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

SNSF

Swiss National Science Foundation Award for the grant entitled: Data-driven Imaging of Volcanic Plumbing Systems, SNSF Sinergia, with Prof. Luca Caricchi (University of Geneva), Dr. Chiara Montagna (Istituto Nazionale di Geofisica e Vulcanologia Sezione di Pisa) and Prof. Maria-Pia Victoria-Feser (University of Geneva), amount: CHF 2,313,234; period: 2023 - 2027.

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; 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; period: 2020 - 2022.

SNSF

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

News

Apr 28, 2023

Our grant proposal entitled: Data-driven Imaging of Volcanic Plumbing Systems was approved by the Swiss National Science Foundation.

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.

© Copyright 2023 Stéphane Guerrier.