About me
I’m an Associate Professor at Université Côte d’Azur, and a member of the Probabilités and Statistiques Team of the Laboratoire Jean Alexandre Dieudonné.
Prior to this position, I was a postdoctoral researcher at Rutgers University, working with Mert Gürbüzbalaban. I completed my Ph. D. at the Laboratoire Jean Kuntzmann (Grenoble - France), under the supervision of Jérôme Malick. My Ph.D. thesis can be found here.
Generally speaking, I am interested in optimization problems involving uncertainty and their applications, in both stochastic programming and machine learning. A common thread in my research is the design and analysis of numerical algorithms to address risk in data-driven applications, notably in Federated Learning (see the webpage of our recent project Δ-FL).
- Sep-01-2025 :Tùng Nguyễn Thanh has started his PhD under the supervision of Samuel Vaiter and myself. Welcome Tùng!
- Aug-01-2025 :I’ve been awarded a national grant! The ANR JCJC ADAR (Adaptive Distributional and Algorithmic Robustness), with funding of €274,000.
- Jun-27-2025 :Presenting our works on stochastic min-max problems at EUROPT in Southampton.
- Apr-29-2025 :With Pierre-Alexandre Mattei, Patricia Reynaud-Bouret, and Mira Shevchenko, we organised Journée PS-MAASAI.
- Jan-12-2025 :Sofiane Tanji is visiting me for two weeks.
- Dec-16-2024 :With Elena Di Bernardino, Damien Garreau, Thomas Laloe, Patricia Reynaud-Bouret, Mira Shevchenko, Samuel Vaiter, and Vincent Vandewalle we organised the conference ICSDS, in Nice.
- Sep-26-2024 :Our paper on high probability guarantees for non-convex stochastic min-max problems was accepted to Neurips 2024. See you in Vancouver!
- Sep-01-2024 :I'm joining the a national grant project led by my colleague Samuel Vaiter. The ANR PRC project MAD (for Mathematics of Automatic Differentiation), with a funding of 571,000€.
- May-23-2024 :Our paper on high probability guarantees for strongly monotone stochastic min-max problems was accepted to JMLR.
- May-23-2024 :Presenting our work on stochastic minmax problems at Conference JDS, in Bordeaux.
- May-23-2024 :Presenting our work on stochastic minmax problems at the University of Versailles.
- May-05-2024 :Giving a 4-day guest lecture on Distributionally Robust Optimization at the University of Tlemcen, in Algeria.
- Apr-19-2024 :Presenting our work on stochastic minmax problems at the Journée LJAD-Inria in Nice.
- Mar-29-2024 :Our paper on bilevel programming for chance constrained optimization was accepted in Computational Optimization and Applications (COAP).
- Feb-01-2024 :Presenting our work on stochastic minmax problems to the Optimization Seminar of Avignon Université.
- Jan-09-2024 :Presenting our work on stochastic minmax problems to the Probability Seminar of Université Côte d’Azur.
- Dec-18-2023 :Presenting our work stochastic min-max problems to the OptAzur Seminar.
- Nov-30-2023 :Presenting our works on risk-averse Machine Learning to the Numerical Analysis Seminar and PDE’s Seminar of Université Côte d’Azur.
- Oct-18-2023 :Visiting for 3 weeks Mert Gurbuzbalaban at Rutgers!
- Oct-17-2023 :Presenting our work on Stochastic minmax problems to Informs Conference in Arizona.
- Sep-22-2023 :Presenting our work on stochastic minmax problems at the Optim Seminar of Grenoble.
- Sep-01-2023 :Starting my associate professor position in Université Côte d’Azur.