Pronouns

He / Him

Status

Postgraduate Student

CDT in Mathematics of Random Systems Student
DPhil in Mathematics Student

+447716785997

Contact form

https://www.linkedin.com/in/sergio-calvo-ordonez/

ORCID iD

https://orcid.org/0000-0003-0791-3569

Research groups

Mathematical and Computational Finance

Address

Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Major / recent publications

Post-Hoc Uncertainty Quantification in Pre-Trained Neural Networks via Activation-Level Gaussian Processes
R Bergna, S Depeweg, S Calvo-Ordonez, J Plenk, A Cartea, JM Hernandez-Lobato.
A Gaussian Process View on Observation Noise and Initialization in Wide Neural Networks
S Calvo-Ordonez, J Plenk, R Bergna, A Cartea, JM Hernandez Lobato, K Palla, K Ciosek.
Epistemic Uncertainty and Observation Noise with the Neural Tangent Kernel
S Calvo-Ordonez, K Palla, K Ciosek.
Uncertainty Modeling in Graph Neural Networks via Stochastic Differential Equations (ICLR 2025, Spotlight)
R Bergna, S Calvo-Ordonez, F L. Opolka, P Liò, JM Hernandez-Lobato.
Partially Stochastic Infinitely Deep Bayesian Neural Networks (ICML 2024)
S Calvo-Ordonez, M Meunier, F Piatti, Y Shi.
The Missing U for Faster & Lighter Diffusion Models (TMLR, 2024)
S Calvo-Ordonez, C Cheng, J Huang, L Zhang, G Yang, CB Schönlieb, AI Aviles-Rivero.

Preferred address

Oxford-Man Institute of Quantitative Finance, Eagle House, Walton Well Road, Oxford OX2 6ED

Prizes, awards, and scholarships

Oxford-Man Institute DPhil Scholarship

QMUL School of Physical and Chemical Sciences Dean's List (x3) - Ranked top 1%

Teaching

MCF Statistics and Financial Data Analysis (TA)

Research interests

My research focuses on probabilistic machine learning and dynamical systems, with an emphasis on uncertainty quantification and generative models for robust and reliable AI systems.