Michaël is a PhD candidate in the Department of Statistical Sciences, University of Toronto since September 2017, where he is supervised by Professor Stanislav Volgushev. Prior to joining U of T, he completed a BSc in Mathematics and a MSc in Statistics in the Department of Mathematics and Statistics, Université de Montréal.
Michaël is interested broadly in extreme value theory, empirical processes and, more recently, graphical modelling. His current research concerns the estimation of dependence structures, mostly in the context of multivariate and spatial extremes. He works on methodologies to detect tail (or asymptotic) independence between random variables and to fit parametric tail models in the possible presence of asymptotic independence. In a different project, he is also working on the estimation of sparse graphical models for asymptotically dependent extremes.