Guillaume Chennetier
Postdoctoral researcher in applied probability and statistics (in Paris area, France)
Contact
Guillaume Chennetier
Postdoctoral researcher in applied probability and statistics (in Paris area, France)
I am a postdoctoral fellow in applied probability and statistics at CERMICS (research center in applied mathematics of École nationale des ponts et chaussées, Paris area, France). I am recipient of the 2024 Cauchy fellowship and I work mainly with my advisor Julien Reygner.
Before that, I defended my PhD thesis in statistics in September 2024 under the supervision of Josselin Garnier at CMAP (Applied Mathematics Laboratory of École polytechnique at Palaiseau, France). This was an industrial collaboration with the French electricity company EDF, within the Probabilistic Safety Studies team of the R&D Lab Paris-Saclay, where I worked with Hassane Chraibi and Anne Dutfoy.
Before that, I defended my PhD thesis in statistics in September 2024 under the supervision of Josselin Garnier at CMAP (Applied Mathematics Laboratory of École polytechnique at Palaiseau, France). This was an industrial collaboration with the French electricity company EDF, within the Probabilistic Safety Studies team of the R&D Lab Paris-Saclay, where I worked with Hassane Chraibi and Anne Dutfoy.
About my research
My research generally falls within the field of probabilistic numerical simulation and uncertainty quantification. I am currently exploring the use of kernel methods for inference problems under covariate shift, and I continue to work on rare event simulation methods, building on my PhD research.
About my PhD thesis
My thesis work focuse on the simulation of rare events for piecewise deterministic Markov processes (PDMPs). 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 was dedicated to exploring methods that offer reduced variance compared to the standard Monte Carlo approach. Specifically, I have developed adaptive importance sampling methods informed by the approximation of the committor function of the underlying stochastic process.
News
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4th November 2024
I have officially started my postdoctorate at CERMICS. You can now contact me at my email address @enpc.fr instead of @polytechnique.edu.
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24th September 2024
Today I defended my PhD thesis at École Polytechnique. I would like to thank the jury and all those who supported me during this thesis. Here are the slides of the defense, the manuscript is coming soon.
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23rd May 2024
I have been awarded the 2024 Cauchy fellowship for a two-year postdoctoral project at CERMICS (research center in applied mathematics of École nationale des ponts et chaussées, Paris area, France).
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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.