About Me

I am a Jacob Wolfzwitz Visiting Assistant Professor at Cornell University.

I hold a PhD in Mathematical Statistics from CREST and Institut Polytechnique de Paris. My supervisor was Cristina Butucea. My manuscript is available here and you can find the slides from the defense here.

My research delves into the foundational aspects of mathematical statistics and machine learning, placing a special emphasis on crafting practical and efficient learning methods with provable theoretical guarantees. I am particularly interested in time series, random matrix theory and high dimensional estimation problems.

Academic Appointments

  • Visiting Assistant Professor, Cornell University, Department of Statistics and Data Science, Since Aug. 2024.
  • Visiting Researcher, Harvard University, Invited by Tracy Ke, April 2023.
  • Visiting Researcher, Cornell University, Invited by Florentina Bunea, May 2023.
  • Graduate Researcher, CREST-ENSAE, Supervised by Cristina Butucea, Jan. 2023 - Aug. 2023.
  • Research Intern, CREST-ENSAE, Supervised by Cristina Butucea, Jun. 2018 - Sep. 2018.

Industrial Experience

  • Quantitative Research Intern, BNP Paribas (London), Under the supervision of Philippe Amzelek, Jul. 2020 – Dec. 2020.
  • Quantitative Research Intern, Advestis (Paris), Under the supervision of Christophe Geissler, Jun. 2019 - Oct. 2019.

Education

  • PhD in Mathematical Statistics, Institut Polytechnique de Paris, Sep. 2021 - Jul. 2024.
  • M.Sc Statistics and Learning, ENSAE IP Paris, Sep. 2017 - Jul. 2020.
  • M.Sc Data Science, École Polytechnique, Sep. 2019 - Jul. 2020.
  • Classes Préparatoires MPSI-MP, Institution Aux Lazaristes, Sep. 2014 - Jul. 2017.

Publications

Preprints

Journal

Teaching

Cornell University - Visiting Assistant Professor

ENSAE - Teaching Assistant

Honored in the top 1% of teachers for exceptional pedagogical quality.

  • Probability Theory -- Undergraduate (L3) - Professor: Victor-Emmanuel Brunel - Spring 2024 & 2023
  • Measure Theory -- Undergraduate (L3) - Professor: Cristina Butucea - Fall 2023 & 2022
  • Optimization -- Undergraduate (L3) - Professor: Guillaume Lecué - Spring 2023 & 2022

Nayel Prepa - Founder

Received a stellar 100% 5-star rating on Trustpilot.

  • Founding a company democratising access to high-quality mathematics education for undergraduate students.
  • Publishing 80 videos, garnered 7.5k subscribers and amassed over 250k views on YouTube.
  • Training successfully 100+ students.

Grants, Talks & Conferences

Grants

  • Junior Scientific Visibility: Fondation Mathématique Jacques Hadamard, 2023 (2300€).
  • PhD Grant: Genes, 2021-2024 (70k€).

Talks

  • PhD Defense, Palaiseau (France), July 2024.
  • European Meeting of Statisticians, Warsaw (Poland), July 2023.
  • Harvard Stat 300 Seminar, Harvard University, Cambridge (MA, USA), May 2023.

Conferences

  • Meeting in Mathematical Statistics, Luminy (France), December 2024.
  • Statistics and Learning Theory in the Era of Artificial Intelligence, Oberwolfach (Germany), June 2024.
  • European Meeting of Statisticians, Warsaw (Poland), July 2023.
  • Jianqing Fan's 60th Birthday Celebration, Princeton (NJ, USA), May 2023.
Download Curriculum Vitae