Ismael Castillo

Ismael Castillo is a Professor of Statistics at Sorbonne Université, affiliated with the Laboratoire de Probabilités, Statistique et Modélisation (LPSM) and its Statistics, Data, Algorithms team. He serves as Associate Editor for Annals of Statistics, Bernoulli, and co-Editor for Bayesian Analysis.

• Research Interests: Mathematical statistics with emphasis on Bayesian nonparametrics, inference in high-dimensional structures, uncertainty quantification, and applications in signal processing and life sciences.
• Recent Work spans deep neural networks with heavy-tailed weights, posterior and variational inference, fractional posteriors in semiparametric models, and deep Gaussian processes. His publications demonstrate expertise in multiple testing procedures, Spike and Slab priors, and nonparametric Bayesian methods.
• Awards: IMS Fellow, Honorary Fellow of Institut Universitaire de France, and Best Paper Prize (2021) for research on Pólya tree posterior distributions.
• Students: Supervised PhD candidates Paul Egels, Thibault Randrianarisoa, and co-supervised Bo Ning (FSMP postdoc) and Kweku Abraham (Hadamard postdoc).
• Grants: ANR BACKUP (2023-2027, coordinator) and ANR GAP (2021-2025, member).