I am a Senior Researcher in the Machine Learning Foundations group at Microsoft Research (Redmond, USA). Previously, I was a Google Research Fellow at the Simons Institute, UC Berkeley, USA.

I did my Ph.D at Telecom Paris and Paris–Saclay University, France, under the supervision of Pascal Bianchi and Walid Hachem. Then, I did a postdoc at KAUST, Saudi Arabia, hosted by Peter Richtárik.

I use optimization, statistics, optimal transport, convex analysis etc. to study machine learning algorithms. I received the Masters degrees in 2015 from ENSAE Paris, where I studied statistics, and from Paris–Saclay University, where I studied probability theory. Here is my CV.

News

  • Anna Korba and I have presented a tutorial on Sampling as Optimization at ICML 2022. Here are our slides. If you have an ICML account, you can watch the video here.

  • Sinho Chewi is writing a book on Sampling.

Some recent papers

Sampling and optimal transport

Optimization and monotone operators