Jules Depersin



University of Amsterdam | UvA-Econometrics





About me

I’m an Assistant Professor at the University of Amsterdam in the Quantitative Economics section. I received my PhD in Statistics from Center for research in economics and statistics (CREST), Paris in December 2021: here are the manuscript and the slides. I was supervised by Guillaume Lecué.

I have a strong background in high-dimensional geometry and robust machine learning. Having earned a Ph.D. in this field, my expertise lies in navigating the intricacies of statistical and computational complexities in high-dimensional tasks.

Over the years, I have transitioned from primarily theoretical work to exploring more concrete applications in the realm of economics. I have for instance studied the performance of standard estimators in non-IID settings with two-way fixed effects for trade data, and I have done work on measuring and understanding the role of search frictions in international trade. In these works I try to understand how to characterize the inherent "complexity" of a problem or a model.

With an interest in both theoretical and applied research, I continue to explore the intersection of Machine Learning, statistics, computation, and economics.

Work in progress

Publications

Events

Teaching

I've had and will have the pleasure of assisting in teaching several courses, here are some.

2022-2023

2021-2022

2020-2021

2019-2020

2018-2019

In 2019, 2020 and 2021, I've entirely held (lectures+ tutorials) a crash course on basic statistics, differential equations, optimization and Machine Learning for students joining ENSAE with a background in economics. Download the lecture notes or see the page of the course.

I supervised some students' Applied Statistics Projects with Nicolas Schreuder.

Education

Coordinations of courses

I have been teaching coordinator in Statistics at ENSAE Paris, among other things responsible for the organisation of Applied Statistics Project for students (finding supervisors and subjects, checking on students, organising the final presentations' schedule) with my colleague Fabien Perez.