Welcome to my webpage!

Hello visitor, you have safely landed on the personal page of Adrien Corenflos (me). If this is not what you expected, don’t leave just yet, I don’t have cookies, but I have a short CV and a list of publications.

About me

I am a Assistant Professor (Lecturer) at the Department of Statistics of the University of Warwick, starting September 2025.

I did my PhD thesis in Prof. Simo Särkkä’s group, in Finland. I defended my thesis on August 26th, 2024. It was awarded the best thesis award by Aalto University.

After this, I have been working as a postdoctoral researcher at Warwick University, with Prof. Gareth Roberts and Prof. Adam Johansen, as part of the OCEAN project.

Prior to this academic career (i.e., between 2015-2020) I was working as a quantitative researcher for J.P. Morgan in London and prior to this in financial engineering at Société Générale, and focused mostly on statistical modelling of corporate credit markets (essentially modeling of online auctions).

Research-wise I like all things sampling, all things optimal transport, all things parallel, all things state-space models. I do find the smell of a GPU burning through matrix multiplications weirdly comforting, and typically try finding new principled ways to indulge in this.

If you want to contact me for a reason or another, see the contact page.

Here is a picture of mushrooms. I like mushrooms.