Jobs

2023-... - Professor - ESSEC Business School in the ASIA-PACIFIC Campus @ Singapore

2019-2022 - Research Scientist - RIKEN AIP Tokyo

2014-2019 - Professeur de Statistique - ENSAE Paris

2012-2014 - Lecturer in Statistics - UCD Dublin

2007-2012 - Maître de Conférences (lecturer) en Statistique - Université Paris Diderot (now: Université Paris Cité )

2006-2007 - ATER (temporary teaching position) en Statistique - Université Paris Dauphine

Education

2013 - Habilitation à diriger les recherches (habilitation to supervise PhD) - Université Pierre et Marie Curie (now: Sorbonne Université )

2006 - Doctorat (PhD) - Université Pierre et Marie Curie (now: Sorbonne Université )

2003 - DEA de Probabilités et Applications (MSc in Probability Theory) - Université Pierre et Marie Curie (now: Sorbonne Université )

2003 - Diplôme de Statisticien-Economiste (MSc in Economics and Statistics) - ENSAE Paris

Service to the community -- ongoing

2024-... - Moderator for arXiv stat.ML

2020-... - Action Editor of the Journal of Machine Learning Research

2025 - Senior Area Chair for ICML 2025

2025 - Senior PC member for ALT 2025

2025 - Workshop Chair for ICLR 2025

2025 - member of the Scientific program committee for Bayes Comp 2025

2024-2025 - guest editor for the Entropy special issue on Probabilistic Machine Learning, with Martin Trapp

Service to the community -- past

2022-2024 - Action Editor of Transactions on Machine Learning Research

2024 - local organizer of The 13th Workshop on High Dimensional Data Analysis (HDDA-XIII), ESSEC Asia-Pacific, Singapore.

2024 - member of the organizing committee of thematic month on interpretable BNP, IMS-NUS, Singapore.

2024 - organizer of the CNRS - ESSEC APAC Workshop, ESSEC Asia-Pacific, Singapore.

2024 - organizer of Approximate Inference in Theory and Practice Conference, Institut Henri Poincaré, Paris.

2024 - Senior PC member for COLT 2024

2024 - Senior PC member for ALT 2024

2023 - PC chair of ACML 2023

2023 - Senior PC member for COLT 2023

2023 - Senior PC member for ALT 2023

2022 - Area chair for NeurIPS 2022

2020-2022 - member of the Topical Advisory Panel of Entropy

2022 - organizer of a session "Variational Inference in Statistics and Econometrics" at EcoSta 2022 in Kyoto

2022 - PC Chair for COLT 2022

2022 - Area Chair for AISTATS 2022

2021 - co-organizer (w. S. Loustau & P. Gay) of the workshop "Power-efficient Deep Learning" at ACML 2021

2021 - Area chair for NeurIPS 2021

2021 - PC chair for ITISE 2021

2021 - scientific committee of End-to-end Bayesian learning at CIRM

2020-2021 - guest editor for the Entropy special issue on Approximate Bayesian Inference

2020 - PC chair of ALT 2020

2019 - co-organizer of 4ème journée statistique/apprentissage Paris Saclay

2018 - scientific committee of the 50èmes journées de statistique (JDS) (SFDS)

2018 - co-organizer of 3ème journée statistique/apprentissage Paris Saclay

2017-2019 - co-director of the collection "Economie et Statistique Avancée" by Economica, publishing mostly courses taught at ENSAE Paris

2016 - Publication chair of AISTATS 2016

2012-2013 - co-organizer of the Statistics Seminar at UCD Dublin

2011-2012 - co-organizer of the Statistics Seminar at LPMA (now renamed as LPSM)

2010 - co-organizer of the session "High-dimensional statistics, sparsity and applications" at ERCIM'11

2010 - organization of the session "Lois à priori parcimonieuses et estimation en grande dimension" at "Journées MAS2010"

2009 - local organization of Stats in the Chateau (a summer school in statistics and econometrics)

