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About

I am a third-year doctoral candidate at the MIT Operations Research Center, advised by Prof. Dimitris Bertsimas. My primary research interests lie at the intersection of Optimization and Machine Learning, designing novel algorithms to build interpretable predictive models and deliver actionable insights out of those predictions, with applications to Healthcare and Energy management. Prior to joining MIT, I worked for one year as an Analyst in the French Venture Capital firm Ventech. I earned a Diplome d'ingenieur (MSc. equivalent) in Applied Mathematics from Ecole Polytechnique (Paris) and am part of the French Corps des Mines .

Publications

Sparse Regression: Scalable algorithms and empirical performance
Submitted
with Dimitris Bertsimas and Bart Van Parys (Code)

Sparse Classification: a scalable discrete optimization perspective
Submitted
with Dimitris Bertsimas and Bart Van Parys (Code)

A tractable numerical strategy for robust MILP and application to energy management
IEEE 55th Conference on Decision and Control (CDC 2016)
with Laurent El Ghaoui, Damien Faille and Diego Kiner