**Bio.** I am a
third-year Ph.D. student in Statistics at Stanford
University advised
by John
Duchi. My research interests lie in a convex combination of machine
learning, statstics and optimization, and especially in how to quantify
models uncertainty and make them more robust to changing environments.

Previously, I completed my undergraduate studies at
Ecole
Polytechnique from which I obtained a B.S. and a
M.S. in 2016 and 2017. I also spent internships at Bloomberg LP
as a Quantitative Researcher in 2017, where I worked with
Bruno Dupire
and Julien Guyon,
and at Google as a Data Scientist in 2019.

## Publications

### Preprints

- Knowing what you know: valid confidence sets in
multiclass and multilabel prediction.
**Maxime Cauchois**, Suyash Gupta, John Duchi.
*Submitted to ICML, 2020.*
- [pdf]

## Teaching

### Instructor

STATS 100: Mathematics of Sports (Fall 2019).
### Teaching Assistant

STATS 361: Causal Inference (Spring 2020).
EE 364A: Convex Optimization (Winter 2020).
STATS 322: Gaussian estimation: Sequence and wavelet models (Fall 2019).
STATS 310A: Theory of Probability I (Fall 2018).
STATS 101: Introduction to Data Science (Summer 2018).
STATS 116: Introduction to Probability (Fall 2017).