Noureddine El Karoui

Noureddine El Karoui

Noureddine El Karoui

Professor
Office / Location
311 Evans Hall
Email
nkaroui@berkeley.edu
Research Expertise and 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, auction theory from the bidder standpoint, fairness, market design, control, reinforcement learning, statistics/ML/AI at industrial scale, design of experiments, game theory

In recent years I have worked as a Principal Researcher at Criteo AI Lab and a Principal Staff Software Engineer at LinkedIn.

My research interests include/have included 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 (especially from the bidder standpoint), fairness in Machine Learning, Market Design, control, learning to rank, and reinforcement learning. I am especially interested in industrial-scale statistics/machine learning/AI, opportunities and limitations therein, and connections to Economics.

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 (ICM; 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.

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