I am a third year Ph.D. student in applied mathematics at MAP5 (Université Paris Descartes). My advisors are Charles Bouveyron from MAP5 and Pierre Latouche from SAMM (Université Paris 1 Panthéon-Sorbonne).
My field of research is statistical machine learning, with a particular emphasis on model uncertainty and sparsity.
Publications and preprints
Exact Dimensionality Selection for Bayesian PCA
Preprint HAL-01484099, Université Paris Descartes (2017)
Multiplying a Gaussian Matrix by a Gaussian Vector
Statistics & Probability Letters, vol. 128, pp. 67–70 (2017)
Discussion on the Paper "A Bayesian Information Criterion for Singular Models" by Drton and Plummer
Journal of the Royal Statistical Society: Series B, vol. 79, pp. 370–371 (2017)
Globally Sparse Probabilistic PCA
Proceedings of the 19th International Conference on Artificial Intelligence and Statistics
Proceedings of Machine Learning Research, vol. 51, pp. 976–984 (2016)
Combining a Relaxed EM Algorithm with Occam's Razor for Bayesian Variable Selection in High-Dimensional Regression
Journal of Multivariate Analysis, vol. 146, pp. 177–190 (2016)