Dr. Lelarge is a researcher at INRIA in the DYOGENE Research team which is part of the computer science department of Ecole Normale Superieure, (Paris, France). He is also a lecturer in deep learning at Ecole Polytechnique (Palaiseau, France) and Ecole Normale Superieure. He graduated from Ecole Polytechnique, qualified as an engineer at Ecole Nationale Superieure des Telecommunications (Paris) and received a PhD in Applied Mathematics from Ecole Polytechnique in 2005. His research interests include machine learning, deep learning, graphs and data analytics. Dr. Lelarge received the NetGCoop 2011 Best Paper Award with his PhD student E. Coupechoux, was awarded the 2012 SIGMETRICS rising star researcher award and the 2015 Best Publication in Applied Probability Award with Mohsen Bayati and Andrea Montanari for their work on compressed sensing.
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OnlineSampling.jl is a Julia package for online Bayesian inference on reactive models, i.e., streaming probabilistic models.
Online sampling provides 1) a small macro based domain specific language to describe reactive models and 2) a semi-symbolic inference algorithm which combines exact solutions using Belief Propagation for trees of Gaussian random variables, and approximate solutions using Particle Filtering.