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Yvann Le Fay
┣━━ code for me
┃   ┣━━ greenkhorn_apdamd - Sinkhorn-like algorithms for regularised optimal transport, jax backend
┃   ┣━━ high_dimensional_vector_autoregression - high dimensional VAR using tensor factorization
┃   ┣━━ bayesianSDEsolver - efficient SDE samplers, jax backend
┃   ┗━━ abelian_sandpile_ensae - dynamical system exhibiting self-organised criticality
┣━━ code I helped with
┃   ┗━━ NeuroLang - probabilistic logic programming
┣━━ code I want to share
┃   ┣━━ particles - SMC in python
┃   ┣━━ blackjax - samplers in jax
┃   ┗━━ dynamax - state space models in jax
┗━━ work
    ┣━━ CREST (UMR9194) - Research Assistant working on Monte Carlo methods
    ┣━━ École Normale Supérieure Paris-Saclay
    ┃   ┗━━ M.Sc., MVA
    ┣━━ ENSAE
    ┃   ┗━━ M.Eng., Financial Engineering and Statistics
    ┣━━ Aalto University - Research Assistant
    ┣━━ INRIA - Research Assistant
    ┗━━ Lombard Odier Investment Managers - Quantitative Researcher

Feel free to reach me: {firstname}{lastname}ensaefr, +33 6 45 44 70 93. My curriculum vitæ.