Stéphane Guerrier

Assistant Professor in Statistics and Data Science

Geneva School of Economics and Management

School of Pharmaceutical Sciences, Faculty of Science

University of Geneva, Switzerland

I am an Assistant Professor in Statistics and Data Science at the University of Geneva. Previsouly, I held similar positions at the Pennsylvania State University and at the University of Illinois at Urbana-Champaign. In 2013, I received a PhD in Statistics from the University of Geneva and in 2008 and MSc in Environmental Engineering from the EPFL. My research interests include high dimensional and computational statistics, signal processing, biostatistics and data analytics.

Recent Selected Papers (full list)

JOE

Gaetan Bakalli, Stéphane Guerrier & Olivier Scaillet A Penalized Two-Pass Regression to Predict Stock Returns with Time-Varying Risk Premia, Journal of Econometrics, in press.

IEEE T SP

Yuming Zhang, Davide A. Cucci, Roberto Molinari & Stéphane Guerrier, Scale-wise Variance Minimization for Optimal Virtual Signals: An Approach for Redundant Gyroscopes, IEEE Transactions on Signal Processing, 70, 5320-5333, 2022.

JASA

Stéphane Guerrier, Roberto Molinari, Maria-Pia Victoria-Feser & Haotian Xu, Robust Two-Step Wavelet-Based Inference for Time Series Models, Journal of the American Statistical Association (Theory & Methods), 117(540), 1996-2013, 2022.

Bioinfo

Sachin Heerah, Roberto Molinari, Stéphane Guerrier & Amy Marshall-Colon, Granger-Causal Testing for Irregularly Sampled Time Series with Application to Nitrogen Signaling in Arabidopsis, Bioinformatics, 7(16), 2450–2460, 2021.

Grants

InnoSuisse

Innosuisse award for the grant entitled: Multi-Sensor Adjustment of Raw LiDAR, Visual and Inertial Measurements in Kinematic Laser Scanning Devices, Engineering division, with Dr. Jan Skaloud (EPFL, principal grantee) & Hexagon Technology Center GmbH, amount: total CHF 815,265.40; CHF 222,426 for the University of Geneva; period: 2022 - 2024.

InnoSuisse

Innosuisse award for the grant entitled: Stochastic Modelling of Inertial Sensors for Precise GNSS-based Positioning, Engineering division, with Dr. Jan Skaloud (EPFL, principal grantee) & Hexagon Technology Center GmbH, amount: total CHF 917,280; CHF 268,355 for the University of Geneva; period: 2020 - 2022.

SNSF

Swiss National Science Foundation Award for the grant entitled: New Challenges for Statistical Methods in Large and Complex Data Settings, SNSF professorship (sub-division Mathematics), amount: CHF 2,432,478; period: 2019 - 2024.

News

Jul 3, 2022

The Swiss National Science Foundation granted a two years extension for the grant New Challenges for Statistical Methods in Large and Complex Data Settings.

Dec 29, 2021

Our grant proposal entitled: Multi-Sensor Adjustment of Raw LiDAR, Visual and Inertial Measurements in Kinematic Laser Scanning Devices was approved by Innosuisse.

Oct 22, 2021

Jun Wu joins our group as a PhD student in Statistics.