ISBA
Voie du Roman Pays 20/L1.04.01
1348 Louvain-la-Neuve
Rainer von Sachs
Professeur ordinaire
- Véronique Delouille (UCL, 2002)
- Sébastien Van Bellegem (UCL, 2003)
- Hilmar Böhm (UCL, 2008)
- Giovanni Motta (UCL, 2009)
- Jean-Marc Freyermuth (UCL, 2011)
- Catherine Timmermans (UCL, 2012)
- Joris Chau (UCL, 2018)
- Rebecca Marion (UCL, 2021)
- Sophie Mathieu (UCL, 2021)
Current position
- Professor of statistics, Université catholique de Louvain (Prof. ordinaire)
- IMS Fellow; Elected Member of the ISI;
- Member of the Bernoulli Society, Belgian Statistical Society, "Fachgruppe Stochastik" der DMV;
- Diploma
Year Label Educational Organization 1991 Docteur en mathématiques: statistique University of Heidelberg
Interests
- Mathematical statistics, nonparametric curve estimation
- Analysis of (nonstationary) time series, spectral density estimation
- Statistical signal processing, biomedical time series, financial time series
- Wavelets and related localization methods
- High-dimensional statistics
2024
Rademacher, Daniel ; Krebs, Johannes ; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices. In: Journal of Statistical Planning and Inference, Vol. 231, p. 106140 (2024). doi:10.1016/j.jspi.2023.106140.
2024
Marion, Rebecca ; Lederer, Johannes ; Goevarts, Bernadette ; von Sachs, Rainer. VC-PCR: A prediction method based on variable selection and clustering. In: Statistica Neerlandica, (2024). doi:10.1111/stan.12358 (Accepté/Sous presse).
2023
Mathieu, Sophie ; Lefèvre, Laure ; von Sachs, Rainer ; Delouille, Véronique ; Ritter, Christian ; Clette, Frédéric. Nonparametric monitoring of sunspot number observations. In: Journal of Quality Technology, Vol. 55, no. 1, p. 104-118 (2023). doi:10.1080/00224065.2022.2041376.
2022
Chau, Joris ; von Sachs, Rainer. Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices. In: Computational Statistics & Data Analysis, Vol. 174, p. 107477 (2022). doi:10.1016/j.csda.2022.107477.
2021
Bibal, Adrien ; Marion, Rebecca ; von Sachs, Rainer ; Frénay, Benoît. BIOT: Explaining Multidimensional Nonlinear MDS Embeddings using the Best Interpretable Orthogonal Transformation. In: Neurocomputing, Vol. 453, p. 109-118 (2021). doi:10.1016/j.neucom.2021.04.088.
2021
Chau, Joris ; von Sachs, Rainer. Intrinsic wavelet regression for curves of Hermitian positive definite matrices. In: Journal of the American Statistical Association, Vol. 116, no.534, p. 819-832 (2021). doi:10.1080/01621459.2019.1700129.
2021
Barigozzi, Matteo ; Hallin, Marc ; Soccorsi, Stefano ; von Sachs, Rainer. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. In: Journal of Econometrics, Vol. 222, no. 1, part B, p. 324-343 (2021). doi:10.1016/j.jeconom.2020.07.004.
2020
Marion, Rebecca ; Govaerts, Bernadette ; von Sachs, Rainer. AdaCLV for Interpretable Variable Clustering and Dimensionality Reduction of Spectroscopic Data. In: Chemometrics and Intelligent Laboratory Systems, Vol. 206 (2020). doi:10.1016/j.chemolab.2020.104169.
2020
von Sachs, Rainer. Nonparametric Spectral Analysis of Multivariate Time Series. In: Annual Review of Statistics and Its Application, Vol. 7, no. 1, p. 361-386 (2020). doi:10.1146/annurev-statistics-031219-041138.
2019
Gorrostieta, Cristina ; Ombao, Hernando ; von Sachs, Rainer. Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series. In: Journal of Time Series Analysis, Vol. 40, p. 3-22 (2019). doi:10.1111/jtsa.12408.
