Research

Pre-prints

• Momentum Smooths the Path to Gradient Equilibrium
  J. V. Romano, M. Zaffran, R. J. Tibshirani
  2026

• Predictive Uncertainty Quantification with Missing Covariates
  M. Zaffran, J. Josse, Y. Romano, A. Dieuleveut
  2024
  arXiv, hal

• Adaptive probabilistic forecasting of French electricity spot prices
  G. Dutot^*, M. Zaffran^*, O. Féron, Y. Goude
  2024
  arXiv, hal

Publications

• Conformal Prediction with Missing Values
  M. Zaffran, A. Dieuleveut, J. Josse, Y. Romano
  ICML, 2023
  arXiv

• Adaptive Conformal Predictions for Time Series
  M. Zaffran, O. Féron, Y. Goude, J. Josse, A. Dieuleveut
  ICML, 2022
  45’ talk
  code

• qgam: Bayesian non-parametric quantile regression modelling in R
  M. Fasiolo, S. N. Wood, M. Zaffran, R. Nedellec, Y. Goude
  Journal of Statistical Software, 2021
  arXiv

• Fast calibrated additive quantile regression
  M. Fasiolo, S. N. Wood, M. Zaffran, R. Nedellec, Y. Goude
  Journal of the American Statistical Association, 2020
  arXiv

• On the Wiener optical method to study molecular diffusion in liquids
  J.M. Roussel, M. Gailhanou, A. Larrivé, L. Montero, M. Zaffran, C. Torregrosa
  American Journal of Physics, 2020