GINSBOURGER DAVID

Senior Researcher
Uncertainty Quantification and Optimal Design
IDIAP Research Institute
Switzerland

Professor Engineering
Biography

I am working as Permanent Senior Researcher at Idiap Research Institute (Martigny, Switzerland) and as Dozent in the Institute of Mathematical Statistics and Actuarial Science, Department of Mathematics and Statistics, University of Bern. I defended my Habilitation in Statistics and Applied Probability before the Faculty of Science of the University of Bern in 2014 and my PhD in Applied Mathematics at the Ecole des Mines de Saint-Etienne in 2009. Previous to that, I obtained a double graduate diploma from Ecole des Mines de Saint-Etienne and Berlin Technical University (2005), a research master's degree in Applied Mathematics jointly awarded by Jean Monnet University and Ecole des Mines de Saint-Etienne (2005), and a licence in Mathematics from Joseph Fourier University, Grenoble (2002). From 2008/2009, I worked as an assistant and a scientific collaborator, respectively in the Department of Mathematics and the Centre for Hydrogeology and Geothermics (Stochastic Hydrogeology Group), University of Neuchatel, before starting to work as Senior Assistant (2010) and then Dozent (2014) at the Institute of Mathematical Statistics and Actuarial Science of the University of Bern. The Uncertainty Quantification and Optimal Design group started at Idiap in 2015.

Research Intrest

A significant part of my research deals with Gaussian random field modelling and adaptive design of experiments, with a focus on bayesian global optimization and related topics including bayesian set estimation. Further research interests include the design and the estimation of covariance kernels and parameters, as well as connections between Kriging and functional analysis approaches from the RKHS theory. From the real-world application side, I have been working with a number of colleagues both from engineering and from geosciences. Recently, my team and I have started some collaborations with climate scientists.

List of Publications
Marmin S, Chevalier C, Ginsbourger D (2016)Efficient batch-sequential Bayesian optimization with moments of truncated Gaussian vectors.
Azzimonti D, Ginsbourger D, Chevalier C, Bect J, Richet Y(2016) Adaptive Design of Experiments for Conservative Estimation of Excursion Sets.
Marmin S, Ginsbourger D, Baccou J, Liandrat J. Warped Gaussian processes and derivative-based sequential design for functions with heterogeneous variations.
Binois M, Ginsbourger D, Roustant O (2017) On the choice of the low-dimensional domain for global optimization via random embeddings.
Azzimonti D, Ginsbourger D (2017) Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation. Journal of Computational and Graphical Statistics.

Global Scientific Words in Engineering