Guillaume Principato

PhD Student in Applied Mathematics at Université Paris-Saclay.

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Office 3A3,

Building 307

Orsay, France 91405

I’m a CIFRE PhD student in statistics and machine learning at Laboratoire de Mathématiques d’Orsay (LMO), in collaboration with Electricity of France (EDF) and INRIA, as part of the Défi EDF-INRIA. My research is supervised by Jean-Michel Poggi, Gilles Stoltz, Yvenn Amara-Ouali, Yannig Goude, and Bachir Hamrouche.

My research is centered on uncertainty quantification and predictive modeling, with applications in areas such as energy forecasting, including EV charging and load consumption. I am particularly interested in conformal prediction, time series forecasting, and hierarchical forecasting methods.

news

Dec 16, 2025 I presented Conformal Prediction for Hierarchical Data at the LIPS Seminar in Centre Borelli
Dec 05, 2025 I attended the 2025 ECAS-SFDS winter school Towards Reliable Machine Learning. Thanks to all the speakers for the great courses!
Oct 17, 2025 New Preprint available: Blackwell’s Approachability for Sequential Conformal Inference

selected publications

Blackwell’s Approachability for Sequential Conformal Inference (2025)

Guillaume Principato, Gilles Stoltz