Victor Khamesi

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I’m a third-year PhD student in Statistics and Machine Learning at Imperial College London, supervised by Dean Bodenham, Ed Cohen, and Niall Adams. I’m also currently an Applied Science PhD Intern at Microsoft working with Jorge Tavares on generative language models for retrieval.

Prior to my PhD, I graduated with an MSc in Statistics at Imperial College London and an MSc in General Engineering (“Ingénieur Généraliste”) at École Centrale de Lyon. I previously worked as a Data Scientist at Amazon in Edinburgh, building machine learning models for behavioural and contextual targeted advertising.

Research interests. My work focuses on developing statistical and machine learning methods for detecting changes and anomalies in the generative process of sequential data. I am interested in online, unsupervised, and adaptive learning for high-dimensional and non-i.i.d. data, with methods that generalise across domains and modalities. My broader goal is to develop principled methods for improving learning algorithms in non-stationary environments, including continual learning, reinforcement learning, and sequential decision-making.

news

Jun 15, 2026 Started an internship at Microsoft, working on generative retrieval and exploring how language models can be trained to perform retrieval over large-scale indexes. The work investigates jointly learning representation and retrieval in a single model, effectively compressing the retrieval index into the model weights and reducing storage costs.
May 13, 2026 New preprint out on CHASM: Online Changepoint Detection in Temporal and Cross-Variable Dependence. tl;dr: formalised for vector autoregressive processes, detects changes through the eigenvalues of a recursively estimated transition operator, with a multivariate complex-valued change statistic and successful applications to image and text data streams.
Jul 11, 2025 Our extended paper, Online Changepoint Detection in Multivariate Seasonal Time Series via Dynamic Mode Decomposition, is now under review at a journal, with refined methodology, new theoretical results, and a substantially broader evaluation focused on biomedical signals.
May 24, 2024 New preprint out on Online Changepoint Detection via Dynamic Mode Decomposition. tl;dr: introduces an online, nonparametric approach for multivariate time series, including non-i.i.d. settings with trends, periodicity, or seasonality.