Stéphane Guerrier

Research

Main research areas

Biostatistics: (bio)equivalence testing, clinical trial design, prevalence estimation, electronic health records
Simulation-Based Inference: accurate inference for complex models, bias correction, statistical inversion for physical models, small-area estimation
Time Series & Signal Processing: generalized method of wavelet moments, robust time series methods, sensor calibration for robotics and navigation, high-dimensional time series
Reliability & Fairness in AI: fairness in AI decision-making (new direction)

Selected Publications

Assessing COVID-19 prevalence in Austria with infection surveys and case count data

Journal of the American Statistical Association, 2024 · Reproducibility Award

S. Guerrier, C. Kuzmics and M.-P. Victoria-Feser

Robust two-step wavelet-based inference for time series models

Journal of the American Statistical Association, 2022

S. Guerrier, R. Molinari, M.-P. Victoria-Feser and H. Xu

Wavelet-variance-based estimation for composite stochastic processes

Journal of the American Statistical Association, 2013

S. Guerrier, Y. Stebler, J. Skaloud and M.-P. Victoria-Feser

A penalized two-pass regression to predict stock returns with time-varying risk premia

Journal of Econometrics, 2023

G. Bakalli, S. Guerrier and O. Scaillet

Accounting for vibration noise in stochastic measurement errors of inertial sensors

IEEE Transactions on Signal Processing, 2024

M. Karemera, L. Voirol, D. A. Cucci, W. Chu, R. Molinari and S. Guerrier

All publications →

Funding

Tail-robust Analysis of High-dimensional Nonstationary Time Series

SNSF Weave / Lead Agency (joint with US NSF) · Principal Investigator · CHF 525K + USD 452K (with Y. Ke, University of Georgia, and R. Li, Penn State) · 2025–2028

Inference for Small Area Estimation through Generative Methods: Gender Disparities

SNSF SPIRIT · Principal Investigator · CHF 453K (with I. Ngaruye and J. Nzabanita, University of Rwanda) · 2025–2028

Advancing Bioequivalence Assessment for Locally Acting Drugs: Multivariate Adaptive Experimental Designs

SNSF Project Funding · Principal Investigator · CHF 1.55M (with Y. Kalia, University of Geneva) · 2025–2028

Data-driven Imaging of Volcanic Plumbing Systems

SNSF Sinergia · Principal Investigator · CHF 2.31M (consortium total, with L. Caricchi, University of Geneva, and C. Montagna, INGV Pisa) · 2024–2028

Previous grants

New Challenges for Statistical Methods in Large and Complex Data Settings (Extension)

SNSF Professorship · Principal Investigator · CHF 816K · 2023–2024

Multi-Sensor Adjustment of Raw LiDAR, Visual and Inertial Measurements in Kinematic Laser Scanning Devices

Innosuisse · Principal Investigator · CHF 815K (with J. Skaloud, EPFL, and Hexagon Technology Center) · 2022–2024

Stochastic Modelling of Inertial Sensors for Precise GNSS-based Positioning

Innosuisse · Principal Investigator · CHF 917K (with J. Skaloud, EPFL, and Hexagon Technology Center) · 2019–2022

New Challenges for Statistical Methods in Large and Complex Data Settings

SNSF Professorship · Principal Investigator · CHF 1.66M · 2019–2022

Postdoc, Senior Research Associates & Developer

Luca Insolia — Postdoctoral Researcher
Mucyo Karemera — Senior Research Associate
Samuel Orso — Senior Research Associate
Sébastien Feser — Developer

Former postdocs

2022Davide A. Cucci — Senior R&D Engineer, Pix4D
2020Mehran Khaghani — Sensor Fusion Algorithm Engineer, Leica Geosystems

Current PhD Students

Federico Grazi
Tania Loureiro Ferreira
Filippo Salmaso
Lionel Voirol

Former PhD Students

2026Jun Wu — Lecturer, Guizhou University of Finance and Economics
2025Younes Boulaguiem — Postdoctoral Researcher, University of Geneva
2024Cesare Miglioli — Postdoctoral Researcher, University of Pittsburgh
2021Gaetan Bakalli — Assistant Professor, EM Lyon
2021Haotian Xu — Assistant Professor (tenure track), Auburn University
2019Samuel Orso — Senior Research Associate, University of Geneva
2016Roberto Molinari — Associate Professor, Auburn University
2015Elise Dupuis-Lozeron — Senior Statistician, Philip Morris International