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.

A heartfelt thank you to Elena Issoglio for the privilege of inviting me to present a mini-course on generative models at the Università degli Studi di Torino in June 2025, as part of her doctoral course, Deep learning: an introduction and some mathematical results, within the PhD program Modeling and Data Science.

You can find my CV here.

Publications

• Controlled superprocesses and HJB equation in the space of finite measures, A. O., 2025, Journal of Mathematical Analysis and Applications (JMAA), HAL, arXiv, .
  
• 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, accepted for publication in Transactions on Machine Learning Research (TMLR).
  
• A stochastic target problem for branching diffusion processes, Idris Kharroubi, A. O., 2024, Stochastic Processes and their Applications, Volume 170, 2024, HAL, arXiv.
  

Pre-prints

• Discrete Markov Probabilistic Models, Le-Tuyet-Nhi Pham, Dario Shariatian, A.O., Giovanni Conforti, Alain Durmus, 2025, HAL, arXiv
  
• Beyond Log-Concavity and Score Regularity: Improved Convergence Bounds for Score-Based Generative Models in W2-distance, Marta Gentiloni-Silveri, A. O., 2025, HAL, arXiv
  
• Optimal Stopping of Branching Diffusion Processes, Idris Kharroubi, A. O., 2024, HAL, arXiv
  
• Relaxed formulation for Controlled Branching Diffusions, Existence of an Optimal Control and HJB Equation, A. O., 2023, HAL, arXiv
  

You can listen to me at...

• Seminar of the GT MathsFi group, LPSM, Sorbonne Université et Université de Paris Cité, Paris, France (March 27, 2025)
• Rencontres statistiques du CEREMADE, Paris Dauphine University, Paris, France (Mars 31, 2025)
• Séminaire MIA Paris Saclay, AgroPariTech - INRAE, Campus Agro Paris-Saclay, Palaiseau, France (April 3, 2025)
• PASTA team seminar, PASTA team, INRIA, Nancy, France (April 4, 2025)
• Groupe de Travail Méthodes Stochastiques et Finance, CERMICS, École nationale des ponts et chaussées ParisTech, Champs-sur-Marne, France (April 8, 2025)
• Paris Bachelier Seminar, Henri Poincaré Institute, Paris, France (April 11, 2025)
• Mini-course on Generative Models, part of the doctoral course Deep learning: an introduction and some mathematical results by Elena Issoglio, PhD program Modeling and Data Science, Università degli Studi di Torino, Italy (June 2025)

You could have listened me at...

• Workshop Fondements Mathématiques de l'IA, Sorbonne Center for AI (SCAI), Paris, France (March 25, 2025)
• Séminaire de probabilités et statistiques, LAMA, Université Gustave Eiffel, Champs-sur-Marne, France (March 6, 2025)
• Seminar of the MathsFi group, CMAP, École Polytechnique, Palaiseau, France (March 5, 2025)
• CSD Seminar, Centre Sciences des Données, École Normale Supérieure, Paris, France (February 27, 2025)
• Séminaire SAF - ISFA, Institut des Sciences Financières et d’Assurances, Université Claude Bernard Lyon 1, Lyon, France (February 21, 2025)
• Dolomites Winter School, Folgarida and Madonna di Campiglio, Trento, Italy (January 26-31, 2025)
• Bachelier Colloquium, Métabief, France (January 13-18, 2025)
• Probability & Statistics seminar, Jean Alexandre Dieudonné Laboratory, Université de Nice Côte d'Azur, Nice, France (November 5, 2024)
• 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)

2024-2025

• Data Science, CPES, Lycée International de Palaiseau, Year 2 of the Bachelor Program (class teacher)
• Non-life insurace, ISUP, Master Actuariat (class teacher - 75 students)
• M2 thesis, Sorbonne Université, ISUP, Master Actuariat (academic supervisor of 8 students)

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)