Marc-H Lambert


PhD student at Sierra []
Rue Simone-Iff, Paris
marc.lambert [@] inria [DOT] fr
Google scholar: []

About me

After a MSc in machine learning (MVA), I started a PhD in September 2020 under the supervision of Francis Bach and Silvère Bonnabel. I work on the interface between machine learning and robotics using variational inference to build new algorithms for online learning, kalman filtering and stochastic control. I also work part-time as a research engineer on smart sensors (infrared camera and radar).


We propose new algorithms to solve nonlinear Bayesian estimation problems based on the variational approximation of an arbitrary distribution with a Gaussian or a mixture of Gaussians.

My research interests include:

  • Variational inference

  • Kalman filtering

  • Dynamic programming

  • Bayesian Machine Learning

  • Robotics

Recent Publications

Reviewer for:

  • Journal of Transactions on Automatic Control (TAC)

  • Conference on Decision and Control (CDC)

  • Annals of Statistics


The algorithms associated to these articles are available here: []