Presentation

I am the chair of Mathematical Statistics and Machine Learning in the Institut für Mathematik, in the Universität Potsdam. You can find the website of our team here.

I am associate editor of the Bernoulli Journal since 2019, associate editor of the Annals of Statistics since 2020, associate editor of ESAIM since 2021, as well as the recipient of the DFG von Kaven Ehrenpreis 2020. Together with Nicolas Verzelen, I am also the co-coordinator for the ANR-DFG joint PRCI project ASCAI (coordinator on the German side).

Research interests :

Machine Learning and Mathematical Statistics : High or Infinite-Dimensional Statistical Inference, Uncertainty Quantification, Sequential Sampling and Bandit Theory, Minimax Testing, Matrix Completion,  Anomaly Detection, Extreme Value Theory, Applications in Digital Engineering and Neuroscience.

Group  :

Dr. Clement Berenfeld (funded by ASCAI)

Victor Thuot (jointly supervised with Nicolas Verzelen)

Dr. Franziska Göbel (funded by Uni Potsdam)

Dr. Tomas Kocak (funded by Uni Potsdam)

Anne Gael Manegueu  (funded by the DFG SFB 1294  on Data Assimilation, project A3)

Emmanuel Pilliat (jointly supervised with Nicolas Verzelen and Joseph Salmon)

Former members of the group :

Pierre-Marie Desbouchages (former intern - now studying in ENS Cachan)

Victor Thuot (former intern - now PhD in Montpellier)

Dr. Joseph Lam-Weil (former PhD - now at Universite de Lorraine)

Dr. Andrea Locatelli  (former PhD - now at ShareNow)

Juliette Achdou (former intern - now at 1000Merci)

Dr. Claire Vernade (former postdoc jointly with Amazon Research Berlin - now at Google Deepmind)

Dr. Maurilio Gutzeit (Former PhD student funded by the DFG Emmy Noether grant MuSyAD (CA 1488/1-1) and by the OvGU - now working at IQTIG)

Emmanuel Pilliat (Former intern - studying at ENS Lyon)

Julien Chhor (Former intern - now writing his PhD at ENSAE-CREST)

Thomas Perrin  (former intern - studying at Polytech' Clermont-Ferrand)

Acknowledgements : 

I am an Emmy Noether research group leader for the project MuSyAD (CA 1488/1-1), funded by the Deutsche Foschungsgemeinschaft (DFG, German Research Foundation). I am also funded  by the DFG on the GK 2297 MathCoRe on “Mathematical Complexity Reduction"  – 314838170, GRK 2297 MathCoRe, and by the SFB 1294 Data Assimilation “Data Assimilation — The seamless integration of data and models", Project A03, by the DFG on the GRK 2433 DAEDALUS, by the DFG on the Research Unit FOR 5381 "Mathematical Statistics in the Information Age - Statistical Efficiency and Computational Tractability", by the UFA-DFH through the French-German Doktorandenkolleg CDFA 01-18 and by the SFI Sachsen-Anhalt for the project RE-BCI. I am also grateful to the DFG for the von Kaven Ehrenpreis 2020.