About Me

I am a PhD student and assistant at the Montefiore Institute, University of Liège, Belgium. I am supervised by Prof. Damien Ernst. My research interests include generative modeling, energy markets, simulation-based inference, and AI for science. I am particularly interested in the application of machine learning in real problems in the energy sector.

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Interests
  • Generative modeling
  • Simulation-based inference
  • AI for Science
  • Energy markets
  • Data assimilation
Education

  • MSc Management

    HEC Liège, University of Liège

  • MSc Data Science and Engineering

    Montefiore Institute, University of Liège

  • BSc in Engineering

    Montefiore Institute, University of Liège

Papers
Bayesian Inference for Estimating Generation Costs in Electricity Markets
Appa: Bending Weather Dynamics with Latent Diffusion Models for Global Data Assimilation
Cost Estimation in Unit Commitment Problems Using Simulation-Based Inference
Recent Publications
Matthias Pirlet (2025). An empirical analysis of tail risk forecasting using realized quantiles. MSc Thesis, HEC Liège.
Manuscript
Matthias Pirlet (2022). Drone control through a vocal interface. MSc Thesis, ULiège.
PDF Manuscript
Talks & Posters
Reconciling European Electricity Data with Diffusion Priors Learned from Observations Alone

Poster at the AI4PowerGrids workshop, NeurIPS 2026 (upcoming).

Dec 11, 2026

Bayesian Inference for Estimating Generation Costs in Electricity Markets
Bayesian Inference for Estimating Generation Costs in Electricity Markets

Contributed talk at PSCC 2026.

Jun 11, 2026

Cost Estimation in Unit Commitment Problems Using Simulation-Based Inference
Cost Estimation in Unit Commitment Problems Using Simulation-Based Inference

Invited talk at Engie on estimating generation costs with simulation-based inference.

Jul 1, 2025

Cost Estimation in Unit Commitment Problems Using Simulation-Based Inference
Cost Estimation in Unit Commitment Problems Using Simulation-Based Inference

Poster at the D3S3 workshop, NeurIPS 2024.

Dec 15, 2024