Alex Podgorny

About

I am a postdoctoral researcher in Statistics at Rennes 2 University. My research focuses on the use of reproducing kernel Hilbert spaces (RKHS) for functional data analysis. I also work on conditional extreme quantile analysis in high dimension, dimension reduction for conditional tail-index estimation, and machine learning approaches for the study of rare events.

My CV is available here (PDF).

Research

Summary of my PhD

My PhD research was carried out in extreme value statistics, with a particular focus on the study and estimation of extreme quantiles of high-dimensional conditional distributions. It was structured around three main axes: (1) the construction of confidence intervals for extreme quantiles in general domains of attraction, (2) the development of an original dimension-reduction method for estimating the conditional tail index, and (3) a comparative study of modern approaches (machine learning, dimension reduction) for conditional extreme quantile estimation.

Published papers

• Gardes, L., Maistre, S., and Podgorny, A. (2025). Asymptotic confidence intervals for extreme quantiles in a maximum domain of attraction, Electronic Journal of Statistics, 19(1), 1103–1132. [DOI] [HAL]
• Gardes, L., and Podgorny, A. (2025). Dimension reduction for the estimation of the conditional tail-index, Scandinavian Journal of Statistics, 52(3), 1444–1476. [DOI] [HAL]
• Gardes, L., and Podgorny, A. (2025). Extreme Conditional Quantile Estimation in High Dimensions: A Comparative Study, International Statistical Review, early view. [DOI] [HAL]

Submitted papers

• Giacofci, M., Meynaoui, A., and Podgorny, A. (2026). A Kernel Two-Sample Test Invariant under Group Action with Applications to Functional Data, preprint. [HAL]

Talks

• A. Podgorny. Asymptotic confidence interval for extreme quantiles, 13th International Conference on Extreme Value Analysis (EVA 2023), University of Milan, May 2023.
• A. Podgorny. Dimension reduction for conditional tail-index estimation, 55th “Journées de Statistique” (JdS 2024), University of Bordeaux, May 2024.

Teaching

I taught Biostatistics at the University of Strasbourg:

• Second-year undergraduate (L2), 2022–2025
• Third-year undergraduate (L3), 2022–2024