Stéphane Guerrier
Professor of Statistics
Interests
- Mathematical Statistics
- Computational statistics
- Life sciences analytics
- Data Analytics in Engineering
- Applied Statistics
- High Dimensional Data
- Time Series
- Model Selection
Education
Ph.D., Statistics, 2013
University of Geneva, Switzerland
MSc, Environmental Engineering, 2008
École Polytechnique Fédérale de Lausanne (EPFL), Switzerland
Preprints
- (2019). A simple recipe for making accurate parametric inference in finite sample. arXiv preprint arXiv:1901.06750.
- (2019). Phase Transition Unbiased Estimation in High Dimensional Settings. arXiv preprint arXiv:1907.11541.
- (2018). On the Properties of Simulation-based Estimators in High Dimensions. arXiv preprint arXiv:1810.04443.
- (2016). Fast and robust parametric estimation for time series and spatial models. arXiv preprint arXiv:1607.05861.
- (2016). On the identifiability of latent models for dependent data. arXiv preprint arXiv:1607.05884.
- (2016). The gmwm R package: a comprehensive tool for time series analysis from state-space models to robustness. arXiv preprint arXiv:1607.04543.
- (2016). Wavelet variance for random fields: an m-estimation framework. arXiv preprint arXiv:1607.05858.
- (2015). A prediction divergence criterion for model selection. arXiv preprint arXiv:1511.04485.
Conference Papers
- (2019). Modeling the climate change effects on storm surge with metamodels. 6th International Symposium on Life-Cycle Civil Engineering, IALCCE 2018.
- (2018). A two-step computationally efficient procedure for IMU classification and calibration. 2018 IEEE/ION Position, Location and Navigation Symposium (PLANS).
- (2018). An optimal virtual inertial sensor framework using wavelet cross covariance. 2018 IEEE/ION Position, Location and Navigation Symposium (PLANS).
- (2018). Construction of dynamically-dependent stochastic error models. 2018 IEEE/ION Position, Location and Navigation Symposium (PLANS).
- (2018). Improved stochastic modelling of low-cost GNSS receivers positioning errors. 2018 IEEE/ION Position, Location and Navigation Symposium (PLANS).
- (2017). A computational multivariate-based technique for inertial sensor calibration. 30th International Technical Meeting of the Satellite Division of the Institute of Navigation, ION GNSS 2017.
- (2017). An automatic calibration approach for the stochastic parameters of inertial sensors. 30th International Technical Meeting of the Satellite Division of the Institute of Navigation, ION GNSS 2017.
- (2017). An overview of a new sensor calibration platform. 2017 IEEE International Workshop on Metrology for AeroSpace (MetroAeroSpace).
- (2016). Two-step robust estimation of copulae. International Conference on Robust Statistics.
- (2015). A computationally efficient platform for inertial sensor calibration. 28th International Technical Meeting of the Satellite Division of the Institute of Navigation, ION GNSS 2015.
- (2015). An inertial sensor calibration platform to estimate and select error models. 2015 International Association of Institutes of Navigation World Congress (IAIN).
- (2015). Automatic and computationally efficient method for model selection in inertial sensor calibration. 28th International Technical Meeting of the Satellite Division of the Institute of Navigation, ION GNSS 2015.
- (2014). Study of MEMS-based inertial sensors operating in dynamic conditions. 2014 IEEE/ION Position, Location and Navigation Symposium-PLANS 2014.
- (2012). A framework for inertial sensor calibration using complex stochastic error models. Proceedings of the 2012 IEEE/ION Position, Location and Navigation Symposium.
- (2009). Improving accuracy with multiple sensors: Study of redundant MEMS-IMU/GPS configurations. Proceedings of the 22nd international technical meeting of the Satellite Division of the Institute of Navigation (ION GNSS 2009).
- (2008). Redundant MEMS-IMU integrated with GPS for performance assessment in sports. 2008 IEEE/ION Position, Location and Navigation Symposium.