2019
Mathieu, Sophie ; von Sachs, Rainer ; Ritter, Christian ; Delouille, Véronique ; Lefèvre, Laure. UNCERTAINTY QUANTIFICATION IN SUNSPOT COUNTS. In: The Astrophysical Journal, Vol. 886, no. 7, p. 14 pp (2019). doi:10.3847/1538-4357/ab4990.
2018
Steland, Ansgar ; von Sachs, Rainer. Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage. In: Stochastic Processes and their Applications, Vol. 128, no. 8, p. 2816-2855 (2018). doi:10.1016/j.spa.2017.10.007.
2018
Chau, Van Vinh ; Ombao, Hernando ; von Sachs, Rainer. Intrinsic data depth for Hermitian positive definite matrices. In: Journal of Computational and Graphical Statistics, Vol. 28, no. 2, p. 427-439 (2019). doi:10.1080/10618600.2018.1537926.
2018
Roueff, François ; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 2, p. 1355-1385 (2019).
2017
Steland, Ansgar ; von Sachs, Rainer. Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 23, no. 4A, p. 2299-2329 (2017). doi:10.3150/16-BEJ811.
2017
Fiecas, Marc ; Franke, Jürgen ; von Sachs, Rainer ; Tadjuidje, Joseph. Shrinkage Estimation for Multivariate Hidden Markov Mixture Models. In: Journal of the American Statistical Association, Vol. 112, no. 517, p. 424-435 (2017). doi:10.1080/01621459.2016.1148608.
2016
Chau, Van Vinh ; von Sachs, Rainer. Functional mixed effects wavelet estimation for spectra of replicated time series. In: Electronic Journal of Statistics, Vol. 10, no.2, p. 2461-2510 (2016). doi:10.1214/16-EJS1181.
2016
Roueff, François ; von Sachs, Rainer ; Sansonnet, Laure. Locally stationary Hawkes processes. In: Stochastic Processes and Their Applications, Vol. 126, no. 6, p. 1710-1743 (2016). doi:10.1016/j.spa.2015.12.003.
2015
Timmermans, Catherine ; von Sachs, Rainer. A novel semi-distance for measuring dissimilarities of curves with sharp local patterns. In: Journal of Statistical Planning and Inference, Vol. 160, p. 35-50 (2015). doi:10.1016/j.jspi.2014.11.007.
2015
Varughese, Melvin ; von Sachs, Rainer ; Stephanou, Michael ; Bassett, Bruce. Nonparametric Transient Classification using Adaptive Wavelets. In: Monthly Notices of the Royal Astronomical Society, Vol. 453, no. 3, p. 2848-2861 (2015). doi:10.1093/mnras/stv1816.
2014
Autin, Florent ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Block-threshold-adapted Estimators via a Maxiset Approach. In: Scandinavian Journal of Statistics : theory and applications, Vol. 41, no.1, p. 240-258 (2014). doi:10.1111/sjos.12012.
2014
Fiecas, Mark ; von Sachs, Rainer. Data-driven shrinkage of the spectral density matrix of a high-dimensional time series. In: Electronic Journal of Statistics, Vol. 8, p. 2975-3003 (2014). doi:10.1214/14-EJS977.
2013
Timmermans, Catherine ; Delsol, Laurent ; von Sachs, Rainer. Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features. In: Journal of Multivariate Analysis, Vol. 115, p. 421-444 (2013). doi:10.1016/j.jmva.2012.10.013.
2012
Autin, Florent ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Combining thresholding rules: a new way to improve the performance of wavelet estimators. In: Journal of Nonparametric Statistics, Vol. 24, no. 4, p. 905-922 (2012). doi:10.1080/10485252.2012.709854.
2012
Freyermuth, Jean-Marc ; von Sachs, Rainer. Discussion: Time-threshold maps: Using information from wavelet reconstructions with all threshold values simultaneously. In: Journal of the Korean Statistical Society, Vol. 41, no.2, p. 161-164 (2012). doi:10.1016/j.jkss.2012.02.001.
2011
EICHLER , Michael ; Motta, Giovanni ; von Sachs, Rainer. Fitting dynamic factor models to non-stationary time series. In: Journal of Econometrics, Vol. 163, no. 1, p. 51-70 (2011). doi:10.1016/j.jeconom.2010.11.007.
