Hi!
I’m a probabilist interested in rare events and extreme values. I hold PhDs from Université de Lausanne and the Steklov Mathematical Institute in St. Petersburg.
Recently my research has expanded into scientific machine learning: I work on neural-network solvers for mean-field games arising in macroeconomics (HANK models, master equation), in collaboration with the Department of Economics at HEC Lausanne.
Research interests: Extreme value theory, Large deviations, Gaussian random fields, Stochastic analysis, Scientific machine learning.
Recent Highlights
Laplace Asymptotics near Stratified Minimum Sets
publication
submitted to Extremes (2026)
Asymptotic Behavior of Path Functionals for Vector-Valued Gaussian Processes at High Levels
publication
submitted to Stochastic Processes and their Applications (2026)
Mini-course (4 lectures) (2026)
Upper and lower bounds on TVD and KLD between centered elliptical distributions in high-dimensional setting
publication
accepted in Probability and Mathematical Statistics (2026)
Scandinavian Actuarial Journal (2025)