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 Ph.D., I focused on understanding and improving decision-making strategies in large-scale stochastic systems. Under the guidance of my advisors, I studied foundational mean-field models and explored their applications, particularly in problems modeled as Markovian bandits. My thesis, which summarizes this work, can be found here.
More recently, my research has expanded to a broader exploration of stochastic optimization. I investigate methodologies that address uncertainty, from chance-constrained optimization that ensures feasibility under randomness, to frameworks emphasizing risk-aversion and robustness against worst-case scenarios.
While my primary focus remains on stochastic optimization and asymptotic analysis, I also maintain a strong interest in statistical modeling and risk, including changepoint detection in extremes and its applications to rare environmental and financial events, such as extreme weather or market disruptions.