About
I am a VP Research Scientist at CFM (Capital Fund Management), a systematic hedge fund in Paris. I lead a quantitative research team building and deploying machine learning models for live investment strategies.
In parallel, I conduct foundational research on generative models as part of the CFM AI Lab, in close collaboration with Eric Vanden-Eijnden (Courant / NYU), Stéphane Mallat (ENS / Flatiron Institute), and Jean-Philippe Bouchaud (CFM). I supervise research interns and PhD students.
I hold a PhD in statistics (2023), supervised by Nicolas Dobigeon and Pierre Chainais. During my doctorate, I was a visiting scholar at the Department of Statistics, University of Oxford, working with Arnaud Doucet.
Research Interests
Generative Models
Stochastic interpolants, flow matching, normalizing flows, and diffusion models for density estimation, sampling, and likelihood-free inference.
Bayesian Inference
Plug-and-play methods that embed deep generative priors into posterior sampling, enabling scalable inference in high-dimensional inverse problems.
Optimal Transport
Computational and geometric tools for comparing probability distributions, including sliced-Wasserstein distances and flow-based OT maps.
Works
2025–2026
Probing the Geometry of Diffusion Models with the String Method
E. Moreau, F. Coeurdoux, G. Ferré, E. Vanden-Eijnden
ICML 2026 · arXiv · pdf · code
Multitask Learning with Stochastic Interpolants
H. Negrel, F. Coeurdoux, M. Albergo, E. Vanden-Eijnden
NeurIPS 2025 · arXiv · pdf
Generative Modeling via Kernelized Stochastic Interpolants
F. Coeurdoux, E. Lempereur, N. Cuvelle-Magar, S. Mallat, E. Vanden-Eijnden
ICML 2026 Workshop · arXiv · pdf
MGD: Moment Guided Diffusion for Maximum Entropy Generation
E. Lempereur, N. Cuvelle-Magar, F. Coeurdoux, S. Mallat, E. Vanden-Eijnden
Mathematical Foundations of Machine Learning (MFML), 2026 · arXiv · pdf
Covariance Shrinkage via Stochastic Interpolation
M. Chalvidal, F. Coeurdoux, E. Vanden-Eijnden
Preprint, 2026 · arXiv · pdf
Random Matrix Theory of Early-Stopped Gradient Flow
F. Coeurdoux, G. Ferré, J.-P. Bouchaud
Preprint, 2026 · arXiv · pdf
Earlier Work
Plug-and-Play split Gibbs sampler: embedding deep generative priors in Bayesian inference
F. Coeurdoux, N. Dobigeon, P. Chainais
IEEE Transactions on Image Processing, 2024 · arXiv · pdf · code
Normalizing flow sampling with Langevin dynamics in the latent space
F. Coeurdoux, N. Dobigeon, P. Chainais
Machine Learning, 2023 · arXiv · pdf
Learning Optimal Transport Between two Empirical Distributions with Normalizing Flows
F. Coeurdoux, N. Dobigeon, P. Chainais
ECML-PKDD 2022 · arXiv · pdf · code
Sliced-Wasserstein normalizing flows: beyond maximum likelihood training
F. Coeurdoux, N. Dobigeon, P. Chainais
ESANN 2022 · arXiv · pdf
Service
- Reviewer for NeurIPS, ICML, ICLR, AISTATS
Links