I’m Guillaume Ausset, PhD in Machine Learning. I’m studying survival analysis from the machine learning point of view and try to obtain non-asymptotic results without assumptions on the underlying generating process. My PhD thesis was financed by BNP Paribas where I applied my results to credit rating. I’m also interested in applying it to medicine (but not as much as the other Ausset.) In another life I studied stochastic calculus and mathematical finance, and worked as a quant. You can still find cheat sheets I had written for exams here.

I worked with Télécom Paris and the CDC on bias in machine learning where we tried to understand, analyse and eliminate the various forms of bias that people looking for state-funded formations can face.

I am currently working for Younited Credit where I am applying the state-of-the-art in default prediction to improve credit decisions.

You can find my full CV [here] or [here] if you prefer one pagers.

I’m currently very interested by normalizing flows and probabilistic programming. I love Julia and think more people should give it a try.

This blog was generated with Hakyll, a Haskell static site generator, when I somehow decided 7 years ago that I wanted to learn Haskell. I’ve forgotten everything about Haskell by now, though.

The source is entirely accessible here.

You can write to me at guillaume at ausset dot me. You can verify I am indeed me by using PGP. If you are a recruiter, I will definitely read your mail if it is PGP signed.