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

Aug 26, 2026 I presented Adaptive Conformal Inference through the Lens of Blackwell Approachability at the Journées MAS 2026 in Lyon
May 31, 2026 Our article Conformal Prediction for Hierarchical Data has been published in TMLR
Mar 22, 2026 I presented Adaptive Conformal Inference through the Lens of Blackwell Approachability at the IMT Statistic and Optimisation Seminar in Toulouse
Jan 16, 2026 I presented Conformal Prediction for Hierarchical Data at the Califrais Seminar at their office in Paris
Dec 16, 2025 I presented Conformal Prediction for Hierarchical Data at the LIPS Seminar in Centre Borelli, Paris

selected publications

Adaptive Conformal Inference Through the Lens of Blackwell Approachability (2025)

Guillaume Principato, Gilles Stoltz