Pierre Tarrès

Pierre Tarres
Associate Provost for Strategic Initiatives, Co-Director of the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai, Professor of Mathematics, NYU Shanghai; Global Network Professor, NYU

Pierre Tarrès is NYU Shanghai’s Associate Provost for Strategic Initiatives. He is working on the university strategy on research and on the graduate school, and on the collaboration across programs and disciplines. He is also the Co-Director of the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai.

Pierre Tarrès pursued his studies at the École Normale Supérieure de Paris, where he graduated with a Master’s in Mathematics in 1998. He also holds a Master’s in the field of Mathematics of Artificial Intelligence and a PhD in Mathematics from the École Normale Supérieure Paris-Saclay.

He joined us in 2016, initially in a visiting position. Since 2020 he is a Professor of Mathematics at NYU Shanghai, and an Associated Professor at the Courant Institute of Mathematical Sciences in New York. He was a Research Director at the National Center for Scientific Research (CNRS) in Paris from 2014 to 2016, and an Associate Professor at the University of Oxford from 2005 to 2014.

Prof. Tarrès is an expert on self-interacting random processes, particularly reinforced random walks, and their relationship with stochastic algorithms and learning processes in game theory. He was awarded a Leverhulme Prize in 2006, the Prix des Annales de l'Institut Henri Poincaré in 2008. He has been an Associate Editor at the Annals of Applied Probability since 2019.

Select Publications

  • The Vertex Reinforced Jump Process and a Random Schr ̈odinger operator on finite graph, with C. Sabot and X. Zeng, available on http://arxiv.org/abs/1507.04660Annals of Probability, Volume 45, Number 6A (2017) 
  • Inverting Ray-Knight identity, with C. Sabot, Probability Theory and Related Fields, Volume 165 (2016), Issue 3-4, 559-580.
  • Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model, with C. Sabot, Journal of European Mathematical Society, Eu- ropean Mathematical Society (2015), Vol. 17, No. 9, 2353-2378. 
  • Online learning as stochastic approximation of the regularization paths: optimality and almost-sure convergence, with Y. Yao, IEEE Transactions in Information Theory (2014), Vol. 60, No. 9, 5716-5735. 
  • Diffusivity bounds for 1d Brownian polymers, with B. To ́th and B. Valko, Annals of Probability (2012), Vol. 40, No. 2, 695-713. 
  • Attracting edge and strongly edge reinforced random walks, with V. Limic, Annals of Probability (2007), Vol. 35, No. 5, 1783-1806.
  • Vertex-reinforced random walk on Z eventually gets stuck on five points, Annals of Probability (2004), Vol. 32, No.3B, 2650-2701. 
  • When can the two-arm bandit algorithm be trusted?, with D. Lamberton and G. Pagès, Annals of Applied Probability (2004), Vol. 14, No.3, 1424-1454.


  • PhD, Mathematics
    École Normale Supérieure Cachan

Courses Taught

  • Honors Ordinary Differential Equations
  • Ordinary Differential Equations
  • Topics: Probability Limit Theorems