I served as a reviewer for MathSciNet and for the following peer-reviewed conferences and journals: COLT, NeurIPS, ICML, AISTATS, ALT, ACML, AABI, AAAI, IEEE-ICDM, COMPSTAT, ITISE, GRETSI, JDS, Annals of Statistics, Bernoulli, Journal of the Royal Statistical Society B, IEEE Transactions on Information Theory, Journal of Machine Learning Research, Stochastic Processes and Their Applications, Journal of the American Statistical Association, Electronic Journal of Statistics, Scandinavian Journal of Statistics, Statistics and Computing, Annales Henri Lebesgue, Bayesian Analysis, Machine Learning, Computational Statistics and Data Analysis, Journal of Multivariate Analysis, Statistics, Statistics and Probability Letters, ESAIM Probability and Statistics, International Statistical Review, Information and Inference, Electronic Communications in Probability, Constructive Approximation, Applied and Computational Harmonic Analysis, Entropy, Symmetry, New Journal of Physics, Physical Review A

Teachings


2024-2025

ESSEC - Master DSBA - Sequential Prediction and Optimization

ESSEC - Master in Finance - Machine Learning

ESSEC - Master in Finance - Statistics

ESSEC - Master in Strategy and Management of International Business - AI and ML for global business

ESSEC - IBEA Bachelor - Introduction to Data Science

2023-2024

ESSEC - PhD - Advanced topics in data analytics (2 classes: a) PAC-Bayes b) learning theory for dependent observations)

ESSEC - Master DSBA - Sequential Prediction, Optimization and Investment

ESSEC - Master in Finance - Machine Learning

ESSEC - Master in Finance - Statistics

ESSEC - IBEA Bachelor - Introduction to Data Science

ESSEC - High School Business Camp - Understanding and Managing AI (1 class)

2022-2023

ESSEC - PhD - Advanced topics in data analytics (2 classes: a) variational Bayes b) minimum distance estimation with MMD)

ESSEC - Master DSBA - Sequential Prediction, Optimization and Investment

ESSEC - Master in Finance - Machine Learning

ESSEC - IBEA Bachelor - Introduction to Data Science

Toulouse School of Economics - Lectures for PhD students - PAC-Bayes and Mutual Information bounds (as an invited professor)

2021-2022

2020-2021

University of Tokyo - "Special Topics in Mechano-Informatics II": Two lectures on variational inference & online optimization

2019-2020

University of Tokyo - "Special Topics in Mechano-Informatics II": Two lectures on variational inference & online optimization

University of Bristol - Heilbronn Institute - Lectures on variational inference as the Heilbronn Visitor in Data Science

2018-2019

ENSAE - 2A - Cours d'introduction aux processus stochastiques

ENSAE - 2A - Cours d'introduction au machine learning

ENSAE / Paris Saclay - 3A Data Science, M2 "Data Science" & M2 "StatML" - Cours "Online Learning & Aggregation"

ENSAE / Paris Saclay - M2 "StatML" - Responsable du master (avec C. Giraud)

2017-2018

ENSAE - 2A - Cours d'introduction aux processus stochastiques

ENSAE - 2A - Cours d'introduction au machine learning

ENSAE / Paris Saclay - 3A Data Science, M2 "Data Science" & M2 "StatML" - Cours "Online Learning & Aggregation"

ENSAE / Paris Saclay - M2 "StatML" - Responsable du master (avec C. Giraud)

2016-2017

ENSAE - 1A ECO - Cours/TD de calcul différentiel et intégral

ENSAE - 2A - Cours d'introduction aux processus stochastiques

ENSAE - 2A - Organisation du "séminaire de modélisation statistique"

ENSAE / Paris Saclay - 3A Data Science & M2 "Data Science" - Cours "Online Learning & Aggregation"

2015-2016

ENSAE - 1A ECO - Cours/TD de calcul différentiel et intégral

ENSAE - 2A - Cours d'introduction aux processus stochastiques

ENSAE - 2A - Organisation du "séminaire de modélisation statistique"

ENSAE / Paris Saclay - 3A Data Science & M2 "Data Science" - Cours "Apprentissage Statistique par Agrégation"

2014-2015

ENSAE - 1A ECO - Cours de calcul différentiel et intégral

ENSAE - 1A double cursus HEC - Cours/TD de calcul différentiel et intégral

ENSAE - 2A MATHS - Cours et TD d'introduction aux processus stochastiques

ENSAE - 2A MATHS - Organisation du "séminaire de modélisation statistique"

