Research
For information on my publications and travels, please use the dropdown menu.
Research interests
My research is mainly in probability theory, on questions of distributional approximation. Broadly speaking, the research question which animates me and my group is the following: “given two random objects , provide non trivial, and tractable estimates of some relevant measure of the dissimilarity between their distributions”. Much of my research consists in considering similar questions under a variety of assumptions on the approximating sequence, the target, and the type of discrepancy . I am interested both in specific problems originating from statistics, machine learning, quantum mechanics, algorithmics, etc. and by abstract methodological considerations of a more fundamental nature. At the heart of these considerations lies a theory know as “Stein’s method of approximate computation of expectations” which advocates to estimate certain classes of expectations in terms of properties of a family of probability-characterising linear operators called “Stein operators”. A large part of my research is thus dedicated to the construction of such operators, and the study of their properties, a topic which lies at the intersection between many disciplines, including functional analysis, Markov semigroup theory, Malliavin calculus, PDE theory, optimal transport, and information theory.
On the side I also have an interest in questions from mathematical statistics (particularly rank based methods, Bayesian statistics, shrinkage estimators), Monte Carlo methods and also sports modelling.
PostDoc mentoring
Elise Vandomme (01/2019 - 01/2020)
Benjamin Arras (09/2015 - 10/2016) - now “Maître de conférence” at Lille 1 University, France
Guillaume Mijoule (09/2015 - 09/2017)
Thomas Gallouët (08/2016 - 09/2017) - now “Maître de conférence” at INRIA Paris - team MOKAPLAN, France)
PhD supervision
Adrian Fischer, "Stein operators for estimation and testing" (starting 10/2020, with Robert Gaunt)
Germain Gilles, "Probabilistic integration and expansions" (starting 10/2020)
Marie Ernst, “Contributions to spatial data analysis and Stein’s method”, Thesis ULiège (defended 17 December 2019)
Emilie Clette (10/2015 - 09/2017)
Refereeing
Annales de l'Institut Henri Poincaré; Annals of Applied Probability; Annals of the Institute of Statistical Mathematics; Annals of Probability; Bernoulli; Brazilian Journal of Probability and Statistics; Bulletin de la Société Royale des Sciences de Liège; Bulletin of the Belgian Mathematical Society; Computational Statistics & Data Analysis; Electronic Journal of Probability; Electronic Journal of Statistics; Entropy; ESAIM: Probability and Statistics; Extremes; IEEE Transactions on Information Theory; Journal of Applied Probability ; Journal of Econometrics; Journal of Multivariate Analysis; Journal of Quantitative Analysis in Sports; Journal of Theoretical Probability; Kybernetica; Methodology and Computing in Applied Probability; Metron International Journal of Statistics; Probability in the Engineering and Informational Sciences; Ramamujan journal of Mathematics; Science Asia; Springer Briefs; Statistics and Probability Letters; Statistica Sinica; Studia Math; Stochastic Processes and their Applications
Editorial responsibilities
Associate editor for Probability of the Bulletin of the Belgian Mathematical Society — Simon Stevin
Collaborators
Benjamin Arras (Lille), Ehsan Azmoodeh (Helsinki), Robert Gaunt (Manchester), Siegfried Hörmann (Graz), Ian McKeague (Columbia), Guillaume Mijoule (Paris), Ivan Nourdin (Luxembourg), Giovanni Peccati (Luxembourg), Erol Peköz (Boston), Guillaume Poly (Rennes), and Gesine Reinert (Oxford), Baba Thiam (Lille 3), Carine Bartholmé (ULB), Thomas Bruss (ULB), Rémi Dendievel (ULB), Yves Dominicy (ECARES), Mitia Duerinckx (ULB), Marie Ernst (Liège), Marc Hallin (ULB), Christophe Ley (Ghent), Guy Louchard (ULB), Davy Paindaveine (ULB), Thomas Verdebout (ULB), David Veredas (ULB)