Bregman meets Lévy: Stochastic mirror descent with heavy-tailed noise in continuous and discrete time
P.-L. Cauvin and P. Mertikopoulos. In ICML '26: Proceedings of the 43rd International Conference on Machine Learning, 2026.
CV
Education
- Ph.D in Applied Mathematics, Université Grenoble Alpes, 2024 - Current
- M.S. in Applied Mathematics, Université Grenoble Alpes, 2022 - 2023
- French Engineering School (equivalent M.S.), ENSIMAG, 2020 - 2023
- La Prépa des INP (equivalent B.S.), Grenoble, 2018 - 2020
Work experience
- Nov. 2023 - May. 2024: Research Engineer/Assistant
- Laboratoire Jean Kuntzmann, Université Grenoble Alpes
- Feb. 2023 - Sep. 2023: Research Intern
- Laboratoire d’Informatique de Grenoble & Laboratoire Jean Kuntzmann, Université Grenoble Alpes
- Supervisor: Panayotis Mertikopoulos
- Jun. 2022 - Sep. 2023: Industry Research Intern
- Criteo AI Lab, Echirolles
- Supervisor: Matthieu Martin
- Jun. 2021 - Jul. 2021: Research Intern
- Laboratoire Jean Kuntzmann, Université Grenoble Alpes
- Supervisor: Hervé Guiol
Publications
The Impact of Uncertainty on Regularized Learning in Games
P.-L. Cauvin, D. Legacci, and P. Mertikopoulos. In ICML '25: Proceedings of the 42nd International Conference on Machine Learning, 2025.
The Robustness of Game Dynamics under Random Perturbations
P.-L. Cauvin. Master Thesis, 2023.
Edgeworth Expansion for Bernoulli Weighted Mean
P.-L. Cauvin. Technical report, 2022.
Talks
Stochastic Dynamics on Constrained Spaces and their Applications
Talk at GHOST (Games, matHematical Optimization and STochastic systems) Day, Grenoble, FR
The Impact of Uncertainty on Learning in Games
Talk at SHARP+Foundry Workshop @COLT2025, Lyon, FR
Stochastic Dynamics on the Simplex: Theory and Applications
Talk at Grenoble Optimization Reading Group (GORGeous), Grenoble, FR
The Robustness of Game Dynamics under Random Perturbations
Talk at Grenoble Optimization Reading Group (GORGeous), Grenoble, FR