James Wilson
Also known as James T. Wilson
James Wilson is a machine-learning researcher whose work on Gaussian processes and Bayesian optimization received an Outstanding Paper Honorable Mention at ICML 2020. From October 2017 to August 2022, he completed a PhD in the Sustainability and Machine Learning Group and the Department of Computing at Imperial College London, writing a thesis on decision-making with Gaussian processes under Marc Deisenroth. During his doctoral studies, he worked on the reparameterization trick for acquisition functions in December 2017 and coauthored papers on maximizing acquisition functions at NeurIPS 2018, posterior sampling at ICML 2020, and pathwise conditioning in JMLR in 2021. In 2024, he coauthored a variational framework for Gaussian process motion planning in March 2024 and published a NeurIPS 2024 paper on stopping rules for Bayesian optimization at Morgan Stanley in New York. He works in the Department of Machine Learning Research at Morgan Stanley in New York, where in 2026 he coauthored papers on the AlphaLab multi-agent research harness and tabular foundation models.
- Now at
- Morgan Stanley
- Badges
Timeline
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October 2017–August 2022
A PhD on Gaussian processes
From October 2017 to August 2022, he works toward a PhD in the Sustainability and Machine Learning Group on machine learning, Gaussian processes, Bayesian optimization and practical approximate inference. His doctoral thesis in the Department of Computing at Imperial College London, "Decision-making with Gaussian processes: sampling strategies and Monte Carlo methods", is supervised by Marc Deisenroth and introduces pathwise approaches to conditioning Gaussian processes.
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December 2017
Reparameterizing acquisition functions
In December 2017, with affiliations at Imperial College London and the University of Freiburg, he posts "The reparameterization trick for acquisition functions" on arXiv.
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2018
Maximizing acquisition functions at NeurIPS
In 2018, he coauthors "Maximizing acquisition functions for Bayesian optimization" with Frank Hutter and Marc Deisenroth at NeurIPS. The paper shows that Monte Carlo estimates of acquisition functions are amenable to gradient-based optimization, and it identifies a family of acquisition functions, including EI and UCB, for which greedy maximization is justified.
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2020
An ICML honorable mention
At ICML 2020, he is first author of "Efficiently sampling functions from Gaussian process posteriors", written with Viacheslav Borovitskiy, Alexander Terenin, Peter Mostowsky and Marc Deisenroth. The paper separates the prior from the data in a Gaussian process to make posterior sampling scalable, and ICML 2020 gives it an Outstanding Paper Honorable Mention.
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2021
Pathwise conditioning in JMLR
In 2021, JMLR publishes "Pathwise Conditioning of Gaussian Processes" by James T. Wilson, Viacheslav Borovitskiy, Alexander Terenin, Peter Mostowsky and Marc Peter Deisenroth. The paper works out a pathwise view of Gaussian conditioning and tests it in settings such as global optimization and reinforcement learning.
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March 2024
Gaussian process motion planning
In March 2024, he coauthors "A Unifying Variational Framework for Gaussian Process Motion Planning" with Lucas Cosier, Rares Iordan, Sicelukwanda Zwane and Giovanni Franzese.
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December 2024
Stopping Bayesian optimization
He publishes "Stopping Bayesian Optimization with Probabilistic Regret Bounds" as sole author at NeurIPS 2024, with a December 2024 version at Morgan Stanley in New York. The paper proposes stopping rules based on the probability that a point satisfies a given set of conditions.
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As of October 2026
Research at Morgan Stanley
He works in the Department of Machine Learning Research at Morgan Stanley in New York. With Morgan Stanley colleagues, he coauthors "AlphaLab: Autonomous Multi-Agent Research Across Optimization Domains with Frontier LLMs" in March 2026 and "A Mechanistic Study of Tabular Foundation Models" with Marin Biloš, Anderson Schneider and Yuriy Nevmyvaka in May 2026. In October 2026, he coauthors "Test-Time Compute for Tabular Foundation Models: Mechanisms, Gains, and Limits" with colleagues at Morgan Stanley and the School of Computing at the University of Connecticut.
Career
- Since 2024Morgan Stanley
Education
- 2022Imperial College LondonPhD
Sources and credits
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- Sustainability and Machine Learning Group
- Decision-making with gaussian processes: sampling strategies and monte carlo methods
- The reparameterization trick for acquisition functions
- Maximizing acquisition functions for Bayesian optimization
- [1805.10196] Maximizing acquisition functions for Bayesian optimization
- ICML 2020 Awards
- Efficiently sampling functions from Gaussian process posteriors
- Pathwise Conditioning of Gaussian Processes
- A Unifying Variational Framework for Gaussian Process Motion Planning
- Stopping Bayesian Optimization with Probabilistic Regret Bounds
- Stopping Bayesian Optimization with Probabilistic Regret Bounds (arXiv HTML)
- AlphaLab: Autonomous Multi-Agent Research Across Optimization Domains with Frontier LLMs
- A Mechanistic Study of Tabular Foundation Models
- Test-Time Compute for Tabular Foundation Models: Mechanisms, Gains, and Limits

