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

Info:

• Ecole doctorale CUSO de statistique et probabilités appliquées, prochaine activité: Forum des entreprises, le vendredi 25 janvier 2013 de 13h à 18h, Centre de conférence Nestlé. Les inscriptions sont ouvertes.
• Ecole doctorale CUSO de statistique et probabilités appliquées: prochaine conférence au Diablerets du 3 au 6 février 2013. Les inscriptions sont ouvertes.
• I am looking for a Ph.D. student
• I have many Master research projects, applied and theoretical, in statistics and optimisation: come talk to me

• Associate editor of Statistics and Computing (2010-present)
• President Ecole doctorale de Statistique et Probabilités appliquées (2010-2013)
• Conseiller aux études à la Section de mathématiques/Student advisor mathematics section (2008-present). Important information is available:
  • admission rules, deadlines, etc.
  • the department, its professors, its program, etc.

• [11M000][11M001] Mathématiques Générales A et B
• [14M078] Régression paramétrique et nonparamétrique
• [14M065] Statistique et optimisation
• [15M760] Séminaire de probabilités et statistique avec Yvan Velenik
• [14M118A] Estimation statistique I

• sparsity
• penalized and thresholding regularization
• parametric and nonparametric function estimation
• inverse problem
• wavelets
• optimization

• Smooth iterative thresholding, unbiased risk estimation and empirical universal threshold to regularize ill-posed inverse problems, Giacobino, C. and Sardy, S.

• 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]
• Extreme-quantile tracking for financial time series
  Journal of Econometrics to appear (2012)
  with Chavez-Demoulin, V. and Embrechts, P.
[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]

• 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)

• Florian Stern, Master student at University of Liverpool with Erasmus
• 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

Paul Tseng, collaborator and friend

• Back-country skiing on the Jura with friends
• Telemark skiing film. Cameraman: David Neto
• Mountain biking around Charance near Gap with my bro Jérôme. Sponsorisés par Tracks
• Playing tennis with Anestis and Eric in Chalkidiki, 1st conference of ISNPS, Greece