Since December 2023, I have been a member of the OCEAN team, serving as a Postdoctoral researcher in Statistics and Machine Learning. OCEAN is an ERC Synergy grant led by Eric Moulines (Ecole Polytechnique), Michael I. Jordan (UC Berkeley, INRIA), Christian Robert (Université Paris Dauphine) and Gareth Roberts (University of Warwick). Currently based at Ecole Polytechnique, I work under the guidance of Eric Moulines.

Previously, I was a Ph.D. student in Probability, since January 2021, at LPSM, Sorbonne University in Paris, under the supervision of Idris Kharroubi. I defended my thesis on November 20, 2023. If you're curious about my research, you can explore the manuscript HERE.

My research interests are about Generative models, Stochastic control, Mean-Field interactions, and Branching processes. Feel free to reach out to discuss about any of this topics (and beyond) at antonio.ocello[at]polytechnique.edu.

You can find my CV here.

NB:

Publications

• A stochastic target problem for branching diffusion processes, Idris Kharroubi, A. O., Stochastic Processes and their Applications, Volume 170, 2024, HAL, arXiv
  

Pre-prints

• An analysis of the noise schedule for score-based generative models, Stanislas Strasman, A. O., Claire Boyer, Sylvain Le Corff, Vincent Lemaire, 2024, HAL, arXiv
  
• Optimal Stopping of Branching Diffusion Processes, Idris Kharroubi, A. O., 2024, HAL, arXiv
  
• Controlled superprocesses and HJB equation in the space of finite measures, A. O., HAL, arXiv
  
• Relaxed formulation for Controlled Branching Diffusions, Existence of an Optimal Control and HJB Equation, A. O., 2023, HAL, arXiv
  

Works in progress ...

• Tsunami hazard linked to submarine landslides on the Alboran Sea, Sara Lafuerza, Alain Rabaute, Maud Thomas, Jacques Sainte-Marie, Apolline El Baz, Marie-Odile Bristeau, A. O., Anne Mangeney, Elia d’Acremont

You can listen to me at...

• Probability & Statistics seminar, Jean Alexandre Dieudonné Laboratory, Université de Nice Côte d'Azur, Nice, France (November 5, 2024)

You could have listened me at...

• Mathematical insights from Markets, Control, and Learning, mini-course on Mean Field Interactions in Stochastic Games, Centre Paul Langevin, Aussois, France (September 23-27, 2024)
• Workshop on Risk management & Green finance, Università degli Studi di Firenze, Florence, Italy (September 12-13, 2024)
• ERC OCEAN Summer retreat, mini-course on Mean Field Interactions in Stochastic Games, University of Ca’ Foscari, Venice, Italy (July 7-12, 2024)
• Diffusions in machine learning: Foundations, generative models and non-convex optimisation, The Alan Turing Institute, London, United Kingdom (June 24-27, July 15-19, 2024)
• Young Researchers Seminar - CEREMADE, Paris Dauphine University, Paris, France (April 11, 2024)
• Finance and Financial Econometrics Seminar, ENSAE-CREST, Palaiseau, France (April 5, 2024)
• Groupe de travail Statistique et Probabilités, LPSM - Université de Paris Cité, Paris, France (March 27, 2024)
• Ph.D. students seminar of the LPSM, LPSM - Sorbonne Université, Paris, France (March 25, 2024)
• Workshop of the SIMPAS group, Puy-Saint-Vincent, France (March 11-15, 2024)
• Finance For Energy Market (FIME) PhD students' seminar, Henri Poincaré Institute, Paris, France (March 8, 2024)
• Paris Bachelier Seminar, Henri Poincaré Institute, Paris, France (February 9, 2024)
• Séminaire Parisien de Statistique, Henri Poincaré Institute, Paris, France (February 5, 2024)
• Ph.D. Defense, Sorbonne Université, Paris, France (November 20, 2023)
• Séminaire de probabilités et statistiques, LAMA, Université Gustave Eiffel, Champs-sur-Marne, France (November 16, 2023)
• Chaire Modélisation Mathématique et Biodiversité, Ecole Polytechnique, Palaiseau, France (October 19, 2023)
• Congrès des Jeunes Chercheurs en Mathématiques et Applications 2023, CentraleSupélec, Gif-sur-Yvette, France (September 25-27, 2023)
• Spring School in Probabilistic methods in population biology, TU Darmstadt, Darmstadt, Germany (March 27-31, 2023)
• Finance group seminar, Pôle Universitaire Léonard de Vinci, Courbevoie - La Défense, France (December 8, 2022)
• Potsdam Research Seminar in Probability Theory, Universität Potsdam, Potsdam, Germany (November 28, 2022)
• Ph.D. students seminar of the LPSM, LPSM - Sorbonne Université, Paris, France (November 21, 2022)
• London-Paris Bachelier Workshop, Henri Poincaré Institute, Paris, France (September 15-16, 2022)
• Third Italian Meeting on Probability and Mathematical Statistics, Università degli Studi di Bologna, Bologna, Italy (June 13-16, 2022)
• Mathematical and statistical methods for Actuarial science and Finance (MAF2022), Università degli Studi di Salerno, Salerno, Italy (April 20-22, 2022)
• Ph.D. students seminar of the LPSM, LPSM - Sorbonne Université, Paris, France (April 11, 2022)

You could have seen me presenting a poster at...

