Sylvain Sardy

Université de Genève

Section de mathématiques

tel. +41 22 379 1142

e-mail: Sylvain.Sardy@unige.ch

Comment venir au bureau 5-14

Info:

• I am looking for a Ph.D. student
• If you are looking for a Master project in statistics or optimisation, please pass by my office.

• Associate editor of Computational Statistics and Data Analysis (2020-present)
• Associate editor of Statistics and Computing (2010-2019)
• Swiss representative at the European Regional Committee (ERC) of the Bernoulli Society for Mathematical Statistics and Probability (2014-2018)
• President and Swiss representative of ECAS within FENStatS (2013-present)
• Société Suisse de Statistique - Education and Research: a one-day course on Nonparametric models for electricity load forecasting on January 23, 2015, in Neuchâtel. Speakers: Yannig Goude, Vincent Lefieux and Eric Matzner-Lober.
• President Ecole doctorale de Statistique et Probabilités appliquées (2010-2013)
• Conseiller aux études à la Section de mathématiques/Student advisor mathematics section (2008-2015). Important information.

• [14M192] Optimization with applications I
• [11M006] Statistique et méthodologie pharmaceutique
• [14M236] Statistical machine learning
• [11M01] Mathématiques Générales B
• [13M780P] Séminaire MA math - Mathématiques appliquées

• Sparse additive models in high dimensions with wavelets, with Ma, X.

