Gilles Stoltz

Senior research scientist, CNRS - Université Paris-Saclay
 

Research in machine learning and statistics, with a focus on: 

• Robust online learning (aggregation of experts, prediction of individual sequences)
• Stochastic online learning, namely, stochastic bandits 
• Application to industrial data (currently: electricity consumption, discount rates for credits, dwell time for commuter trains, etc.) 
• Information-theoretic lower bounds of performance