Yvann Le Fay
PHD Candidate In Applied Mathematics
Paris, Ile-de-France
Summary
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Senior🎓
Top SchoolYvann Le Fay is a PhD candidate in Applied Mathematics based in Paris with a decade of experience applying advanced statistical and Monte Carlo methods across academia and industry. He works on sampling, variational inference and Bayesian-flavored techniques under supervisors like Nicolas Chopin and Matti Vihola, and has published in Bayesian Analysis while contributing research at CREST, Aalto and Inria. Comfortable teaching and translating complex theory into practical code, he also built efficient statistical routines for quantitative teams such as Lombard Odier. Known for a methodical yet creative approach, he thrives in fast-paced collaborative environments and bridges rigorous mathematical thinking with hands-on implementation.
10 years of coding experience
1 year of employment as a software developer
MPI, Mathematics, physics, computer science, MPI, Mathematics, physics, computer science at Lycée Henri IVBachelor of Science - BS, Mathematics, Bachelor of Science - BS, Mathematics at Université Paris-SaclayMaster of Science - MS, MVA, Statistics and Machine Learning, Master of Science - MS, MVA, Statistics and Machine Learning at École normale supérieure Paris-SaclayMaster of Engineering - MEng, Applied Mathematics, Master of Engineering - MEng, Applied Mathematics at ENSAE ParisDoctor of Philosophy - PhD, Applied Mathematics & Statistics, Doctor of Philosophy - PhD, Applied Mathematics & Statistics at Institut Polytechnique de Paris
English, French
Github Skills (28)
mcmc7
bayesian7
bayesian-inference7
python6
variational-inference6
probabilistic-programming6
linear-models5
graph3
econometrics2
machine-learning2
convex-optimization2
databases2
ontologies2
markov-chain2
algorithm2
Programming languages (3)
Github contributions (5)
hallelujahylefay/SCALPBrownianMotion
Feb 2018 - Sep 2021
Contributions:20 pushes, 3 branches, 1 comment in 3 years 6 months
hallelujahylefay/papiers_maths
Mar 2018 - Jan 2021
Contributions:77 commits, 70 pushes, 1 branch in 2 years 10 months
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