Philip Thompson

Associate Professor

FGV's EMAp School of Applied Mathematics

Research interests

The mathematical theory and applications of algorithms in stochastic optimization and statistical machine learning, including some aspects of high-dimensional statistics. My focus is on robust high-dimensional estimation and variants of stochastic gradient descent.

Experience & Education

• 2023-               Associate Professor, FGV EMAp School of Applied Mathematics

• 2020-2023     Assistant Professor (tenure-track), Purdue University, Daniels School of Business

• 2019                Research Associate, University of Cambridge, Statistical Laboratory

• 2017-2019     Fondation Math. Jacques Hadamard Post-doc Fellow, ENSAE-CREST (under contract with l’École Polytechnique)

• 2016-2017     Post-doc Fellow, Center for Mathematical Modelling of University of Chile

• 2011-2015     PhD student in Applied Mathematics, IMPA

Info

Google Scholar, LinkedIn, CV Lattes

Service

• AISTATS 2025 Reviewer

• COLT (Conference on Learning Theory): General programm committe in 2023, 2024

• BRAZOPT2024 FGV EMAp: Organizing committe (joint with other members of EMAp)

• Statistics and Optimization in Data Science Worskhop at Purdue University, Daniels School of Business (joint with Yichen Zhang).

• Quantitative Methods Area at Purdue University, Daniels School of Business: research seminar chair 2022, 2023

Referee Service

• Annals of Statistics

• Applied Intelligence (invited)

• COLT (Conference on Learning Theory) : 2019

• Computational Optimization and Applications

• Electronic Journal of Statistics

• Journal of Machine Learning Research

• Journal of the American Statistical Association

• Journal of the Royal Statistical Society - Series B

• Journal of Optimization Theory and Applications

• IEEE Transactions on Neural Networks and Learning Systems (invited)

• Machine Learning (invited)

• Management Science

• Mathematical Programming

• Mathematics of Operations Research (invited)

• Numerical Algorithms

• Operations Research

• Optimization Methods & Software

• Set-Valued and Variational Analysis

• SIAM Journal on Optimization

• Statistical Papers

Contact

Adress: FGV EMAp - Escola de Matemática Aplicada, Edifício Luiz Simões Lopes, Sede - Praia de Botafogo, 190 - 5º Andar - Botafogo, Rio de Janeiro - RJ, 22250-900

Emails: philipthomp AT gmail DOT com, philip DOT thompson AT fgv DOT br