• A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks
  Statistics and Computing (2022)
  with Ma, X., Hengartner, N., Bobenko, N., Lin, Y.T.
[Published version]
• Thresholding tests based on affine LASSO to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
  Computational Statistics & Data Analysis (2022)
  with Diaz-Rodriguez, J., Giacobino, C.
[Published version]
• Robust Lasso-Zero for sparse corruption and model selection with missing covariates
  Scandinavian Journal of Statistics (2022)
  with Descloux, P., Boyer, C., Josse, J., Sportisse, A.
[Published version]
• Model selection with lasso-zero: adding straw to the haystack to better find needles
  Journal of Computational and Graphical Statistics, Vol.30, p.530--543 (2021)
  with Descloux, P.
[Published version]
• Nonparametric Estimation of Galaxy Cluster Emissivity and Detection of Point Sources in Astrophysics With Two Lasso Penalties
  Journal of American Statistical Association (2020)
  with Diaz, J., Monajemi, H., Eckert, D. and Paltani, S.
• Low-rank model with covariates for count data with missing values
  Journal of Multivariate Analysis (2019)
  with Robin, G., Josse, J. and Moulines, E.
• denoiseR: A Package for Low Rank Matrix Estimation
  arxiv (2018)
  with Josse, J. and Wager, S.
• Threshold Selection for Multivariate Total Variation Denoising
  Journal of Computational and Graphical Statistics, Vol. 28, p.23--35 (2019)
  with Monajemi, H.
[Published version]
• Modeling whole body trace metal concentrations in aquatic invertebrate communities: A trait-based approach
  Environmental pollution, Vol.233, p.419--428 (2018)
  with Diaz Rodriguez, J., Hug Peter, D. et al.
• Quantile universal threshold
  Electronic Journal of Statistics, Vol.11, No.2, p.4701-4722 (2017)
  with Giacobino, C., Diaz Rodriguez, J. and Hengartner, N.
• BARD1 serum autoantibodies for the detection of lung cancer
  PLoS ONE, Vol.12, No.8 (2017)
  with Descloux, P., Irminger-Finger, I., Pilyugin, M. et al.
• Adaptive shrinkage of singular values
  Statistics and Computing Vol.26, p.715--724 (2016)
  with Josse, J.
• Stochastic optimization of sailing trajectories in an upwind regatta
  Journal of the Operational Research Society (2014)
  with Dalang, R., Dumas, F., Sardy, S. Morgenthaler, S. and Vila, J.
• Extreme-quantile tracking for financial time series
  Journal of Econometrics, 181(1), p.44-52 (2014)
  with Chavez-Demoulin, V. and Embrechts, P.
[PDF, Published version]
• Smooth blockwise iterative thresholding: a smooth fixed point estimator based on the likelihood's block gradient
  Journal of the American Statistical Association, Theory and Methods, Vol.107, p.800-813 (2012)
[PDF]
• Isotone additive latent variable models
  Statistics and Computing, Vol.22, No.2, p.647-659 (2012)
  with Victoria-Feser, M.-P.
[PDF, Published version]
• l₁-Penalized Likelihood Smoothing and Segmentation of Volatility Processes allowing for Abrupt Changes
  Journal of Computational and Graphical Statistics, Vol.21, No1, p.217-233 (2012)
  with Neto, D. and Tseng, P.
[PDF, Published version]
• Moments structure of l₁-stochastic volatility models
  Quality & Quantity (2011)
  with Neto, D.
• Density estimation by total variation penalized likelihood driven by the sparsity l₁ information criterion
  Scandinavian Journal of Statistics, Vol.37, No.2, p.321-337 (2010)
  with Tseng, P.
[PDF, Published version, bibtex]
• Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection
  Scandinavian Journal of Statistics, Vol.36, No.4, p.577-601 (2009)
[PDF, Published version, bibtex]
• On the Practice of Rescaling Covariates
  International Statistical Review, Vol.76, No.2, p. 285-297 (2008)
[PDF, Published version, bibtex]
• Discussion of Ramsay, Hooker, Campbell and Cao, Parameter estimation for differential equations: a generalized smoothing approach
  Journal of the Royal Statistical Society, Series B, Vol.69, p.788-789 (2007)
[PDF]
• Resampling Variance Estimation in Surveys with Missing Data
  Journal of Official Statistics, Vol.23, p. 371-386 (2007)
  with Davison, A.C.
[PDF, Published version, bibtex]
• Méthodes de rééchantillonnage pour l'estimation de variance en sondage
  Journal de la société française de Statistique, vol. 147, no3, pp. 3-32 (2006)
  with Davison, A.C.
[PDF]
• Assessment and analysis of mechanical allodynia-like behavior induced by spared nerve injury (SNI) in the mouse
  Pain (2005)
  with Bourquin, A.F., Suveges, M., Pertin, M., Gilliard, N., Davison, A.C., Spahn, D.R., Decosterd, I.
• On the statistical analysis of smoothing by maximizing dirty Markov random field posterior distributions
  Journal of the American Statistical Association, Theory and Methods, Vol.99, p.191-204 (2004)
  with Tseng, P.
[PDF, Published version, bibtex]
• AMlet, RAMlet and GAMlet: Automatic Nonlinear Fitting of Additive Model, Robust and Generalized with Wavelets
  Journal of Computational and Graphical Statistics, Vol.13, p.283-309 (2004)
  with Tseng, P.
[PDF, Published version, bibtex]
• Automatic Smoothing with Wavelets for a Wide Class of Distributions
  Journal of Computational and Graphical Statistics, Vol.13, p.399-421 (2004)
  with Antoniadis, A., Tseng, P.
[PDF, Published version, bibtex]
• Natural variation in baseline data - when do we call a new sample "resistant"?
  Pest Management Science, Vol.58, p.959-963 (2002)
  with Schaub, L. and Capkun, G.
• A comparison between L₁ Markov random field-based and wavelet-based estimators
  in Statistical Data Analysis Based on the L₁-Norm and Related Methods, edited by Y.Dodge, Boston: Birkhaeuser, p.395-403 (2002)
  with Bilat, C., Tseng, P., Chavez-Demoulin, V.
• WaveStrapping Time Series: Adaptive Wavelet-Based Bootstrapping
  in Nonlinear and Nonstationary Signal Processing, edited by W. J. Fitzgerald, R. L. Smith, A. T. Walden and P. C. Young, Cambridge, England: Cambridge University Press, p.442-471 (2001)
  with Percival, D.B. and Davison A.C. (2001)
[PDF, Published version, bibtex]
• Robust Wavelet Denoising
  IEEE Transactions on Signal Processing, Vol.49, p.1146-1152 (2001)
  with Tseng, P. and Bruce, A.
[PDF, Published version, bibtex]
• The partial scatterplot matrix
  Journal of Computational and Graphical Statistics, Vol.9, p.750-758 (2000)
  with Davison, A.C.
[Published version, bibtex]
• Block Coordinate Relaxation Methods for Nonparametric Wavelet Denoising
  Journal of Computational and Graphical Statistics, Vol.9, p.361-379 (2000)
  with Bruce, A. and Tseng, P.
• Minimax threshold for denoising complex signals with Waveshrink
  IEEE Transactions on Signal Processing, Vol.48, p.1023-1028 (2000)
• Wavelet Denoising for Unequally Spaced Data
  Statistics and Computing, Vol.9, p.65-75 (1999)
  with Percival, D.B., Bruce, A.G., Gao, H-Y. and Stuetzle, W. (1999)
[Published version]
• Triogram Models
  Journal of the American Statistical Association, Theory and Methods, Vol.93, p.101-119 (1998)
  with Hansen, M. and Kooperberg, C.
[Published version]