Presentation

I am a CNRS researcher,
member of the applied math department
of University Grenoble Alps (LJK, Lab. Jean Kunztmann), head of the team DAO.
I work on mathematical, algorithmic,
and computational aspects
of
optimization and the mathematics of decision.
I try to keep a balance between theory and
practice, believing that both are richer from their interactions.
Paper on regularized Wasserstein DRO accepted in COCV 
Inspired by OT, we propose to regularize WDRO problems: we get nice duality and approximations results; see the preprint or the slides of my talk at SMAI-MODE. Check out the appendix: some advanced constructions of spaces give us duality results without compactness assumptions! Congrats to Waiss who has led this work!
Contact information
jerome.malick@univ-grenoble-alpes.fr | |
Phone | (+33) 4 57 42 17 62 |
to find me |
Office 155 at the first floor (LJK) of building IMAG on the Grenoble Campus |
Postal address |
Equipe DAO - Laboratoire LJK - Batiment IMAG Universite Grenoble Alpes 700 Avenue Centrale Campus de Saint Martin d'Heres 38401 Domaine Universitaire de Saint-Martin-d'Heres |