2011
Autin, Florent ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Ideal denoising within a family of tree-structured wavelet estimators. In: Electronic Journal of Statistics, Vol. 5, p. 829-855 (January 2011). doi:10.1214/11-EJS628.
2011
Motta, Giovanni ; Hafner, Christian ; von Sachs, Rainer. Locally Stationary Factor Models: Identification And Nonparametric Estimation. In: Econometric Theory, Vol. 27, no. 6, p. 1279-1319 (2011). doi:10.1017/S0266466611000053.
2011
Roueff, François ; von Sachs, Rainer. Locally stationary long memory estimation. In: Stochastic Processes and Their Applications, Vol. 121, no. 4, p. 813-844 (2011). doi:10.1016/j.spa.2010.12.004.
2010
Böhm, Hilmar ; Ombao, Hernando ; von Sachs, Rainer ; Sanes, J.. Classification of multivariate non-stationary signals : the SLEX-shrinkage approach. In: Journal of Statistical Planning and Inference, Vol. 140, no. 12, p. 3754-3763 (2010). doi:10.1016/j.jspi.2010.04.040.
2010
Freyermuth, Jean-Marc ; Ombao, Hernando ; von Sachs, Rainer. Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time Series. In: Journal of the American Statistical Association, Vol. 105, no. 490, p. 634-646 (2010). doi:10.1198/jasa.2010.tm09132.
2009
Antoniadis, Anestis ; Bigot, Jeremie ; von Sachs, Rainer. A Multiscale Approach for Statistical Characterization of Functional Images. In: Journal of Computational and Graphical Statistics, Vol. 18, no. 1, p. 216-237 (2009). doi:10.1198/jcgs.2009.0013.
2009
Böhm, Hilmar ; von Sachs, Rainer. Shrinkage estimation in the frequency domain of multivariate time series. In: Journal of Multivariate Analysis, Vol. 100, no. 5, p. 913-935 (2009). doi:10.1016/j.jmva.2008.09.009.
2008
Fryzlewicz, Piotr ; Nason, Guy P. ; von Sachs, Rainer. A wavelet-Fisz approach to spectrum estimation. In: Journal of Time Series Analysis, Vol. 29, no. 5, p. 868-880 (2008). doi:10.1111/j.1467-9892.2008.00586.x.
2008
Van Bellegem, Sébastien ; von Sachs, Rainer. Locally adaptive estimation of evolutionary wavelet spectra. In: Annals of Statistics, Vol. 36, no. 4, p. 1879–1924 (2008). doi:10.1214/07-AOS524.
2008
Böhm, Hilmar ; von Sachs, Rainer. Structural shrinkage of nonparametric spectral estimators for multivariate time series. In: Electronic Journal of Statistics, Vol. 2, p. 696-721 (2008). doi:10.1214/08-EJS236.
2007
Cosma, Antonio ; Scaillet, Olivier ; von Sachs, Rainer. Multivariate wavelet-based shape-preserving estimation for dependent observations. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 13, no. 2, p. 301-329 (2007). doi:10.3150/07-BEJ5066.
2006
Delouille, V ; Jansen, M ; von Sachs, Rainer. Second-generation wavelet denoising methods for irregularly spaced data in two dimensions. In: Signal Processing, Vol. 86, no. 7, p. 1435-1450 (2006). doi:10.1016/j.sigpro.2005.08.005.
2005
Delouille, V ; von Sachs, Rainer. Estimation of nonlinear autoregressive models using design-adapted wavelets. In: Institute of Statistical Mathematics. Annals, Vol. 57, no. 2, p. 235-253 (2005). doi:10.1007/BF02507024.
2005
Ombao, Hernando ; von Sachs, Rainer ; Guo, Wensheng. SLEX analysis of multivariate non-stationary time series. In: Journal of the American Statistical Association, Vol. 100, no. 470, p. 519-531 (2005). doi:10.1198/016214504000001448.
