Welcome!
About me:
I am currently a Postdoc associated with the University of Michigan, working with Prof. Lei Ying and Prof. Weina Wang.
Previously I was at BioSP INRAE and STATIFY INRIA, working with Prof. Thomas Opitz, Prof. Stéphane Girard and Prof. Antoine Usseglio-Careleve.
I pursued my PhD at INRIA Grenoble Rhone-Alpes within the POLARIS team. I was fortunate to have been guided by Prof. Nicolas Gast and Prof. Bruno Gaujal as my advisors. My CV can be found here.
My Reasearch Interest:
During my PhD, I focused on understanding and improving strategies for large-scale stochastic systems. With the mentorship of my advisors, I delved into the foundational framework of mean field models. Using this knowledge, I further explored its applications, particularly in problems that can be represented as Markovian bandits. My thesis can be found here.
Recently, my research horizon has expanded to encompass a deeper exploration of stochastic optimization. I investigate methodologies that address uncertainties, from chance-constrained optimization ensuring feasible solutions under randomness, to frameworks that emphasize risk-aversion and robustness, safeguarding against worst-case scenarios.
In addition, I am also interested in the field of extreme value analysis and risk measures. I am focusing my efforts on understanding and predicting extreme environmental phenomena, such as volatile weather patterns, using rigorous statistical methods.