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
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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.
Activities:
Courses:
-
[14M192] Optimization with applications I
- [11M006] Statistique et méthodologie pharmaceutique
-
[14M236] Statistical machine learning
-
[11M01] Mathématiques Générales B
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[13M780P] Séminaire MA math - Mathématiques appliquées
Research interests: statistical machine learning, sparsity, optimization
Areas of application: Astronomy, Chemometrics, Finance, Tomography
Preprints:
Publications:
- 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]
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)
Ph.D. students at University of Geneva :
- Dr. Xiaoyu Ma, one year visit from Shandong University (Chinese research Council, 2022)
- Dr. Pascaline Descloux (2019)
- Prof. Jairo Diaz Rodriguez (Swiss National Science Foundation, 2018)
- Dr. Caroline Giacobino (Swiss National Science Foundation, 2016)
Master students at University of Geneva :
- Jairo Diaz, "L1 regularization for Generalized Linear Models
using Quantile Universal Threshold," now Professor at Universidad del Norte, Colombia
- Jean-Luc Baeriswyl, "Analyse statistique de spectres de masse d'origine biologique"
- 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
- Paul Expert
- Alpha Amadou Barry
- and many more...
Personnal stuff :