Gilles STOLTZ

Professor (Education Track)

Economics and Decision Sciences

stoltz@hec.fr http://stoltz.perso.math.cnrs.fr/
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Biography

Gilles Stoltz is an associate professeur ETF at HEC Paris, where he has been teaching since 2007 (he is also a senior research scientist at CNRS). He is an alumnus of the Ecole Normale Supérieure of Cachan and holds a Ph.D. and an habilitation diploma from the University Paris-Sud, Orsay, since 2005 and 2011, respectively. 

His research features sequential prediction and sequential decision-making, in the vein of sequential machine learning: adversarial learning (robust aggregation of experts), stochastic bandits, reinforcement learning. 

Personal web page: http://stoltz.perso.math.cnrs.fr/

Scientific articles

Improved second-order bounds for prediction with expert advice

Machine Learning, July 2007, vol. 66, n° 2, pp 321-352, (in coll. with N. Cesa-Bianchi, Y. Mansour)

Learning correlated equilibria in games with compact sets of strategies

Games and Economic Behavior, April 2007, vol. 59, n° 1, pp 187-208, (in coll. with G. Lugosi)

Regret minimization under partial monitoring

Mathematics of Operations Research, 2006, vol. 31, pp 562-580, (in coll. with N. Cesa-Bianchi, G. Lugosi)

Internal regret in on-line portfolio selection

Machine Learning, 2 December 2005, vol. 59, n° 1, pp 125-159, (in coll. with G. Lugosi)

Minimizing Regret With Label Efficient Prediction.

IEEE Transactions on Information Theory, June 2005, vol. 51, n° 6, pp 2152-2162, (in coll. with N. Cesa-Bianchi, G. Lugosi)

Books

Proceedings

Working papers

Scientific articles

Set-Valued Approachability and Online Learning with Partial Monitoring

Journal of Machine Learning Research, October 2014, vol. 15, pp 3247-3295, (in coll. with S. MANNOR, V. PERCHET)

Forecasting electricity consumption by aggregating specialized experts

Machine Learning, February 2013, vol. 90, n° 2, pp 231-260, (in coll. with M. DEVAINE, P. GAILLARD, Y. GOUDE)

Kullback-Leibler upper confidence bounds for optimal sequential allocation

Annals of Statistics, June 2013, vol. 41, n° 3, pp 1516-1541, (in coll. with O. CAPPE, A. GARIVIER, O.-A. MAILLARD, R. MUNOS)

Mirror descent meets fixed share (and feels no regret)

Advances in Neural Information Processing Systems, 2012, vol. 25, pp 980-988, (in coll. with N. CESA-BIANCHI, P. GAILLARD, G. LUGOSI)

Books

Proceedings

Working papers

Education

  • Habilitation a diriger des recherches en Mathematiques (Qualified Research Supervisor), Université Paris-Sud - France
  • Doctorat en mathematiques (Ph.D. in Mathematics), Université Paris-Sud - France
  • Competitive examination in Mathematics (rank: 30th), _ - France

Academic appointments

Academic Responsibilities at HEC

  • 2024- Professor (Education Track), Economics and Decision Science HEC Paris

Scientific Activities

Conference organisation

  • Co-organizer of the summer school "Stats in the Château", HEC Paris, 2009
  • Co-organizer of "Mathematical Foundations of Learning Theory - II", Ecole normale supérieure, Paris, 2006

    • Awards & honors

    • 2010 Best reviewer award among COLT'10 PC members
    • 2010 CNRS Excellency in research bonus 2010-13
    • 2008 Young statistician award (Marie-Jeanne Laurent-Duhamel Prize)