Noureddine El Karoui

Professor
Primary Research Area: 
Applied & Theoretical Statistics
Sub-Focus: 
Applied Statistics, Theory of Statistics
Email: 
nkaroui [at] berkeley [dot] edu
Office / Location: 
311 Evans Hall

I am currently on leave from Berkeley, and work as a Principal Researcher at Criteo in Palo Alto (Criteo is a leading French tech company).

My research interests include high-dimensional statistics, random matrices, high-dimensional robust regression, high-dimensional M-estimation, the bootstrap and resampling in high-dimension, limit theorems and statistical inference, as well as applied statistics and connections to Finance. I am currently also working on auction theory (from the bidder standpoint).

I am a recipient of a Sloan Research Fellowship (Mathematics), an IMS Fellowship, and was an invited speaker at the 2018 International Congress of Mathematicians (probability and statistics section). My research has been supported by NSF grants (including a CAREER grant) and a Sloan research fellowship. I am grateful for their support.

Brief bio:

I did my undergraduate studies at Ecole Polytechnique, in France, majoring in Applied Mathematics. I then studied at Stanford, where I got a PhD in Statistics (co-advised by David Donoho and Iain Johnstone) and a Master's in Financial Mathematics. After my Phd, I did a 1-year post-doc in genetic epidemiology (advised by Alice Whitemore) and then joined UC Berkeley.

Select Publications: 

 

Research Interests: 

High-dimensional statistics, random matrices, high-dimensional robust regression, high-dimensional M-estimation, the bootstrap and resampling in high-dimension, limit theorems and statistical inference, applied statistics. Recent interests include auction theory from the bidder standpoint.