• Fourth Italian Meeting on Probability and Mathematical Statistics, University of Rome Tor Vergata, Sapienza University of Rome, the University of Roma Tre, and LUISS, Rome, Italy (June 10-14, 2024)
• French Japanese Conference on Probability & Interactions, IHES - Marilyn and James Simons Conference Center, Bures-sur-Yvette, France (March 8, 2024)
• A Random Walk in the Land of Stochastic Analysis and Numerical Probability, CIRM, Marseille, France (September 4-8, 2023)
• 43rd Conference on Stochastic Processes and their Applications, University of Lisbon, Lisbon, Portugal (July 24-28, 2023)

You could have found me at...

• London-Paris Bachelier Workshop, Henri Poincaré Institute, Paris, France (September 19-20, 2024)
• A lifelong journey in stochastic analysis: from branching processes to statistical mechanics, Institut Henri Poincaré, Paris, France (May 27-28, 2024)
• Vers une supply chain alimentaire durable, Sorbonne Center of Artificial Intelligence (SCAI), Paris, France (May 2, 2024)
• Mini-Workshop in Learning and Incentives, INRIA Paris, Paris, France (April 30, 2024)
• Journées Louis Antoine, Université de Rennes, Rennes, France (March 21-22, 2024)
• Workshop on Particle Systems in Dynamics, Optimization, and Learning, Lagrange Mathematics and Computation Research Center, Paris, France (March 6-7, 2024)
• Fondements Mathématiques de l'IA , Sorbonne Center of Artificial Intelligence (SCAI), Paris, France (January 31, 2024)
• Journées YSP (Young Statisticians and Probabilists), Institut Henri Poincaré, Paris, France (January 17, 2024)
• Mean field interactions with singular kernels and their approximations, Institut Henri Poincaré, Paris, France (December 18–22, 2023)
• From matchings to markets. A tale of Mathematics, Economics and Computer Science., CIRM, Marseille, France (December 11-15, 2023)
• NeurIps@Paris 2023, SCAI, Paris, France (December 6-7, 2023)
• Les Probabilités de Demain, Institut Henri Poincaré, Paris, France (November 15, 2023)
• Conférence en l'honneur d'Eric Moulines, Institut Henri Poincaré, Paris, France (September 13-14, 2023)
• Elisabeth Gassiat - a path in modern statistics, Institut de mathématique d'Orsay, Orsay, France (May 31-June 2, 2023)
• Journées YSP (Young Statisticians and Probabilists), Institut Henri Poincaré, Paris, France (January 27, 2023)
• Workshop on Mean Field Games and Applications, Lagrange Mathematics and Computation Research Center, Paris, France (December 12-14, 2022)
• 9th International Colloquium on BSDEs and Mean Field Systems, Université Savoie Mont-Blanc, Annecy, France (June 27-July 6, 2022)
• Workshop on Stochastic Games and Martingale Optimal Transport, Università degli Studi di Milano, Milano, Italy (May 5-6, 2022)

2024-2025

• Data Science, CPES, Lycée International de Palaiseau, Year 2 of the Bachelor Program (class teacher)

2023-2024

• Markov Chains and Martingales (MAP432), Ecole Polytechnique, Year 2 of the Ingénieur Polytechnicien Program (tutor)
• M2 thesis, Sorbonne Université, ISUP, Master Actuariat (academic supervisor of 4 students)
• Mathematics, Sorbonne Université, Diplôme Universitaire de Retour aux Études Supérieures des Personnes Exilées

2022-2023

• Probabilités numériques et statistiques computationnelles, Sorbonne Université, M1 Mathématiques et Applications (practical classes - 20 students)

2021-2022

• Modélisation statistique, Sorbonne Université, M1 Mathématiques et Applications (practical classes - 20 students)
• Probabilités numériques et statistiques computationnelles, Sorbonne Université, M1 Mathématiques et Applications (practical classes - 20 students)
• Finance stochastique, ISUP, Master Actuariat (exercise classes - 75 students)

2020-2021

• Probabilités numériques et statistiques computationnelles, Sorbonne Université, M1 Mathématiques et Applications (practical classes - 20 students)
• Finance stochastique, ISUP, Master Actuariat (exercise classes - 75 students)

2017-2018

• Geometria I, Università degli Studi di Padova, Bachelor in Mathematics (exercise classes - 50 students)