Scholar
Paul Rognon-Vael
Google Scholar ID: k2n2F5gAAAAJ
PhD student, Universitat Pompeu Fabra, Universitat Politècnica de Catalunya
Citations & Impact
Citations
41
H-index
1
i10-index
1
Publications
4
Co-authors
0
Contact
Publications
Resume
Academic Achievements
- Publications: Empirical Bayes for Data Integration (preprint); Sparse Nonparametric Contextual Bandits (preprint). Presented at multiple academic conferences such as StatMathAppli 2025, CMStatistics 2025, ISBA 2024, UAI 2024, and won a student award at ICSDS 2023.
Research Experience
- Currently a postdoc in Botond Szabo's research group at Bocconi University; previously a research intern at Marta Melé's lab at the Barcelona Supercomputing Center, working on transcriptomics; worked as a quantitative finance analyst for large and midsize banks in the US, handling various risks (climate, market, credit, liquidity, operational, fair lending).
Education
- PhD from Universitat Pompeu Fabra (UPF) and Universitat Politècnica de Catalunya (UPC), advised by David Rossell and Piotr Zwiernik.
Background
- Research interests: high-dimensional inference at the intersection of Bayesian and frequentist theory; data integration and transfer learning, particularly in improving variable selection properties; sparse bandit theory. Other interests include covariance matrix sampling, federated learning, causality, graphs and networks, extreme values, and learning under fairness constraints.
Miscellany
- Personal interests: attending academic conferences, traveling, and networking with peers.