ENSAE / Paris Saclay - M2 "MATHBIGDATA" - Cours "Advanced Machine Learning" (avec M. Pontil)

Université Paris Dauphine - Certificat Data Science - Analytics and Data Mining (Part 2: Supervised Learning)

2013-2014

UCD Dublin - STAT20100 Inferential Statistics

UCD Dublin - STAT30250 Linear Models II

UCD Dublin - STAT30010-STAT40680 Time Series Analysis

UCD Dublin - STAT30090-STAT40700 Stochastic Models

UCD Dublin - Director of the MSc, MA and HDip in Statistics

2012-2013

UCD Dublin - STAT30250 Linear Models II

UCD Dublin - STAT30010-STAT40680 Time Series Analysis

UCD Dublin - STAT30090-STAT40700 Stochastic Models

UCD Dublin - STAT40510-STAT40530 Applied Statistical Modelling

2011-2012

Université Paris 7 - L3 MASS - Cours d'économétrie

Université Paris 7 - M1 MATHS - Cours de statistique bayésienne

2010-2011

Université Paris 7 - L3 MASS - Cours d'économétrie

Université Paris 7 - M1 MATHS - Cours de statistique bayésienne

2009-2010

Université Paris 7 - L3 MASS - Cours et TD d'économétrie

Université Paris 7 - M1 MATHS - TD de statistique fondamentale (cours: D. Picard)

Université Paris 7 - M1 MATHS - TD de statistique bayésienne (cours: D. Picard)

Université Paris 7 - M2 Modélisation - TD de méthodes basiques en statistiques (cours: D. Picard)

ENSAE - 1A ECO - TD de calcul différentiel et intégral (cours: M. Grun-Rehomme)

Ecole Nationale des Ponts et Chaussées - 2A - Cours d'apprentissage statistique (avec J.-Y. Audibert et G. Lécué)

2008-2009

Université Paris 7 - M1 MATHS - TD de statistique fondamentale (cours: D. Picard)

Université Paris 7 - M1 MATHS - TD de méthodes markoviennes en statistique (cours: S. Delattre)

Université Paris 7 - M1 MATHS - Projets informatiques et algorithmiques (avec J. Salmon et M. Hebiri)

2007-2008

Université Paris 7 - M1 MATHS - TD de statistique fondamentale (cours: D. Picard)

Université Paris 7 - M1 MATHS - TD de méthodes markoviennes en statistique (cours: S. Delattre)

Université Paris 7 - M1 MATHS - Projets informatiques et algorithmiques (avec E. Le Pennec et O. Bokanovski)

2006-2007

Université Paris Dauphine - L3 MST-EESE - Cours et TD d'économétrie

Université Paris Dauphine - L3 MASS - TP de NOISE: Nouveaux Outils en Statistique Exploratoire (cours: C. Robert)

Université Paris Dauphine - M1 MATHS - TP de SAS et modèles linéaires (cours: J. Rousseau)

Université Paris Dauphine - M1 IAGE - TD de Modélisation et Analyse des Systèmes (cours: C. Pardoux)

2005-2006

Université Paris Dauphine - L3 MST-EESE - Cours et TD d'économétrie

Université Paris Dauphine - L3 MASS - TP de NOISE: Nouveaux Outils en Statistique Exploratoire (cours: C. Robert)

Université Paris Dauphine - M1 MIAGE - TD de Modélisation et Analyse des Systèmes (cours: C. Pardoux)

2004-2005

Université Paris Dauphine - L3 MASS - TP de NOISE: Nouveaux Outils en Statistique Exploratoire (cours: C. Robert)

Université Paris Dauphine - M1 MIAGE - TD de Modélisation et Analyse des Systèmes (cours: C. Pardoux)

ENSAE - 1A ECO - TD de calcul intégral (cours: M. Grun-Rehomme)

ENSAE - 2A - TD de théorie des tests (cours: J. Diebolt)

2003-2004

Université Paris Dauphine - L1 GEA - Cours et TD de statistique descriptive (responsable: C. Pardoux)

ENSAE - 2A - TD d'économétrie (cours: D. Fougère)

ENSAE - 2A - TD d'estimation et introduction à la théorie des tests (cours: P. Doukhan)

2002-2003

Lycée Sainte-Marie-de-Neuilly - Khagne BL - Colles de mathématiques