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Clara Lage

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Degrees

MSc in Mathematics

Instituto Nacional de Matematica Pura e Aplicada (IMPA)
2016

Phd in Applied Mathematics

Paris Sorbonne University and Instituto Nacional de Matematica Pura e Aplicada (IMPA)
2020

Languages

  • Portuguese (Native)
  • French (Advanced)
  • English (Advanced)


Content :

- Position and Interests
- Scientific Journey
- Publications
- Teaching Experience
- Talks in Academic Events


Position

Postdoc at ENS de Lyon

since 2022

I am a postdoctoral researcher at ENS de Lyon in the Physics Laboratory (Sisyphe team). My expertise lies in continuous optimization, with a focus on stochastic optimization and nonlinear inverse problems. Throughout my career, I have worked on diverse applied challenges, spanning fields from energy to DNA replication.

Research topics in Optimization:

  • Non-linear inverse problems
  • Sparse coding
  • Stochastic optimization
  • Optimization with Optimal transport criterion


(NEW) Article "Identifying a piecewise affine signal from its nonlinear observation - application to DNA replication analysis" published in Transactions on Signal Processing.

(NEW) I have been awarded the - Prix Dodu 2024 - Best presentation at the SMAI-MODE conference.

Scientific Journey

  • (2022-) Postdoc at ENS de Lyon
    • Colaborators: Nelly Pustelnik, Benjamin Audit, Rémi Gribonval and Jean-Michel Arbona.
  • (2020-2022) Postdoc at Ecole Polytechnique
    • Colaborator: Emmanuel Gobet.
  • (2016-2020) PhD in Applied Mathematics
    • Advisors: Mikhail Solodov and Jean-Marc Bonniseau. Co-advisor: Claudia Sagastizabal
  • (2014-2016) MSc in Mathematics
    Advisor: Felipe Linares

    • Journal Publications and Preprints

  • Identifying a piecewise affine signal from its nonlinear observation - application to DNA replication analysis. Accepted for publication in Transactions on Signal Processing. - Published 2025 -
    • Clara Lage, Nelly Pustelnik, Benjamin Audit, Jean-Michel Arbona and Rémi Gribonval.
  • Time-Scale Hybrid Continuous-Discrete Sliding Frank-Wolfe Method. IEEE Signal Processing Letters. 31 830-834 - Published 2024 -
    • Clara Lage, Nelly Pustelnik, Jean-Michel Arbona and Benjamin Audit.
  • Structured Dictionary Learning of Rating Migration Matrices for Credit Risk Modeling. Computational Statistics 2024 - Published 2024 -
    • Michael Allouche, Emmanuel Gobet, Clara Lage and Edwin Mangin*.
    * Authors listed in alphabetic order
  • Optimal ecological transition path of a credit portfolio distribution, based on Multidate Monge-Kantorovich formulation. Annals of Operation Reseach. -Published 2023-
    • Emmanuel Gobet and Clara Lage*.
    * Authors listed in alphabetic order
  • Increasing Reliability of Price Signals in Long Term Energy Management Problems. Computational Optimization and Applications -Published 2023-
    • Guillaume Erbs, Clara Lage, Claudia Sagastizabal, Mikhail Solodov*.
    * Authors listed in alphabetic order
  • Multiplier Stabilization Applied to Two-Stage Stochastic Programs. Journal of Optimization Theory and Applications. -Published 2020-
    • Clara Lage, Claudia Sagastizabal and Mikhail Solodov*.
    * Authors listed in alphabetic order

    Conference Publications

  • Codage espace-échelle parcimonieux en présence de bruit non-gaussien. Application à l’analyse de la réplication de l’ADN en molécule unique. GRETSI (Colloque Francophone de Traitement du Signal et des Images). -Published 2023-
    • Clara Lage, Nelly Pustelnik, Jean-Michel Arbona and Benjamin Audit.

    Talks in Academic Events

  • Journées SMAI-MODE 2024
  • Colloque Francopone Gretsi (Groupe de Recherche et d'Etudes de Traitement du Signal et des Images), Grenoble, 2023
  • Financial Risk Forum. Paris, 2022
  • NeurIPS Workshop: Optimal Transport in Machine Learning, Online conference, 2022
  • ICSP (International Conference on Stochastic Programming),Throndheim, 2019
  • ISMP (International Symposium Mathematical Programming), Bordeaux, 2018

    • Teaching Experience

  • Optimization: Theory and Applications - Master Level, Ecole Polytechnique and Paris Dauphine University (MAP652A) - 25h
  • Statistics (TD) - Master Level, Ecole Polytechnique (MAP531) - 20h
  • Probability Theory (TD) - Engineer Level, Ecole Polytechnique (MAP361) - 15h