Thomas Lugrin

PhD in Mathematics, EPFL

a picture of myself


I studied mathematics at EPFL and I developed a passion for probability theory of extreme and rare events and for the analysis and modelling of environmental and financial data. My deep experience in extreme value theory includes developing new probabilistic models for devastating events, applying Bayesian semi-parametrics to gain flexibility and assess uncertainty of risk measures coherently. I am a seasoned data scientist and have extensive knowledge and more than a decade of practice in data harvesting and data processing, and I am well-versed in applying advanced machine learning and deep learning models.

Currently a scientific researcher and cybersecurity specialist for the Swiss Government, I use pure mathematics and my analytical skills to ensure the highest quality and security of IT networks. I hold a Ph.D. in Mathematics from EPFL involving part-time research at Lancaster University, UK, for which I benefited from the advice of Prof. Anthony C. Davison, former editor of the leading statistical journal Biometrika, and Prof. Jonathan A. Tawn, director of the STOR-i doctoral training centre at Lancaster University.

Flood in Sion (Wallis, CH)


My main research interests lie in statistical modelling and prediction with a focus on extreme value theory and risk assessment. This goes hand in hand with programming and data processing. There is a wide variety of areas concerned with evaluation of risk for rare events, including environmental catastrophes and their impact on populations and goods, and financial crises and their impact on portfolio losses, the economy and society.

Another topic of interest is non- and semi-parametric Bayesian statistics, for their powerful flexibility and ability to reduce model assumptions and potential misspecifications. The Bayesian approach is also very appealing because of its intrinsic evaluation of uncertainty in the model parameters and in quantities derived from the model.

R code


I have more than 10 years of experience with R and have published a package related to my research on the official repository CRAN. I built many other packages, unfortunately not available to the public.

I am proficient in C and C++. I used them for my research and am still writing code in these languages. I also developed a few GUI programmes (using the Qt library) some of which I have packaged according to the debian standard.

I have a very good knowledge and many years of experience using Python; I have used it for developing deep learning approaches to modelling big data sets. I am also familiar and have been regularly using Matlab. I also speak html, css and php.

maths on paper


I have started teaching private courses when I was at secondary school. At that time I was teaching

  • Mathematics,
  • Physics,
  • Latin.

Later, at university, I was involved in several courses, among which

  • Mathematical analysis,
  • Geometry,
  • Probability & Statistics,
  • Data analysis,

requiring in particular to create exercises and exam questions, to supervise projects and to mark exams.

running me


Running has always been part of my life. I have been competing in public races in Switzerland and in England. I have mainly done 10k and half-marathons, regularly ranked in the top 2% overall. I also practice trail running in the mountains, on distances up to the marathon.

I have been playing piano for a long time, and I obtained the highest non-professional degree (AVCEM diploma) alongside my studies at EPFL. I also prepared in parallel an advanced certificate (certificat supérieur) in music theory, of which I completed the last degree in half the time of a standard cursus.