2004
Van Bellegem, Sébastien ; von Sachs, Rainer. Forecasting economic time series with unconditional time-varying variance. In: International Journal of Forecasting, Vol. 20, no. 4, p. 611-627 (2004). doi:10.1016/j.ijforecast.2003.10.002.
2004
Van Bellegem, Sébastien ; von Sachs, Rainer. On adaptive estimation for locally stationary wavelet processes and its applications. In: International Journal of Wavelets, Multiresolution and Information Processing, Vol. 2, no. 4, p. 545-565 (2004). doi:10.1142/S0219691304000603.
2004
Delouille, Véronique ; Simoens, J. ; von Sachs, Rainer. Smooth design-adapted wavelets for nonparametric stochastic regression. In: Journal of the American Statistical Association, Vol. 99, no. 467, p. 643-658 (2004). doi:10.1198/016214504000000971.
2003
Fryzlewicz, P ; Van Bellegem, Sébastien ; von Sachs, Rainer. Forecasting non-stationary time series by wavelet process modelling. In: Institute of Statistical Mathematics. Annals, Vol. 55, no. 4, p. 737-764 (2003). doi:10.1007/BF02523391.
2003
Donoho, DL ; Mallat, S ; von Sachs, Rainer ; Samuelides, Y. Locally stationary covariance and signal estimation with macrotiles. In: IEEE Transactions on Signal Processing, Vol. 51, no. 3, p. 614-627 (2003). doi:10.1109/TSP.2002.808116.
2003
Guo, WS ; Dai, M. ; Ombao, HC ; von Sachs, Rainer. Smoothing spline ANOVA for time-dependent spectral analysis. In: Journal of the American Statistical Association, Vol. 98, no. 463, p. 643-652 (2003). doi:10.1198/016214503000000549.
2002
Ombao, Hernando ; Raz, J ; von Sachs, Rainer ; Guo, WS. The SLEX model of a non-stationary random process. In: Institute of Statistical Mathematics. Annals, Vol. 54, no. 1, p. 171-200 (2002). doi:10.1023/A:1016130108440.
2002
Cranstoun, SD ; Ombao, HC ; von Sachs, Rainer ; Guo, WS ; Litt, B. Time-frequency spectral estimation of multichannel EEG using the auto-SLEX method. In: IEEE Transactions on Biomedical Engineering, Vol. 49, no. 9, p. 988-996 (2002). doi:10.1109/TBME.2002.802015.
2001
Ombao, HC ; Raz, JA ; Strawderman, RL ; von Sachs, Rainer. A simple generalised crossvalidation method of span selection for periodogram smoothing. In: Biometrika, Vol. 88, no. 4, p. 1186-1192 (2001). doi:10.1093/biomet/88.4.1186.
2001
Ombao, Hernando ; Raz, Jonathan ; von Sachs, Rainer ; Malow, Beth. Automatic statistical analysis of bivariate nonstationary time series. In: Journal of the American Statistical Association, Vol. 96, no. 454, p. 543-560 (2001). doi:10.1198/016214501753168244.
2001
Delouille, Véronique ; Franke, Jürgen ; von Sachs, Rainer. Nonparametric stochastic regression with design-adapted wavelets. In: Sankhya. Series A : Indian journal of statistics, Vol. 63, no. 3, p. 328-366 (2001).
2000
Neumann, Michael H. ; von Sachs, Rainer. A wavelet-based test for stationarity. In: Journal of Time Series Analysis, Vol. 21, no. 5, p. 597-613 (2000). doi:10.1111/1467-9892.00200.
2000
von Sachs, Rainer ; Macgibbon, B. Non-parametric curve estimation by wavelet thresholding with locally stationary errors. In: Scandinavian Journal of Statistics : theory and applications, Vol. 27, no. 3, p. 475-499 (2000). doi:10.1111/1467-9469.00202.
2000
Nason, Guy P. ; von Sachs, Rainer ; Kroisandt, Gerald. Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum. In: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 62, no. 2, p. 271-292 (2000). doi:10.1111/1467-9868.00231.
1999
Dahlhaus, R ; Neumann, MH ; von Sachs, Rainer. Nonlinear wavelet estimation of time-varying autoregressive processes. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 5, no. 5, p. 873-906 (1999). doi:10.2307/3318448.
