Philip Thompson

Associate Professor at FGV School of Applied Mathematics since August 2023. Assistant Professor (tenure-track) at Purdue University from Jan 2020 to July 2023. Prior to that I was Research Associate at University of Cambridge (2019), a Fond. Math. Jacques Hadamard post-doc fellow (under contract with École Polytechnique) at ENSAE ParisTech (2017-2018) and Post-doctoral Fellow at the Center for Mathematical Modeling (CMM), Chile (2016-2017). I obtained a PhD in Mathematics in Dec. 2015 from the Instituto Nacional de Matemática Pura e Aplicada (IMPA) (UMI 2924-CNRS) with visiting appointments at CMM. My advisors were professors Alfredo Iusem (IMPA) and Alejandro Jofré (CMM) with collaboration of Prof. Roberto I. Oliveira (IMPA). I also have a Master's degree in Mathematics from IMPA and an BS Electronic Engineering degree from ITA.Main topics of interest are: (1) Robust high-dimensional estimation, connections with optimization, (2) stochastic gradient methods

Professor Associado na FGV Escola de Matematica Aplicada desde Agosto 2023. Professor Assistente (tenure-track) na Purdue University de Jan 2020 a Julho de 2023. Anteriormente, fui Research Associate na Universidade de Cambridge (2019), a Fond. Math. Jacques Hadamard post-doc fellow (em contrato com l'École Polytechnique) no CREST-ENSAE (2017-2018) e Post-doc no Centro de Modelamiento Matematico, Chile (2016-2017). Obtive o doutorado em matematica em Dezembro de 2015 pelo IMPA com periodo sanduiche no CMM, sendo orientado por Alfredo Iusem (IMPA) e Alejandro Jofré (CMM) com colaboracao de Roberto I. Oliveira (IMPA). Tambem obtive mestrado em matematica pelo IMPA e graduacao em engenharia eletronica pelo ITA.Topicos de interesse em pesquisa: (1) Estimacao robusta em alta dimensao, conexoes com otimizacao, (2) metodos do tipo gradiente estocastico.