Publications
A complete and up-to-date list is available on my Google Scholar. My PhD thesis, Spherical integrals and their applications to random matrix theory, is available here.
2026
Spectral Thresholds in Correlated Spiked Models and Fundamental Limits of Partial Least Squares
AISTATS 2026, Proceedings of Machine Learning Research 300.
2025
Computational Thresholds in Multi-Modal Learning via the Spiked Matrix-Tensor Model
Preprint, 2025.
Optimal Spectral Transitions in High-Dimensional Multi-Index Models
NeurIPS 2025, Advances in Neural Information Processing Systems 38.
2024
Replica method for computational problems with randomness: principles and illustrations
Journal of Statistical Mechanics: Theory and Experiment 2024, 104002.
Fundamental Limits of Non-Linear Low-Rank Matrix Estimation
Conference on Learning Theory (COLT), 2024.
Spectral Phase Transition and Optimal PCA in Block-Structured Spiked Models
International Conference on Machine Learning (ICML), 2024.
2023
2022
Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices
Journal of Statistical Mechanics: Theory and Experiment, 2022, 063301.
An explicit example for the high temperature convolution: crossover between the binomial law B(2,1/2) and the arcsine law
Preprint, 2022.
Rank one HCIZ at high temperature: interpolating between classical and free convolutions
SciPost Physics 12, 022 (2022).
2021
Stability of large complex systems with heterogeneous relaxation dynamics
Journal of Statistical Mechanics: Theory and Experiment, 2021, 123301.
2020
Asymptotic behavior of the multiplicative counterpart of the Harish-Chandra integral and the S-transform
Preprint, 2020.