Optimal sequential allocation

Bandit problems with side information, non-stationary bandit problems, optimal rates.

Statistical learning theory

Supervised and semi-supervised classification, sparse recovery.

Stochastic optimization

Constrained and unconstrained stochastic optimization theory and algorithms,  minimization of risk functions, aggregation, exact oracle inequalities...

Nonparametric statistics

Density estimation, minimax theory, adaptation, oracle inequalities, density level sets estimation...