Research Interests: machine learning, optimal transport, positive definite kernels as similarities, time-series, cointegration.
Graduate School of Informatics, Kyoto University
Building Number 67 on the university map (this map still mentions the old name of the building I am in now, please disregard that name).
I received my Ph.D. in applied maths in 11/2005 from the Ecole des Mines de Paris under the supervision of Jean-Philippe Vert after receiving my undergraduate degree from the ENSAE and my master degree from ENS Cachan. I worked as a post-doctoral researcher at the Institute of Statistical Mathematics, Tokyo, between 11/2005 and 03/2007. Between 04/2007 and 09/2008 I worked for a hedge fund owned by Credit Suisse in Tokyo. After working at the ORFE department of Princeton University between 02/2009 and 08/2010 as a lecturer, I have joined the Graduate School of Informatics in 09/2010 as a G30 associate professor. I am currently the associate professor of the Yamamoto-Cuturi lab, starting from 11/2013.