1999
Nason, Guy P. ; von Sachs, Rainer. Wavelets in Time Series Analysis. In: Philosophical transactions of the Royal Society of London. Series A, Physical sciences and engineering, Vol. 357, p. 2511-2526 (1999).
1997
Neumann, Michael H. ; von Sachs, Rainer. Wavelet Thresholding in Anisotropic Function Classes and Application to Adaptive Estimation of Evolutionary Spectra. In: Annals of Statistics, Vol. 25, p. 38-76 (1997).
1996
von Sachs, Rainer. Modelling and Estimation of the Time--varying Structure of Nonstationary Time Series. In: Brazilian Journal of Probability and Statistics, Vol. 10, no. 2, p. 181-204 (1996).
1996
Schneider, K. ; von Sachs, Rainer. Wavelet Smoothing of Evolutionary Spectra by Non-linear Thresholding. In: Applied and Computational Harmonic Analysis, Vol. 3, p. 268-282 (1996).
1995
Janas, D. ; von Sachs, Rainer. Consistency for Non-linear Functions of the Periodogram of Tapered Data. In: Journal of Time Series Analysis, Vol. 16, no. 6, p. 585-606 (1995). doi:10.1111/j.1467-9892.1995.tb00257.x.
1994
von Sachs, Rainer. Estimating Non-linear Functions of the Spectral Density, Using a Data-Taper. In: Institute of Statistical Mathematics. Annals, Vol. 46, p. 453-474 (1994).
1994
von Sachs, Rainer. Peak-insensitive Nonparametric Spectrum Estimation. In: Journal of Time Series Analysis, Vol. 15, p. 429-452 (1994).
1993
von Sachs, Rainer. Estimating the Spectrum of a Stochastic Process in the Presence of a Contaminating Signal. In: IEEE Transactions on Signal Processing, Vol. 41, no. 1, p. 323-333 (1993).
2015
von Sachs, Rainer ; Timmermans, Catherine. The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction. In: Anestis Antoniadis, Jean-Michel Poggi, Xavier Brossat, Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics; 217), Springer New York LLC: (United States) New York, 2015, 319-339. 978-3-319-18731-0. doi:10.1007/978-3-319-18732-7_16.
2011
Timmermans, Catherine ; Delsol, Laurent ; von Sachs, Rainer. Bases Giving Distances. A New Semimetric and its Use for Nonparemetric Functional Data Analysis. In: Ferraty Frédéric (eds.), Recent Advances in Functional Data Analysis and Related Topics, Springer, 2011, p. 307-313 (2011). 978-3-7908-2736-1. doi:10.1007/978-3-7908-2736-1_48.
1995
Neumann, Michael H. ; von Sachs, Rainer. Wavelet Thresholding : Beyond the Gaussian I.I.D. Situation. In: A. Antoniadis, G. Oppenheim, Wavelets and Statistics (Springer lecture notes in statistics; 103), Springer, 1995, p. 301-329.
2020
Kaczynska, Sara ; Marion, Rebecca ; von Sachs, Rainer. Comparison of Cluster Validity Indices and Decision Rules for Different Degrees of Cluster Separation. European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning (Bruges, Belgium, du 02/10/2020 au 04/10/2020).
2012
Timmermans, Catherine ; de Tullio, Pascal ; Lambert, Vincent ; Frédérich, Michel ; Rousseau, Réjane ; von Sachs, Rainer. Advantages of the Bagidis methodology for metabonomics analyses: application to a spectroscopic study of Age-related Macular Degeneration. 12th European Symposium on Statistical Methods for the Food Industry (Paris - France, du 29/02/2012 au 02/03/2012).
2009
Timmermans, Catherine ; Delouille, V. ; von Sachs, Rainer. Comparaison et classifications de séries temporelles via leur développement en ondelettes de Haar asymétriques. Actes des XVIe rencontres de la société francophone de classification (2009).
