During my studies, I did a 6-month research internship under the supervision of Philippe Naveau, at the Laboratoire des Sciences du Climat et de l’Environnnement. I was working on rainfall extremes clustering, by coupling Kullback-Leibler divergence and machine learning algorithms.
Before that, I also did a 3-month research internship at the University of Bristol, on non-parametric additive quantile regression. More specifically, it was about the statistical and computational advantages of smoothing the pinball loss. I was supervised by Matteo Fasiolo.