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. If you don’t, the video will be on Youtube soon.

  • Sinho Chewi is writing a book on Sampling.

Selected papers

Sampling and optimal transport

Optimization and monotone operators