I am a PhD student in Applied Mathematics under the joint supervision of Eric Moulines, professor at the CMAP laboratory, Ecole Polytechnique, and Alain Durmus, associate professor at the CMLA laboratory, ENS Paris-Saclay.
I'm working on algorithms for optimization on Riemannian manifolds, and optimal scaling of MCMC algorithms.
There is a current trend in which statistical learning methods are used in conjunction with differential geometric techniques. One of the main ideas behind these models is to assume that the observations belongs to some Riemannian manifold.
Our main goal is to develop a coherent framework for:
You can check my presentation of my master's thesis here.
In this presentation you can find a brief introduction to Bayesian neural networks, and my work on MCMC in english.
Route de Saclay
pablo.jimenez-moreno at polytechnique.edu