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Gilles STOLTZ

Professor (Education Track)

Economics and Decision Sciences

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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

Books

Proceedings

Working papers

Scientific articles

Lipschitz Bandits without the Lipschitz Constant

Lecture Notes in Computer Science, 2011, vol. 6925, pp 144-158, (in coll. with S. Bubeck, J. Yuan Yu)

Pure exploration in finitely-armed and continuous-armed bandits

Theoretical Computer Science, April 2011, vol. 412, n° 19, pp 1832-1852, (in coll. with S. Bubeck, R. Munos)

X-armed bandits

Journal of Machine Learning Research, 2011, vol. 12, pp 1655-1695, (in coll. with C. Szepesvári, S. Bubeck, R. Munos)

A Geometric Proof of Calibration

Mathematics of Operations Research, November 2010, vol. 35, n° 4, pp 721-727, (in coll. with S. Mannor)

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)