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)
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.
Grants
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 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.
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
The Swiss National Science Foundation granted a two years extension for the grant New Challenges for Statistical Methods in Large and Complex Data Settings.
Our grant proposal entitled: Multi-Sensor Adjustment of Raw LiDAR, Visual and Inertial Measurements in Kinematic Laser Scanning Devices was approved by Innosuisse.
Jun Wu joins our group as a PhD student in Statistics.