The LPSM is a research unit jointly supported by CNRS, Sorbonne Université and Université Paris Cité. The unit hosts about 200 members (about 90 faculty) and is located at two sites (Campus P. et M. Curie of Sorbonne Université et Campus Paris Rive Gauche of Université Paris Cité).
The LPSM research activities cover a broad spectrum in Probability and Statistics, from the most fundamental aspects (which, in particular, include Stochastic Analysis, Random Geometry, Numerical Probabilities and Dynamical Systems) to applications in the Modelling in various disciplines (Physics, Biology, Data Sciences, Finance, Insurance, etc). Applications involve partnerships with the non-academic sector.
While the unit LPSM is relatively recent, its components have deep roots in the rich history of the “mathematics of randomness” that has unfolded in Paris during the 20th century (see here for more details).
NB: This website is largely inspired by the one of IRIF.
20.4.2026
La collaboration entre le LPSM et la start-up Califrais, à l'occasion de la visite du ministre de l'Enseignement Supérieur, de la Recherche et de l'Espace dans les locaux de l'entreprise, est mise en avant par le CNRS:
https://www.cnrs.fr/fr/presse/la-start-francaise-califrais-sallie-avec-la-recherche-academique-pour-une-supply-chain
9.12.2025
L'équipe composée de Claire Boyer (Saclay), Francis Bach (Inria) et Gérard Biau (LPSM) est lauréate de l'AAP “Mathématiques de l'apprentissage profond” du PEPR IA, pour le projet Géné-Pi. Félicitations!
(Ces actualités sont présentées selon un classement mêlant priorité et aléatoire.)
Séminaire Modélisation aléatoire du vivant
Mercredi 6 mai 2026, 11 heures, 16-26.209
Alexandre Chaussard (LPSM (MAV)) Structured Latent Generative Models and Variational Inference for Microbiome Analysis
In this thesis, we develop structured latent generative models for microbiome count data and apply them to clinical studies. Our methodological contributions notably rely on Poisson log-normal (PLN) models which provide a principled probabilistic framework tailored to multivariate counts, and on variational inference which enables scalable learning while leveraging data structure. First, we incorporate the hierarchical organization of microbial taxa by introducing a tree-based extension of PLN models and by establishing identifiability results that support principled interpretation. We then build on this framework to propose a model-based data augmentation strategy that enhances predictive performance across clinical tasks while preserving ecological coherence. Subsequently, we extend our latent generative viewpoint to longitudinal settings through a perturbation-aware independent component analysis model for temporal count data, joined with identifiability guarantees allowing principled interpretation of the inferred components and regimes. Finally, we consider two inflammatory bowel disease case studies to highlight the clinical constraints that shape microbiome analyses, and to illustrate how parts of our methodology can be leveraged for prognosis in a statistically challenging setting.
Overall, this thesis argues that latent generative modeling offers a compelling framework for microbiome analysis, enabling the incorporation of biological structure while connecting representation learning, preprocessing, and data augmentation within a single probabilistic perspective. In particular, interpretability in latent microbiome models hinges on identifiability, and introducing structural information turns probabilistic models into principled tools for extracting meaningful representations and enhancing the statistical power of microbiome profiles.
Séminaire de Probabilités
Mardi 12 mai 2026, 14 heures, Jussieu, Salle Paul Lévy, 16-26 209
Baptiste Cerclé (LPTHE, Sorbonne Université) A venir
Séminaire de statistique
Mardi 12 mai 2026, 10 heures 45, Sophie Germain en salle 2018
François Roueff (Télécom Paris) Variational Inference with Rényi divergence and importance weights
Séminaire doctoral du LPSM
Mardi 19 mai 2026, 17 heures 30, Sophie Germain - Salle 1013 (1er étage)
Tba + Tba TBA + TBA
Séminaire Modélisation et Probabilités
Mercredi 20 mai 2026, 14 heures 15, Sophie Germain 1013
Raphael Lefevere (LPSM) Non encore annoncé.
Les probas du vendredi
Vendredi 22 mai 2026, 11 heures, Jussieu, Salle Paul Lévy, 16-26 209
Elias Nohra (LPSM) à venir
Séminaire Modélisation et Probabilités
Mercredi 27 mai 2026, 14 heures 15, Sophie Germain 1013
Saverio Palazzi (Université Paris Cité) Non encore annoncé.
Les probas du vendredi
Vendredi 29 mai 2026, 11 heures, Jussieu, Salle Paul Lévy, 16-26 209
Guillaume Blanc (EPFL) Localisation/délocalisation de fonctions de hauteur aléatoires sur des arbres
Soutenances de thèse
Lundi 1 juin 2026, 14 heures, Salle Paul Lévy, 16-26 209
Maxence Petit (LPSM) Fonctions de Green et frontières de Martin de diffusions planaires transientes : une approche analytique
Mots clefs: Frontière de Martin, Equations fonctionnelles à noyau, Mouvement Brownien réfléchi obliquement, Méthode du point col, Approche par compensation, Diffusion avec barrière perméable, Transformées de Laplace.
Séminaire de Probabilités
Mardi 2 juin 2026, 14 heures, Jussieu, Salle Paul Lévy, 16-26 209
Loïc Chaumont (Angers) A venir