ABOUT

My main research topics are convex optimization, statistics and machine learning. I am deeply interested in understanding to what extent noise can influence regularization for optimization problems. My current Ph.D. supervisor is Carola Schönlieb, who is head of the Cambridge Image Analysis (CIA) group at the Department of Applied Mathematics and Theoretical Physics (DAMTP). I am still mostly working with my past supervisor Quentin Berthet who works in the Brain Team of Google Research.


EDUCATION

2022 2018

University of Cambridge

Ph.D. in Mathematics
2018 2017

Collège des Ingénieurs

Joint M.B.A. - consulting program
2017 2014

École Normale Supérieure

B.Sc., M.Sc. in Mathematics, with a minor in Computer Science


PUBLICATIONS


OTHER WRITINGS

Online Convex Optimization for Portfolio Management

M. Ballu, T. Gillam,
Overview written for an external research project at the hedge fund Cantab Capital.

Exact Recovery for Binary Spiked Wishart Model

M. Ballu, Q. Berthet,
Initial research project.