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Activities

• Professor at Sorbonne Université, LPSM member.
• Associate Editor of Bernoulli, Extremes and Stochastic Models journals.
• Responsible of Master program ISUP - ISDS

Postdoc opening on Aggregation of Experts for Out-of-Data Forecasting with Y. Goude at EDF-DataLab

Forthcoming Events

• 7-11 June 2021 JDS, Nice, Online.
• 11-16 July 2021 IPS101, Advances in extreme value statistics, World Statistics Congress, Online.
• 28 June-2 July 2021 EVA 2021, Edinburgh, Online.

Past Events

• 9-12 March 2020 Workshop VALPRED 2, CNRS CAES, Aussois.
• 18-21 March 2019 Workshop VALPRED 1, CNRS CAES, Aussois.

Research interests

Probability inequality, Large deviation, Weak dependence, Density estimation, Model selection, Central limit Theorem, Heavy tailed processes.