Sam Daulton (Preferred)
, Samuel Daulton
Sam Daulton
University of Oxford
Names
How do you usually write your name as author of a paper? Also add any other names you have authored papers under.
Emails
Enter email addresses associated with all of your current and historical institutional affiliations, as well as all your previous publications, and the Toronto Paper Matching System. This information is crucial for deduplicating users, and ensuring you see your reviewing assignments.
****@instagram.com
, ****@gmail.com
, ****@fb.com
, ****@eng.ox.ac.uk
, ****@meta.com
Personal Links
Add links to your profiles on other sites. (Optional)
Education & Career History
Enter your education and career history. The institution domain is used for conflict of interest detection and institution ranking. For ongoing positions, leave the end field blank.
PhD student
University of Oxford (ox.ac.uk)
2021 – Present
Research Scientist
Facebook (fb.com)
2018 – Present
MS student
Harvard University (harvard.edu)
2015 – 2017
Undergrad student
Colgate University (colgate.edu)
2011 – 2015
Advisors, Relations & Conflicts
Enter all advisors, co-workers, and other people that should be included when detecting conflicts of interest.
PhD Advisor
Michael A Osborne
****@robots.ox.ac.uk
2021 – Present
Coworker
David Eriksson
****@fb.com
2019 – Present
Coworker
Eytan Bakshy
****@fb.com
2018 – Present
Coworker
Maximilian Balandat
****@fb.com
2018 – Present
Coworker
Benjamin Letham
****@fb.com
2018 – Present
Coworker
Daniel R. Jiang
****@fb.com
2018 – Present
coworker
Ben Letham
****@fb.com
2017 – Present
Coworker
Max Balandat
****@fb.com
2017 – Present
Coauthor
Final Doshi-Velez
****@seas.harvard.edu
2016 – Present
Expertise
For each line, enter comma-separated keyphrases representing an intersection of your interests. Think of each line as a query for papers in which you would have expertise and interest. For example: deep learning, RNNs, dependency parsing
Contextual Bandits, Reinforcement learning, bayesian bandits, thompson sampling
Present
Bayesian Optimization, Gaussian Processes
2018 – Present