# Home

My name is Guillaume Wang, I am a PhD student in Mathematics at the DOLA chair at EPFL, advised by Prof. Lénaïc Chizat.

Before that I was a research intern at the Statistical Machine Learning group at ETH Zurich. Before that I was a Master student in Computer Science at ETH. Before that I was a student at Ecole polytechnique (X2016).

You can find my CV here; my Master’s thesis final report here, and slides here.

**Note:** to lift any confusion, I am *not* the famous cellist of the same name. I have never touched a cello in my life.

## Posts

### Making sense of the Kolmogorov backward equation (for diffusion processes)

### Regularized linear models and the Fenchel-Rockafellar duality theorem (III): Classification with the exponential loss

### Regularized linear models and the Fenchel-Rockafellar duality theorem (II): A zoo of primal-dual methods

### Regularized linear models and the Fenchel-Rockafellar duality theorem (I): Generalities

### A functional and convex analysis cheat sheet

### A fun byproduct of my Master's thesis: symmetric tensor functions are dense in the space of permutation-invariant multivariate functions

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