About me

I am currently a postdoc researcher at ENS Paris, Center for Sciences of Data supervised by Kimia Nadjahi and Claire Boyer.

I did my thesis at the Institut de Mathématiques de Bordeaux (IMB) under the supervision of Jérémie Bigot and Bernard Bercu. The manuscript is available here.

Multivariate quantiles

Statistical applications of multivariate quantiles, in domains like conformal prediction or risk analysis

Measure transport

Resolution of (optimal) transport problems, to match a source and a target probability distribution

Optimization

Convergence analysis of stochastic algorithms in both Euclidean and non-Euclidean settings

Papers

The following list of publications is also available on my scholar account. Download links for PDF and codes are available below.

Convergence Rates for Distribution Matching with Sliced Optimal Transport

Conference on Learning Theory (COLT)

Optimal Transport-based Conformal Prediction

International Conference on Machine Learning (ICML)

Monge-Kantorovich quantiles and ranks for image data

International Conference on Scale Space and Variational Methods in Computer Vision (SSVM)

Regularized estimation of Monge-Kantorovich quantiles for spherical data

Submitted

Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements

Electronic Journal of Statistics

Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles

SIAM Journal on Mathematics of Data Science