Sylvain Sardy
- Université de Genève
- Section de mathématiques
- 2-4 rue du Lièvre
- CH-1211 Genève 4
- Switzerland
- tel. ++ 41 / 22 / 379 11 42
- fax ++ 41 / 22 / 379 11 76
- e-mail:
Sylvain.Sardy@unige.ch
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Info:
Cours:
Activities: Associate editor Statistics and Computing, President Ecole doctorale de Statistique et Probabilités appliquées, Conseiller aux études à la Section de mathématiques
Research interest: Sparsity, Penalized and thresholding regularization, Parametric and nonparametric function estimation, Inverse problem, Wavelets, Optimization
Area of application: Astronomy, Chemometrics, Finance, Tomography
Preprint:
- Smooth blockwise iterative thresholding: a smooth fixed point estimator based on the likelihood's block gradient (2011), Sardy, S.
[PDF]
Publication:
- Extreme-quantile tracking for financial time series, Journal of Econometrics to appear, Chavez-Demoulin, V., Embrechts, P. and Sardy, S. (2012)
[PDF]
- Isotone additive latent variable models, Statistics and Computing, Vol.22, No.2, p.647-659, Sardy, S. and Victoria-Feser, M.-P. (2012)
[PDF]
- l1-Penalized Likelihood Smoothing and
Segmentation of Volatility Processes allowing
for Abrupt Changes, Journal of Computational and Graphical Statistics to appear, Neto, D., Sardy, S. and Tseng, P. (2011)
[PDF]
- 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, Sardy, S. and Tseng, P. (2010)
[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, Sardy, S. (2009)
[PDF, Published version, bibtex]
- On the Practice of Rescaling Covariates, International Statistical Review, Vol.76, No.2, p. 285-297, Sardy, S. (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, Sardy, S. (2007)
[PDF]
- Resampling Variance Estimation in Surveys with Missing Data, Journal of Official Statistics, Vol.23, p. 371-386, Davison, A.C., Sardy, S. (2007)
[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, Davison, A.C., Sardy, S. (2006)
[PDF]
- Assessment and analysis of mechanical allodynia-like behavior induced by spared nerve injury (SNI) in the mouse, Pain, Bourquin, A.F., Suveges, M., Pertin, M., Gilliard, N., Sardy, S., Davison, A.C., Spahn, D.R., Decosterd, I. (2005)
- 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, Sardy, S., Tseng, P. (2004)
[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, Sardy, S., Tseng, P. (2004)
[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, Sardy, S., Antoniadis, A., Tseng, P. (2004)
[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, Schaub, L., Sardy, S., Capkun, G. (2002)
- 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, Sardy, S., Bilat, C., Tseng, P., Chavez-Demoulin, V. (2002)
- 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, Percival, D.B., Sardy, S., Davison A.C. (2001)
[PDF, Published version, bibtex]
- Robust Wavelet Denoising, IEEE Transactions on Signal Processing, Vol.49, p.1146-1152, Sardy, S., Tseng, P., Bruce, A. (2001)
[PDF, Published version, bibtex]
- The partial scatterplot matrix, Journal of Computational and Graphical Statistics, Vol.9, p.750-758, Davison, A.C., Sardy, S. (2000)
[Published version, bibtex]
- Block Coordinate Relaxation Methods for Nonparametric Wavelet Denoising, Journal of Computational and Graphical Statistics, Vol.9, p.361-379, Sardy, S., Bruce, A., Tseng, P. (2000)
- Minimax threshold for denoising complex
signals with Waveshrink, IEEE Transactions on Signal Processing, Vol.48, p.1023-1028, Sardy, S. (2000)
- Wavelet Denoising for Unequally Spaced Data Statistics and
Computing, Vol.9, p.65-75, Sardy, S., Percival, D.B., Bruce, A.G., Gao, H-Y., Stuetzle, W. (1999)
- Triogram Models, Journal of the American Statistical Association, Theory and Methods, Vol.93, p.101-119, Hansen, M., Kooperberg, C., Sardy, S. (1998)
Proceedings :
- Nonlinear estimators for the detection of small and rare features,
Proceedings of PHYSTAT 2011, CERN Geneva, Sardy, S. (2011)
- Resampling-based variance
estimation in DACSEIS with application to the Swiss Household Budget
Survey, Proceedings of the European Conference on Quality and Methodology
in Official Statistics (Q2004), Mainz, Davison, A.C., Sardy, S. (2004)
- Resampling-based variance estimation in DACSEIS, Proceedings of the ISI: Data quality in complex
surveys, Berlin, Davison, A.C., Sardy, S. (2003)
- Natural variation in baseline data - when do we call a new sample "resistant"?, Proceedings of the 77th Annual Western Orchard Pest and Disease Management Conference, Portland, Schaub, L., Sardy, S., Capkun, G. (2003)
- Block coordinate relaxation methods for nonparametric signal denoising Wavelet Applications, Proceedings of the SPIE, Orlando, Bruce, A., Sardy, S., Tseng, P. (1998)
Former Master students at University of Geneva :
- Marc Brodard, ingénieur mathématicien dans une entreprise suisse
- Stéphanie Wodtli-Rohr, Master student at EPFL
- Guillaume Courteheuse, teacher Geneva highschool
- Caroline Giacobino, first at Fundo, now Ph.D. student with me
- Paul Expert, Ph.D. student at Institute for Mathematical Sciences, Imperial College
- Alpha Amadou Barry
Personnal stuff :
At last but not least :