Curriculum Vitae (detailed version)
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Since 2010 |
Maître de conférences at Université Paris-Est Marne-la-Vallée. |
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2009-2010 |
PostDoc at the ETH (Eidgenössische Technische Hochschule) - Zürich. |
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2005-2009 |
PhD in Mathematical Statistics at Université Paris Diderot-Paris 7. |
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2004-2005 |
Master in Random Modelling and Statistics at Université Paris Diderot-Paris 7. |
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2000-2004 |
BS in Mathematics at Université Paris 6 - Pierre et Marie Curie. |
Research interests
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I am interested in the study of variable selection methods in high-dimensional problems.
These procedures are extensions of the l1-penalized least square estimator, commonly called the Lasso.
More specifically, I aim to produce methods which take into account either
additional information on the entries (presence of correlations, order structure on the variables or grouping of variables),
or a semi-supervised data acquisition mode (transductive setting).
Machine learning: Lasso, Grouped Variable Lasso, Group Lasso, Smooth Lasso, Transductive Selection
Online learning: Conformal Prediction, Conformal Lasso Prediction, On-line Prediction
Robust statistics: Rank statistics
Thesis
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I completed my Ph.D. in Mathematical Statistics at Université Paris Diderot-Paris 7, working with Nicolas Vayatis.
You can find an electronic version of my thesis entitled: Quelques questions de sélection de variables autour de l'estimateur LASSO.
The defense took place in June 2009.
Publications
Sparse Conformal Predictors (2010), Statistics and Computing: Volume 20, Issue 2, 253-266.
Some theoretical results on the grouped variables Lasso, with Christophe Chesneau. (2008), Mathematical Methods of Statistics, Volume 17, 4, 317-326.
Preprints and documents
The Smooth-Lasso and other l1+l2-penalized methods, with Sara van de Geer. Submitted. This paper is a reviewed version of the Manuscript: Regularization with the Smooth-Lasso procedure.
Generalization of l1 constraints for high dimensional regression problems, avec Pierre Alquier. Submitted.
Transductive versions of the LASSO and the Dantzig Selector, with Pierre Alquier. Submitted.
Invited talks
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June 2007 |
International Workshop Empirical Processes and Asymptotic Statistics. Université Rennes 1 (Poster) |
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Dec. 2007 |
PhD-students seminar. Laboratoire de Probabilité et Modèles Aléatoires (LPMA) - Paris |
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Jan. 2008 |
Seminar. Université de Caen |
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Jan. 2008 |
PhD-students seminar. Laboratoire de Statisque Théorique et Appliquée (LSTA) - Paris |
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Avr. 2008 |
Huitième Colloque "Jeunes Probabilistes et Statisticiens". Aussois - Savoie |
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Aug. 2008 |
Journées MAS de la SMAI. Modélisation et Statistiques des Réseaux. Université Rennes 1 |
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Dec. 2008 |
Seminar "Apprentissage et sparsité". CREST, ENSAE - Paris |
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March 2009 |
Statistic Seminar. LPMA - Paris |
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May 2009 |
Bi-weekly learning seminar. ENS - Paris |
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May 2009 |
Research Seminar for Statistics. ETH - Zürich |
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May 2009 |
41èmes Journées de la Statistique. Université Montesquieu Bordeaux IV, Pessac |
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June 2009 |
Probability and Statistic Seminar. LATP - Marseille |
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Nov. 2009 |
Probability and Statistic Seminar. Institut de Mathématiques et de Modélisation de Montpellier |
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Nov. 2009 |
Statistic Seminar. Institut de Mathématiques de Toulouse |
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Dec. 2009 |
Rencontres de Statistiques Mathématiques 9. CIRM, Marseille |
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March 2010 |
Participations
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May-June 2006 |
International Workshop Mathematical Foundations of Learning Theory - II. ENS - Paris |
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June 2009 |
3èmes Journées Statistiques du Sud. Porquerolles |
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Aug-Sept. 2009 |
Stats in the Château. Jouy-en-Josas |
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May 2010 |
Workshop: Probability and Geometry in high dimensions. Marne-la-Vallée |
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June 2010 |
Workshop: Sparse structures: statistical theory and practice. Bristol |
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Dec. 2010 |
Rencontres de Statistiques Mathématiques 10. CIRM, Marseille |
Teaching experience
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2005-2008 |
Teaching assistant. Université Marne la Vallée:
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2008-2009 |
Assistant professor. Université Paris Diderot-Paris 7:
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