Present Courses
- High Dimensional statistics ( master MDA , 2nd year, track MMA)
- Statistical Learning with Extreme Values , master MVA
Main Past Courses
- Exploratory Data Analysis (Master's program Mathematics and Applications (MDA), 1st year )
- Mathematical statistics, jointly with Fabienne Comte (Master's program Mathematics and Applications (MDA) ), track IMB, 1st year
- Non Parametric Statistics (Master's program Mathematics and Applications (MDA), 2nd year)
- Survival analysis (Master's program Mathematics and Applications (MDA), IMB track, 2nd year, Université Paris-Cité )
- Tail events analysis: Robustness, outliers and models for extreme values (Joint course with Pavlo Mozharovskyi)
- Statistics-Linear Model, MS Big Data, MDI-720 (Telecom Paris)
- Extremes ( Lecture notes ), Master's program "Mathématiques de l'aléatoire", Paris-Saclay University- Orsay
- Numerical methods (MACS-205, Telecom ParisTech, Spring semester)
- Introduction to Bayesian learning , Master Data sciences, (Ecole Polytechnique, Institut polytechnique de Paris)
- Statistics MDI-220 (Telecom Paris)
- Bayesian filtering (SIGMA-203-b, Telecom ParisTech, Spring semester)
- Probability MDI-104 (Telecom ParisTech, Fall semester)
Computational statistics and optimisation, Master `Data Science', Ecole Polytechnique. ( Lecture notes ): Convex problems in Machine Learning, non smooth convex analysis, Fenchel-Legendre transform, duality.