2003
Van Bellegem, Sébastien ; Fryzlewicz, Piotr ; von Sachs, Rainer. A wavelet-based model for forecasting non-stationary processes. 24th Int. Coll. Group Theoretical Methods in Physics (Paris, France, July 2002). In: Institute of Physics Conference Series, Vol. 173, p. 955-958 (2003).
2000
Ombao, Hernando ; von Sachs, Rainer ; Guo, Wensheng. Estimation and inference for time-varying spectra of locally stationary SLEX processes. Proceedings of the 2nd International Symposium on Frontiers of Time Series Modeling (Nara, Japan, du 14/12/2000 au 17/12/2000).
1999
von Sachs, Rainer. Overcomplete systems of wavelet and related local bases for adaptive signal representation and estimation. 52nd Session of the ISI (Helsinki, Finland, 1999).
1999
Nason, Guy P. ; Kroisandt, Gerald ; von Sachs, Rainer. Spectral Representation and Estimation for Locally Stationary Wavelet Processes. Proceedings of the Workshop on Spline Functions and the Theory of Wavelets (Montreal, 1996). In: CRM Proceedings and Lecture Notes, Vol. 18, p. 381-397 (1999).
1998
von Sachs, Rainer. Nonparametric Wavelet Methods for Nonstationary Time Series. Proceedings of the 22nd European Meeting of Statisticians and 7th Vilnius Conference on Probability Theory and Mathematical Statistics (Vilnius, Lithuania, du 12/08/1998 au 18/08/1998).
1996
von Sachs, Rainer. Adaptively Wavelet-smoothed Wigner Estimates of Evolutionary Spectra. ICIAM (Hamburg, 1995). In: ICIAM/GAMM 95 : applied stochastics and optimization, Hamburg, July 3-7, 1995 (ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik; 76-3), Akademie-Verlag: Berlin, 1996. 3-05-501746-3, p. 71-74.
1996
Donoho, David ; Mallat, Stéphane ; von Sachs, Rainer. Estimating Covariances of Locally Stationary Processes: Consistency of Best Basis Methods. IEEE Conference on Time-Frequency/Time-Scale Methods (Paris, France, June).
1994
Schneider, K. ; von Sachs, Rainer. Nonlinear Wavelet Smoothing of Time-dependent Power Spectra. Proceedings of the Workshop on Time-Frequency, Wavelets and Multiresolution: Theory, Models and Applications (Lyon, March).
2024
Bailly, Gabriel ; von Sachs, Rainer. Time-Varying Covariance Matrices Estimation by Nonlinear Wavelet Thresholding in a Log-Euclidean Riemannian Manifold (LIDAM Discussion Paper ISBA; 2024/04), 2024.
2024
Li, Mengxue ; von Sachs, Rainer ; Pircalabelu, Eugen. Time-varying degree-corrected stochastic block models (LIDAM Discussion Paper ISBA; 2024/14), 2024. 44 p.
2023
Chakraborty, Somnath ; Lederer, Johannes ; von Sachs, Rainer. Estimation of stable parameters for multiple autoregressive processes via convex programming (LIDAM Discussion Paper ISBA; 2023/37), 2023. 37 p.
2022
Rademacher, Daniel ; Krebs, Johannes ; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices (LIDAM Discussion Paper ISBA; 2022/04), 2022. 57 p.
2021
Bibal, Adrien ; Marion, Rebecca ; von Sachs, Rainer ; Frénay, Benoît. BIOT: Explaining Multidimensional Nonlinear MDS Embeddings Using the Best Interpretable Orthogonal Transformation, 2021 (Soumis).
2021
Mathieu, Sophie ; Lefèvre, Laure ; von Sachs, Rainer ; Delouille, Véronique ; Ritter, Christian ; Clette, Frédéric. Nonparametric monitoring of sunspot number observations: a case study (LIDAM Discussion Paper ISBA; 2021/14), 2021. 57 p.
2021
Marion, Rebecca ; Lederer, Johannes ; Govaerts, Bernadette ; von Sachs, Rainer. VC-PCR: A Prediction Method based on Supervised Variable Selection and Clustering (LIDAM Discussion Paper ISBA; 2021/40), 2021. 37 p.
