CV

Work experience

• Full Professor (2017–)
  • Univ. Paris Diderot, Paris
  • Laboratory of Probability, Statistics and Modelisation
• Part-time Professor (2019–)
  • DMA, Ecole normale supérieure, Paris
• Guest researcher (Summer 2017)
  • National Institute of Science and Technology, Washington DC
• Associate Professor (2012–2017)
  • Ecole polytechnique, Palaiseau
  • Center for Applied Mathematics
• Assistant Professor (2007–2012)
  • Univ. Pierre et Marie Curie
  • Laboratory of Applied and Theoretical Statistics

Research contracts, awards and partnerships

• ANR LABCom LOPF Large-scale Optimization of Product Flow (2020-) with the company Califrais https://www.califrais.paris

• ANR grant PERHAPS (deeP learning for ElectRonic HeAlth records and applications in ProStatic pathologies) as part of the “Investissements d’avenir” program reference ANR-19-P3IA-0001; PRAIRIE 3IA Institute

• CNAM: Caisse Nationale d’Assurance Maladie (France social security) (2015-2020)
  • Applications of big data and machine learning on a huge healthcare database
  • with E. Bacry (CNRS, Univ. Paris Dauphine)
• Pilot project in the Health Data Hub (2019–)
  • title: Metabolic syndrome and prostatic pathologies
  • A pilot project in the Health Data Hub https://health-data-hub.fr
  • with E. Bacry, G. Cancel-Tassin, O. Cussenot, B. Lukacs
• Tenon Hospital (2015–)
  • Research convention with Tenon Hospital (O. Cussenot and B. Lukacs)
  • Machine learning applied on a urology database
  • with E. Bacry (CNRS, Univ. Paris Dauphine)
• Chair AXA “Data Science in the Insurance Sector” (2015–2017)
  • Teaching and Research Chair between Ecole polytechnique and AXA
  • with M. Vazirgiannis
• Etalab (2015–2017)
  • Research convention between Ecole polytechnique and Etalab
  • Machine learning on government open data: roof orientation detection for solar panels using deep learning, car theft prediction, recommendation system for Pole Emploi
  • with E. Bacry (CNRS, Univ. Paris Dauphine)
• PREPS (2016-)
  • Research program on the performance of healthcare with several hospital in Ile de France
  • Forecasting arrival flows in 80 emergency services in Paris neighborhood
  • with E. Bacry (CNRS, Univ. Paris Dauphine)
• Winamax (2016)
  • Research convention between Ecole polytechnique and Etalab
  • Machine learning applied to the study of addictology to online gambling
  • with E. Bacry (CNRS, Univ. Paris Dauphine)
• Chair Economy of new Data (2013-2015)
  • Research chair between Havas and Univ. Paris Dauphine
  • Fondation Institut Europlace de Finance

Responsibilities

Administrative responsibilities

• Master MIDS
  • Univ. Paris Diderot
  • A double Master in Applied Mathematics and Informatics
  • http://master.math.univ-paris-diderot.fr/parcours/data/
  • with C. Sirangelo
  • Presentation of the M2 is available here slides.html
• Hiring committee (2018)
  • Univ. Paris Diderot, Paris
  • President of the hiring committee in applied mathematics
• Jury for General Interest Entrepreneur (2017)
  • Member of a hiring jury for “Entrepreneur d’Intérêt Général”, an initiative for the transformation of public services
• Laboratory committee (2017-)
  • Univ. Paris Diderot, Paris
  • Elected member of the LPSM committee
• Data Science Initiative (2014-2017)
  • Ecole polytechnique, Palaiseau
  • Member of the Steering Committee
• Department of Applied Mathematics (2014-2017)
  • Ecole polytechnique, Palaiseau
  • Member of the committee of the Department of Applied Mathematics
• Research internships (2014–2015)
  • Ecole polytechnique, Palaiseau
  • Responsible for the internships of third-year students in the field of data-science
• Data Science program (2015–2017)
  • Ecole polytechnique, Palaiseau
  • Responsible for the “Data Science” program of third-year students

Scientific animation

• CMS Statistics (2018)
  • Workshop on Optimisation for machine learning and online methods
  • Pise, Italy
• Data Science Summer School (2017–2018)
  • Ecole polytechnique, Palaiseau
  • Member of the organization committee
  • http://www.ds3-datascience-polytechnique.fr
• Stochastic algorithms for big data (2015)
  • Univ. Pierre et Marie Curie, Paris
  • Organization of the workship
  • with G. Pages (Univ. Pierre et Marie Curie)
• Workshop Someris (Social Media and Risk) (2015)
  • Telecom ParisTech, Paris
  • Organization of the “Someris” workshop in the ASONAM conference (international conference on advances in social networks analysis and mining)
  • with M. Vazirgiannis
• Web-mining and high-dimension (2014)
  • Univ. Toulouse
  • Organization of a workshop in the MAS Days conference
• ALEA Seminar (2012-2015)
  • Ecole polytechnique, Palaiseau
  • Co-organizer of the ALEA seminar of Center for Applied Mathematics
• Havas-Dauphine Chair, Economy of New Data (2014–2015)
  • Institut Europlace de Finance, ILB, Paris
  • Co-head of the computation team of the chair (recruitment and supervision of two engineers)
  • with R. Ryder (Univ. Paris Dauphine)

