Thibault Randrianarisoa

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:

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

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

2019-2020

Experience

 
 
 
 
 

Machine Learning Research Intern

Walnut Algorithms

Mar 2018 – Sep 2018 Paris
Design of a trading algorithm.
 
 
 
 
 

Software Engineering Intern

Spinergie

Sep 2017 – Feb 2018 Paris
Built a large-scale crawler/scraper in Python.
 
 
 
 
 

Biostatistician Intern

Institut de Recherches Internationales SERVIER (I.R.I.S.)

Jun 2016 – Sep 2016 Paris
Review of statistical methods associated with interim analyses of clinical trials.

Contact

  • via Roentgen 1
    20136 Milano
  • My office is located on the 3rd Floor of Tower 15/16 and is at number 3-C3-03.
  • Book an appointment