I am an Assistant Professor in Statistics and Business Analytics at the Geneva School of Economics and Management (GSEM), working on Distributional Prediction, Missing Values and Robust Estimation. Previously, I was a postdoc in the PreMeDICaL Inria-Inserm team with Julie Josse. I completed my PhD at ETH Zurich under the supervision of Nicolai Meinshausen and Peter Bühlmann. During this time, I had the opportunity to work on a wide variety of different problems, ranging from statistics and machine learning to applications in Marketing Research and Finance. An overview of my research can be found here.

News:

• Our paper “Parametric MMD Estimation with Missing Values: Robustness to Missingness and Data Model Misspecification” is now available on arXiv. We propose a novel M-estimation procedure based on the Maximum Mean Discrepancy (MMD), which is provably robust to both model misspecification and deviations from the assumed missingness mechanism. This a very exciting new methodology that I hope will find lots of applications!
• Our paper “PKLM: A Flexible MCAR Test Using Classification” got published in Psychometrika.
• Our paper developing the Causal Distributional Random Forest to estimate distributional treatment effects with asymptotically valid uncertainty quantification is on arXiv.
• Our paper “What Is a Good Imputation Under MAR Missingness” providing a comprehensive analysis of imputation under MAR, including an identifability result, recommondations and ways to evaluate imputation methods, is now available on HAL. In addition, comprehensive slides and an R Example can be found here.

Further Links:

• (Relatively) short articles about my research can be found on Medium
• Descriptions of our CLVTools package for modelling customer bases can be found here