Guillaume Chennetier
PhD Student in probability and statistics
Contact
Guillaume Chennetier
PhD Student in probability and statistics
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.
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.
News
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6th April 2024
I won the prize for best PhD student presentation at the MASCOT-NUM Conference! Find the slides here.
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7th March 2024
My first thesis article has been published online in SIAM/ASA Journal of Uncertainty Quantification.
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8th July 2023
I have officially joined the Young Statisticians Group of the SFDS as Secretary.
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7th June 2023
Update on my thesis article: it has undergone review and received valuable feedback. The revised version is now available on arXiv.
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17th September 2022
The preprint of my first thesis article has been submitted to arXiv. You can find it here.
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10th June 2022
I won the prize for best PhD Student Poster at the MASCOT-NUM Conference! Find it here.