Teaching

Stochastic optimization and sampling (TSE)

I am lecturing an M1 course on Stochastic Methods for Optimization and Sampling at TSE.

Lecture notes

Slides

Slides 1 - Stochastic optimization

Slides 2 - Sampling

Slides 3 - MCMC methods

Exercises

Exercise session 1: Minibatch SGD   Solution

Exercise session 2: Convergence of Adagrad   Solution

Additional exercise: Adam   Solution

Exercise session 3   Solution

Exercise session 4-5   Solution

Past exam

Exam 2025

Solution

Martingale Theory (TSE)

I am lecturing an M1 course on Martingale Theory at TSE.

Slides

Exercise sessions (ENSAE)

During my PhD, I was a Teaching Assistant for the following courses at ENSAE:

• Measure Theory, 1st year (L3)

• Nonparametric Statistics, 3rd year (M2), ENSAE and Master Data Science Paris-Saclay

• Parametric Statistics 2, 2nd year (M1)

• Differentiable Optimization, 1st year (L3)

• Introduction to Machine Learnig, 2nd year (M1)

• Online Learning and Aggregation, 3rd year (M2), ENSAE and Master Data Science Paris-Saclay

Oral Examiner

I have been an examiner in Mathematics for the oral entrance exams to ENSAE Paris, France, from 2021 to 2022.