Joseph de Vilmarest [at]


Short bio

I graduated in 2019 from the École Normale Supérieure and got a Master Degree from the École Normale Supérieure Paris-Saclay in mathematics and machine learning (MVA).

From 2019 to 2022 I was a PhD Student in Statistics under a CIFRE contract. I am jointly working at the LPSM, Sorbonne Université under the supervision of Olivier Wintenberger and at EDF R&D under the supervision of Yannig Goude and Thi Thu Huong Hoang. I defended on June 22, 2022.
My PhD manuscript is available here, and my defense slides here.

I am now extending my Phd work in Viking Conseil.


I am mainly interested in time series forecasting. I consider adaptive methods that are able to learn regime changes in the time series, focusing in particular on state-space representations. During my PhD the industrial application at EDF was electricity load forecasting.