I am an Associate Professor at FGV EMAp School of Applied Mathematics, a department of FGV focused on applied mathematics and data science. My research interests concern the mathematical theory and applications of algorithms found in high-dimensional statistics, machine learning, and stochastic optimization. My current focus is on robust high-dimensional estimation and variants of stochastic gradient descent.
Tem interesse na minha linha de pesquisa? Envie-me um email!
Are you interested in my research? Email me!
Side interests: machine learning for music information retrieval, jazz guitar, and composition.
Contact:
FGV EMAp - Escola de Matemática Aplicada, Edifício Luiz Simões Lopes (Sede - Praia de Botafogo, 190 - 5º Andar - Botafogo, Rio de Janeiro - RJ, 22250-900
philipthomp AT gmail DOT com