Basic information
I am Assistant Professor in Statistics at the Faculty of Science and Technology of the Université de Haute-Alsace. I'm a member of Irimas, a research institute in computer science, applied mathematics and signal processing at the University of Haute-Alsace. I also am an associate member of the project-team PASTA from the Inria Nancy Grand-Est center.
I was interested in models of diffusion of matter in heterogeneous media during my thesis, and then in applications of branching processes during my postdoctorate. Nowadays, I am interested in Machine Learning, particularly unsupervised clustering and statistical modeling of logic.
I lead the project Apollon with A. Lejay and M. T. Schettino. It is a project in digital humanities whose goal is to develop Machine Learning methods that respect as much as possible the way scientists in the humanities and social sciences analyze texts, in particular historians and political scientists. We actually focus on the elaboration of a “lexicon of political ideas” based on reference works of antiquity.
Publications
A sparse grid approach to balance sheet risk measurement