Modeling uncertainty with probabilistic forecasts
The work of Margaux Zaffran, an engineer and doctoral student specializing in statistics, is motivated by the need for accurate forecasts of electricity market prices - the exchange price between producers and suppliers - as well as probabilistic forecasts of these prices. As opposed to a point forecast (e.g. tomorrow's price at 4pm will be 45€/MWh), a probabilistic forecast seeks to capture the uncertainty of the quantity to be forecast (e.g. there is a 90% chance that tomorrow's price at 4pm will be between 40 and 50€/MWh). Being able to forecast these prices accurately and robustly, i.e. on the basis of a probabilistic forecast, would stabilize energy production planning, and therefore reduce the associated carbon emissions.
What I like about science is the quest for truths and in-depth understanding. Seeking to model faithfully, without approximations or unknown approximations, the universe that surrounds us.
The main aim of her research is therefore to improve the stability of the electricity grid, in particular by increasing the profitability of storage systems. On the theoretical side, her work aims at better quantifying the uncertainty of machine learning and artificial intelligence models, so as to minimize the risks associated with these algorithms, even when they are "black-boxes", whatever is the application. And in the longer term, to develop new mathematical tools to better model randomness.
A wide range of socially useful applications
While the main practical application of Margaux Zaffran's current research is forecasting electricity market prices, the methods she is developing are not specific to this application. They can be found in medical diagnostics, where quantifying model uncertainty is essential to avoid using a corrupted model. So, beyond their relevance to energy management, the analysis of these procedures can be usefully applied to many other real-world applications.
Being curious by nature, I've always liked to understand how things work and organize themselves. Science came quite naturally to me. I also wanted to have a concrete impact on a day-to-day basis, on socially useful applications. My definition of 'social utility' is very personal, and includes environmental, energy and medical applications
Indeed, his latest work will be tested, in collaboration with Traumabase, to predict as accurately as possible whether a trauma patient, taken in charge in an ambulance by the emergency services, will suffer hemorrhagic shock or not, once transferred to hospital.
A gradual move towards statistics
Although Margaux Zaffran's scientific vocation emerged quite early on in her studies, she first developed a passion for astrophysics and particle physics, before abandoning them because she wanted her work to have a more direct and concrete impact. Then, little by little, through the teachings of her professors, the encounters she had from Master 1 to Master 2, internships and theses, her appetite for statistics gradually grew stronger, and today she has no doubts whatsoever.
I'm seduced by their beauty and their many applications. This cross-disciplinary approach enables me to discover new fields in detail: statistics are needed everywhere, and I need to have in-depth discussions with experts in the various applications involved to be able to develop relevant statistical tools. In this way, you develop skills in every every application area you explore! It's very rewarding, while at the same time allowing us to constantly renew our skills.
A researcher's job is one of teamwork and transmission
Margaux Zaffran is well aware that this grant, which will enable her to shine the spotlight on her career, will make her a role model for many young girls, and help to break down certain unconscious biases and self-censorship. While not every young woman's vocation is science, "I'm firmly convinced that the proportion of young women facing barriers, unconscious or otherwise, among those aspiring to go further down this path is considerable. A better representation of women in science can only be beneficial. On an individual level first, by confirming vocations and creating more motivating examples for young women. And on a collective scale: research advances above all in teams. We all stand to gain from a plurality of viewpoints".
And she projects herself fully into the transmission, while questioning the choice of words, messages or ideas: "How can I ensure that the message received by the reader is the one I really want to convey? How can I present or teach in such a way as to capture the audience's attention while being clear and precise? And conversely, if the authors of this article have chosen this formulation, what does it imply?"
PreMediCal Project team
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