Guillaume Chennetier

PhD Student in probability and statistics


Curriculum vitae



EDF R&D Lab Paris-Saclay

CMAP École polytechnique



Guillaume Chennetier

PhD Student in probability and statistics


Contact

Guillaume Chennetier

PhD Student in probability and statistics


Curriculum vitae



EDF R&D Lab Paris-Saclay

CMAP École polytechnique




Welcome!


I am a third-year French PhD student in statistics under the supervision of Josselin Garnier at the CMAP (Applied Mathematics Laboratory of École polytechnique at Palaiseau, France).
My PhD thesis is an industrial collaboration with the company EDF, within the Probabilistic Safety Studies team of the R&D Lab Paris-Saclay, where I work with Hassane Chraibi and Anne Dutfoy.

About my research

My research focuses on the simulation of rare events for piecewise deterministic Markov processes (PDMP). Specifically, I am interested in adaptive importance sampling methods based on the approximation of the committor function of the underlying stochastic process. From an application perspective, PDMPs are used to model complex dynamic industrial systems where estimating the probability of failure is essential. Given the rarity of these failures and the high cost of simulating industrial systems, my research is dedicated to exploring methods that offer reduced variance compared to the standard Monte Carlo approach.

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