Thibault Randrianarisoa

Thibault Randrianarisoa

Postdoctoral researcher

Bocconi University

About me

I am a Postdoctoral research at BIDSA at Bocconi University working with Botond Szabo. Prior to that, I did my PhD in the LPSM lab at Sorbonne Université under the supervision of Ismaël Castillo. My PhD manuscript can be found here.


  • Bayesian nonparametrics
  • (Deep) Gaussian processes
  • Uncertainty quantification
  • Variational Bayes
  • Inverse problems


  • 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


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


I have been a teaching assistant for the following courses:





Machine Learning Research Intern

Walnut Algorithms

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

Software Engineering Intern


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.


  • 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