Margaux Zaffran

Since October 2025, I am a postdoctoral researcher in the Probability and Statistics team of Laboratoire de Mathématiques d’Orsay, working with Evgenii Chzhen. I am grateful to the Fondation Mathématique Jacques Hadamard for funding my postdoctoral position since October 2026 as a Thematic PostDoc Fellowship.

Before that, I was a postdoctoral researcher in the Statistics Department of UC Berkeley, working with Ryan Tibshirani. In June 2024 I completed my PhD in statistics, under the supervision of Aymeric Dieuleveut from CMAP, Ecole Polytechnique, of Julie Josse, from Inria, and of Olivier Féron (director of the FiME laboratory) and Yannig Goude from EDF R&D.

I am interested in developing and studying statistical tools that equip end users with reliable guarantees. In particular, I like to think about how to post-process the outputs of black-box algorithms in a way that yields provable guarantees under lightweight assumptions satisfied in practice. As an example, one can think about predictive uncertainty quantification, especially with distribution-free finite-sample guarantees in a post-hoc setting. During my PhD, I had a particular emphasis in the context of time series or missing features.

News

• Happy to announce that our paper, Momentum Smooths the Path to Gradient Equilibrium, with João Romano and Ryan Tibshirani, has been accepted for presentation at NeurIPS 2026.
• Incredibly thrilled to learn that my research project, GUIDDE, has been accepted as a 2025 Marie Skłodowska-Curie Actions Global Fellowship.
• I am sincerely humbled to have been selected as co-laureate of the Jacques Neveu PhD Award. Many thanks to the SMAI.
• I was really honored to receive (on Wednesday 14th of January, 2026) the Paul Caseau PhD Thesis Award, by EDF and the National Academy of Technologies of France. Many thanks to them.
• I was very privileged to receive the Maths, Businesses & Society PhD Award during the 2025 Businesses & Mathematics Forum. Many thanks to AMIES, SFdS, SMAI and SMF.

Upcoming events

October 29-30, 2026. I will be in Belgium to give a course on conformal prediction at ISBA, UCLouvain! Registration is open through this link.

November 12, 2026. I will give a talk in the MAGNET Inria team, in Lille. Many thanks for the invitation!

December 8-11, 2026. I will attend NeurIPS 2026, in Paris, as well as the ELLIS UnConference right before. Happy to meet new and old friends through coffee, please send an email if you are interested! I will also present a poster in the main conference, about our joint work with João Romano and Ryan Tibshirani; Momentum Smooths the Path to Gradient Equilibrium. Please drop by (poster session 4)

Community

As a former member, I can not help but keep the links to the Young Statisticians Group of the French Statistical Society (SFdS) on this website.

I served as a conference reviewer for AISTATS 2023 (10% top reviewer), for NeurIPS 2023 and 2026 and as a journal reviewer for the Journal of the Royal Statistical Society, Series B, for Statistics and Computing journal, for the International Journal of Forecasting, for the Machine Learning journal and for the Journal of Business and Economics Statistics.

News archive

• Very happy to announce that I succesfully defended my PhD last Tuesday! A huge thanks to the members of the jury. Slides available, as well as the manuscript.
• Really enthusiastic that our tutorial’s proposition, Distribution-Free Predictive Uncertainty Quantification: Strengths and Limits of Conformal Prediction, with Aymeric Dieuleveut, was accepted at UAI and ICML! Pick your favorite European destination for the summer and see you there :D
• Super excited to announce that I have been named one of the Fondation L’Oréal-UNESCO 2023 French Young Talents, along with 34 amazing French women scientists at the doctoral or post-doctoral level!
• Just released an introductive tutorial (slides) on Conformal Prediction! Going from the standard split mean-regression case towards beyond exchangeability, passing by conditional coverage, classification, and no (other) splitting strategies.
• Super happy that the work with Aymeric Dieuleveut, Julie Josse, and Yaniv Romano, Conformal Prediction with Missing Values, was accepted to ICML 2023!
• I was very honored to receive the Séphora Berrebi Scholarship for Women in Advanced Mathematics. Many thanks to the Séphora Berrebi Association.
• From August to October 2022, I was visiting Yaniv Romano and his group at the Technion. Thanks for hosting me! I also thank the FMJH and LMH for funding this stay abroad.
• Our paper, Adaptive Conformal Predictions for Time Series, has been accepted to ICML 2022!
• My Master’s thesis was awarded the prize of the best end-of-studies project by ENSTA Alumni. Thanks a lot to them, and to Philippe Naveau who supervised me!
• I presented Adaptive Conformal Predictions for Time Series at the International Seminar on Distribution-Free Statistics (ISDFS). Thanks a lot Anastasios for the kind invitation!