I am a postdoc in the PreMeDICaL Inria-Inserm team with Julie Josse, working on Distributional Prediction, Missing Values and Robust Estimation. Previously, 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 “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
• Our paper developing a principled variable importance measure for Distributional Random Forests (DRF) just got accepted at AISTATS 2024.
• Our paper developing asymptotically valid uncertainty quantification for Distributional Random Forests (DRF) just got published in the Journal of Machine Learning Research.
• Our CLVTools package implementing a wide range of models for Customer Lifetime modelling, just received a major update. In particular, the flagship extended Pareto/NBD model is now coded in Rcpp! Website Medium

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