Head of research @Califrais

Published articles

  • Scaling ResNets in the Large-depth Regime. Marion, P., Fermanian, A., Biau, G., Vert, J.P. (2025)
    Journal of Machine Learning Research, 26(56), 1-48.
    article code

  • An efficient joint model for high dimensional longitudinal and survival data via generic association features. Nguyen, V. T., Fermanian, A., Barbieri, A., Zohar, S., Jannot, A.-S., Bussy, S., Guilloux, A. (2024)
    Biometrics, 80(4), ujae149
    article code

  • Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation. Surendran, S., Godichon-Baggioni, A., Fermanian, A., Le Corff, S. (2024)
    in Advances in Neural Information Processing Systems
    article

  • The insertion method to invert the signature of a path. Fermanian, A., Chang, J., Lyons, T., Biau, G. (2024)
    in Recent Advances in Econometrics and Statistics, ed. Barigozzi, M., Hörmann, S., Paindaveine, D., Springer Cham
    article code

  • Dynamical Survival Analysis with Controlled Latent States. Bleistein, L., Nguyen, V. T., Fermanian, A., Guilloux, A. (2024)
    in Proceedings of the 41st International Conference on Machine Learning
    article code

  • Learning the Dynamics of Sparsely Observed Interacting Systems. Bleistein, L., Fermanian, A., Jannot, A.S., Guilloux, A. (2023)
    in Proceedings of the 40th International Conference on Machine Learning
    article code

  • New Directions in the Applications of Rough Path Theory. Fermanian, A., Lyons, T., Morrill, J., Salvi, C. (2023)
    in IEEE BITS the Information Theory Magazine
    article

  • Functional linear regression with truncated signatures. Fermanian, A. (2022)
    Journal of Multivariate Analysis, Vol. 192, 105031
    article code

  • Framing RNN as a kernel method: A neural ODE approach. Fermanian, A., Marion, P., Vert, J.P., Biau, G. (2021)
    in Advances in Neural Information Processing Systems (oral presentation)
    article code

  • Embedding and learning with signatures. Fermanian, A. (2021)
    Computational Statistics & Data Analysis, Vol. 157, 107148
    article code

Preprints

  • Robust Estimation for Linear State-Space Models with Stochastic Covariates. Mahoromeza, J. L., Fermanian, A., Wintenberger, O., & de Vilmarest, J. (2025)
    article

  • Latent Guided Sampling for Combinatorial Optimization. Surendran, S., Fermanian, A., & Corff, S. L. (2025)
    article

  • Statistical knockoffs improve biomarker discovery from transcriptomic data. Cartier, J., Lagoas, J., Ayadi, Y., Fermanian, A., Azencott, C. A., & Massip, F. (2025)
    article

  • Online Policy Selection for Inventory Problems. Hihat, M., Fermanian, A. (2024)
    article

  • Multivariate Online Linear Regression for Hierarchical Forecasting. Hihat, M., Garrigos, G., Fermanian, A., Bussy, S. (2024)
    article

  • A Generalised Signature Method for Multivariate Time Series Feature Extraction. Morrill, J., Fermanian, A., Kidger, P., Lyons, T. (2020)
    article code

PhD dissertation

I have defended my PhD thesis in October 2021, you can find my dissertation, entitled Learning time-dependent data with the signature transform here.

Conference proceedings and miscellaneous

  • Rough paths and SPDE. Bailleul, I., Bellingeri, C., Bruned, Y., Fermanian, A., Marie, N. (2023) in ESAIM: Proceedings and surveys, Vol. 74, pp. 169-184 article

  • Learning with signatures. Biau, G. and Fermanian, A. (2020)
    in Functional and High-Dimensional Statistics and Related Fields, pp. 19-26, Springer, Cham.
    article

  • Master thesis.(2018)
    pdf