Scientific supervision

Post-Docs

• Anastasiia Kabeshova (2018–-)
  • Ecole polytechnique, Palaiseau
  • co-supervision with E. Bacry (Univ. Paris Dauphine)

PhD Students

• Ibrahim Merad (2020–)
  • Univ. Paris Diderot, Paris
  • title: Unsupervised representation learning and applications in healthcare
  • financed by PERHAPS Chair (ANR as part of the “Investissements d’avenir” program reference ANR-19-P3IA-0001; PRAIRIE 3IA Institute)
• Yiyang Yu (2018–)
  • Univ. Paris Diderot, Paris
  • title: Deep learning for Public Health
  • financed by the “DIM région Ile-de-France” program
  • co-supervision with E. Bacry (Univ. Paris Dauphine)
• Maryan Morel (2017–)
  • title: Multi-task learning on temporal events with applications to electronic health records
  • co-supervision with E. Bacry (Univ. Paris Dauphine)

Master 2 Students (recent)

• Ibrahim Merad (2020)
  • LPSM, University of Paris
  • Convergence of attentive recurrent networks and guarantees for contrastive unsupervised learning
  • co-supervision with E. Bacry
• Raphaël Guegan (2019)
  • Ecole polytechnique et Univ. Paris Diderot
  • Prédiction des flux d’arrivée dans les services d’urgence d’Île-de-France
  • co-supervision with E. Bacry (Univ. Paris Dauphine and K. Tribouley)
• Ding Phong Nguyen (2018)
  • Ecole polytechnique
  • Statistical learning in public health
  • co-supervision with E. Bacry (Univ. Paris Dauphine)
• Yiyang Yu (2018)
  • Ecole polytechnique
  • Deep learning on large electronic health records
  • co-supervision with E. Bacry (Univ. Paris Dauphine)

Alumni

• Jaouad Mourtada (2017-2020)
  • Ecole polytechnique, Palaiseau
  • title: Contributions to statistical learning: density estimation, expert aggregation and random forests
  • http://www.cmapx.polytechnique.fr/~jaouad.mourtada/index.html
  • co-supervision with E. Scornet (Ecole polytechnique)
  • Defended 2020-06-08
  • Now associate professor at ENSAE
• Alain Virouleau (2016-2020)
  • title: Apprentissage statistique pour la détection de données aberrantes et application en santé
  • co-supervision with A. Guilloux (Univ d’Evry)
  • Defended 2020-06-18
  • Now teacher of mathematic sat Institut Villebon - Georges Charpak
• Martin Bompaire
  • title: Machine learning based on Hawkes processes and stochastic optimization
  • Defended 2019-07-05
  • co-supervision with E. Bacry (Univ. Paris Dauphine)
  • Now Machine Learning Engineer at Criteo, Paris
• Simon Bussy
  • title: Introduction of high-dimensional interpretable machine learning models and their applications
  • co-supervision with A. Guilloux (Univ d’Evry) and A.-S. Jannot (HEGP)
  • Defended 2019-01-16
  • Obtained the Norbert Marx price from SFdS
  • Now co-funder of Califrais and research engineer at AP-HP
• Massil Achab (2014–2017)
  • title: Learning from sequences with point processes
  • co-supervision with E. Bacry (Univ. Paris Dauphine)
  • Defended 2017-10-09
  • Now Data-Scientist at PriceHubble
• Gustaw Matulewicz (2014–2017)
  • title: Inférence statistique de processus d’Ornstein-Uhlenbeck: génération de graphes stochastiques, sparsité, applications en finance
  • co-supervision with E. Gobet (Ecole polytechnique)
  • Defended 2017-12-15
  • Now Quantitative Researcher at Squarepoint Capital, Singapore
• Mokhtar Alalya (2012–2016)
  • title: Segmentation of counting processes and dynamic models
  • co-supervision with A. Guilloux (Univ. d’Evry)
  • Defended 2016-06-27
  • Now Post-Doc at LITIS Laboratory, France

Engineers

In the context of the CNAM partnership and other research projects I hired and supervised several engineers.

• Yasser Benigmim (2020), Python and pytorch for a project on the prediction of the affluence at AP-HP hospitals
• Philip Deegan (2017-), C++11 and Python development for the tick library
• Youcef Sebbiat (2016-), spark and scala development for the CNAM project
• Maryan Morel (2015-2016), spark, scala and Python development for the CNAM project
• Daniel de Paula et Silva (2016-2018), spark and scala development for the CNAM project
• Prosper Burq (2015-2017), spark and scala development for the CNAM project and cluster administration
• Soren Poulsen (2016-2017), C++11 and Python development for the tick library
• Michel Blancard (2015-2016), data-scientist at Etalab
• Sathiya Kumar (2015-2017), spark and python development for the CNAM project
• Christos Giatsidis (2015-2017), spark and python development for the CNAM project

Education

• Habilitation to supervise research (2016)
  • Univ. Pierre et Marie Curie
  • title: Some contributions to statistics and machine learning
  • Defended 2016-03-24
  • Manuscript
• PhD Thesis (2002–2005)
  • Univ. Paris-Diderot
  • title: Nonparametric regression and inhomogeneous information
  • Defended 2005-12-08
  • Under the supervision of Marc Hoffmann (Univ. Paris Dauphine)
• M2 in Stochastic Modelisation (2002)
  • Univ. Paris-Diderot