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20152026
most citedThe Generalized Method of Wavelet Moments with Exogenous Inputs: a Fast Approach for the Analysis of GNSS Position Time Series

21 citations · 73 across the 29 of their papers we have counts for

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Showing 2020Show all

5 papers · 1 filter

stat.ME2020

Prevalence Estimation from Random Samples and Census Data with Participation Bias

Stéphane Guerrier, Christoph Kuzmics, Maria-Pia Victoria-Feser

Countries officially record the number of COVID-19 cases based on medical tests of a subset of the population with unknown participation bias. For prevalence estimation, the offici…

math.ST2020

A General Approach for Simulation-based Bias Correction in High Dimensional Settings

Stéphane Guerrier, Mucyo Karemera, Samuel Orso +2

An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods a…

stat.ML2020

SWAG: A Wrapper Method for Sparse Learning

Roberto Molinari, Gaetan Bakalli, Stéphane Guerrier +4

The majority of machine learning methods and algorithms give high priority to prediction performance which may not always correspond to the priority of the users. In many cases, pr…

math.ST2020★ 2 cited

Asymptotically Optimal Bias Reduction for Parametric Models

Stéphane Guerrier, Mucyo Karemera, Samuel Orso +1

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high-dimensional settings where the number…

stat.ME2020★ 2 cited

Robust Two-Step Wavelet-Based Inference for Time Series Models

Stéphane Guerrier, Roberto Molinari, Maria-Pia Victoria-Feser +1

Complex time series models such as (the sum of) ARMA models with additional noise, random walks, rounding errors and/or drifts are increasingly used for data analysis in fie…