Sotabase

Career

· Visiting Researcher, University of California, Berkeley2013–2019
· Ph.D. in Statistics, Stanford University2005–
· Principal Researcher, Criteo AI Lab
· Undergraduate Studies in Applied Mathematics, Ecole Polytechnique
· Principal Staff Software Engineer, LinkedIn Corporation
· Master's in Financial Mathematics, Stanford University
· The Voleon Group
· Assistant Professor, University of California, Berkeley

Publications (59)

Operator norm consistent estimation of large-dimensional sparse covariance matrices
2008
409
cited
Spectrum estimation for large dimensional covariance matrices using random matrix theory
2006
318
cited
Tracy–Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
2005
240
cited
The spectrum of kernel random matrices
2010
238
cited
Machine Learning and Portfolio Optimization
Management Sciences · 2018
236
cited
Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond
2009
129
cited
Fairness-Aware Learning for Continuous Attributes and Treatments
International Conference on Machine Learning · 2019
127
cited
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
2018
127
cited
Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators : rigorous results
2013
112
cited
High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation
2010
104
cited
On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n tend to infinity
2003
99
cited
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
2004
83
cited
On information plus noise kernel random matrices
2010
68
cited
Can We Trust the Bootstrap in High-dimensions? The Case of Linear Models
Journal of machine learning research · 2018
50
cited
Graph connection Laplacian methods can be made robust to noise
2016
50
cited
On the Realized Risk of High-Dimensional Markowitz Portfolios
SIAM Journal on Financial Mathematics · 2013
50
cited
Asymptotics for high dimensional regression M-estimates: fixed design results
2016
43
cited
Recent Results About the Largest Eigenvalue of Random Covariance Matrices and Statistical Application
2005
39
cited
Achieving Fairness via Post-Processing in Web-Scale Recommender Systems✱
Conference on Fairness, Accountability and Transparency · 2020
33
cited
Learning in repeated auctions
Found. Trends Mach. Learn. · 2020
32
cited
Sotabase
Noureddine El Karoui | Researcher Profile | Sotabase | Sotabase