Sylvain Corlay

Sylvain Corlay

Applied Mathematician

Open-Source Developer

E-mail: Sylvain Corlay


At New York University, Courant Institute of Mathematical Sciences, 2015:

At Columbia University, Department of Mathematics, 2015:

At the École Nationale de la Statistique et de l'Administration Économique (ENSAE), 2010-2011:

At the École Normale Supérieure de Cachan, Department of Mathematics, 2008-2011:

Preprints & Publications

Ongoing Papers




Author of the optimal quantization website, a web site devoted to optimal quantization and its applications in numerical probability

  • A comprehensive bibliography on optimal quantization and functional quantization
  • A large database of optimal quantizers available for download

Referee for the journals

  • Bernoulli Journal
  • Mathematical Finance
  • Computational Economics
  • Mathematics of Computation

Reviewer for the AMS Mathematical Reviews