Thibault Randrianarisoa

Postdoctoral researcher

Bocconi University

About me

I am a Postdoctoral research at BIDSA at Bocconi University (Milan, Italy) working with Botond Szabo. I hold a PhD in Statistics from Sorbonne Université (Paris, France), where I worked in the LPSM lab under the supervision of Ismaël Castillo. I am mainly interested in high-dimensional and nonparametric statistics. My PhD manuscript can be found here.

I am/have been a member of the following projects:

ERC BigBayesUQ (2022-2027)
ANR Project GAP (2021-2025)
ANR Project BASICS (2017-2022)

Interests

Bayesian nonparametrics
(Deep) Gaussian processes
Tree-based methods (Random Forests, CART, Pólya Trees, BART,…)
Uncertainty quantification
Variational Bayes
Inverse problems
Differential privacy

Education

PhD in Statistics, 2019-2022
Sorbonne Université
StatML Master Degree, 2018-2019
Université Paris-Saclay
MSc in Statistics and Data Science, 2015-2019
ENSAE- Institut Polytechnique de Paris

Recent & Upcoming Talks

Contributions to the theoretical analysis of statistical learning and uncertainty quantification methods

My PhD defence will be held on the 28th of September, 2pm, in room 16-26-209 (Paul Lévy) of Campus Pierre et Marie Curie (Sorbonne Université).

Sep 28, 2022 14:00 — 18:00 Sorbonne Université (Campus Pierre et Marie Curie), room 16-26-209 (Paul Lévy)

Thibault Randrianarisoa

Optional Pólya trees: vitesses de contraction de la loi a posteriori et quantification de l’erreur

Aug 26, 2021 14:30 — 15:00

Ismaël Castillo, Thibault Randrianarisoa

Smoothing and adaptation of shifted Pólya Tree ensembles

Jun 30, 2021 14:15

Thibault Randrianarisoa

Slides

A toy model of Polya tree ensemble: smoothing and adaptation

Jul 15, 2020 11:00 — 11:40

Slides Video

Smoothing of Bayesian forest estimators in density estimation

With CART regression trees, the values of the estimator in the leaf cells are equal to the mean of the observed data in each cell. …

Jun 8, 2020 17:00 — 18:00

Communication

For the 2020-2021 academic year, I co-organized the LPSM weekly PhD student seminar (GTT)

Teaching

I was a co-instructor of the following course:

2023-2024

Mathematical Statistics (BSc, Bocconi University) with Botond Szabó.

I have been a teaching assistant for the following courses:

2020-2021

Probabilités numériques et statistiques computationnelles (MSc, Sorbonne Université) with Vincent Lemaire and Pierre Monmarché.
Modélisation statistique (MSc, Sorbonne Université) with Maud Thomas.

2019-2020

Probabilités numériques et statistiques computationnelles (MSc, Sorbonne Université) with Vincent Lemaire and Pierre Monmarché.
Statistique (MSc, Sorbonne Université) with Maud Thomas.
Th́eorie des probabilités (BSc, ENSAE - Institut Polytechnique de Paris) with Victor-Emmanuel Brunel.