2020
Mathieu, Sophie ; von Sachs, Rainer ; Delouille, Véronique ; Lefèvre, Laure ; Ritter, Christian. Nonparametric robust monitoring of time series panel data (ISBA Discussion Paper; 2020/30), 2020. 58 p.
2019
von Sachs, Rainer. Spectral Analysis of Multivariate Time Series (ISBA Discussion Paper; 2019/08), 2019. 24 p.
2018
Chau, Van Vinh ; von Sachs, Rainer. Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (ISBA Discussion Paper; 2018/25), 2018. 51 p.
2017
Chau, Van Vinh ; Ombao, Hernando ; von Sachs, Rainer. Data depth and rank-based tests for covariance and spectral density matrices (ISBA Discussion Paper; 2017/19), 2017. 47 p.
2017
Chau, Van Vinh ; von Sachs, Rainer. Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach (ISBA Discussion Paper; 2017/02), 2017. 47 p.
2017
Roueff, François ; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes (ISBA Discussion Paper; 2017/05), 2017. 34 p.
2016
Steland, Ansgar ; von Sachs, Rainer. Asymptotics for High–Dimensional Covariance Matrices and Quadratic Forms with Applications to the Trace Functional and Shrinkage (ISBA Discussion Paper; 2016/38), 2016. 40 p.
2016
Chau, Van Vinh ; von Sachs, Rainer. Functional mixed effects wavelet estimation for spectra of replicated time series (ISBA Discussion Paper; 2016/13), 2016. 45 p.
2015
Varughese, Melvin ; von Sachs, Rainer ; Stephanou, Michael ; Bassett, Bruce. Nonparametric Transient Classification using Adaptive Wavelets (IBSA Discussion Paper; 2015/05), 2015. 14 p.
2015
Roueff, François ; von Sachs, Rainer ; Sansonnet, Laure. Time-frequency analysis of locally stationary Hawkes processes (ISBA Discussion Paper; 2015/11), 2015. 32 p.
2014
Steland, Ansgar ; von Sachs, Rainer. Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series (ISBA Discussion Paper; 2014/31), 2014. 22 p.
2014
von Sachs, Rainer ; Timmermans, Catherine. The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction (ISBA Discussion Paper; 2014/07), 2014. 20 p.
2014
Gorrostieta, Cristina ; Ombao, Hernando ; von Sachs, Rainer. Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series (ISBA Discussion Paper; 2014/30), 2014. 27 p.
2013
Timmermans, Catherine ; von Sachs, Rainer. BAGIDIS: Statistically investigating curves with sharp local patterns using a new functional measure of dissimilarity (ISBA Discussion Paper; 2013/31), 2013. 35 p.
2013
Fiecas, Mark ; von Sachs, Rainer. Data-driven Shrinkage of the Spectral Density Matrix of a High-dimensional Time Series (ISBA Discussion Paper; 2013/44), 2013. 28 p.
2012
Timmermans, Catherine ; de Tullio, Pascal ; Lambert, Vincent ; Frédérich, Michel ; Rousseau, Réjane ; von Sachs, Rainer. Advantages of the Bagidis methodology for metabonomics analyses: application to a spectroscopic study of Age-related Macular Degeneration (ISBA Discussion Paper; 2012/04), 2012. 10 p.
2012
Fiecas , Mark ; Franke, Jürgen ; von Sachs, Rainer ; Tadjuidje , Joseph. Shrinkage Estimation for Multivariate Hidden Markov Mixture Models (ISBA Discussion Paper; 2012/16), 2012. 24 + 8 p.
2012
Fiecas, Mark ; von Sachs, Rainer. Spectral density shrinkage for high-dimensional time series (ISBA Discussion Paper; 2012/37), 2012. 31 p.
2011
Autin, Florent ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Block-Threshold-Adapted Estimators via a maxiset approach (ISBA Discussion Paper; 2011/17), 2011. 22 p.
2011
Autin, Florent ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Combining thresholding rules: a new way to improve the performance of wavelet estimators (ISBA Discussion papers; 2011/21), 2011. 20 p.
2011
Autin, F. ; Freyermuth, Jean-Marc ; von Sachs, Rainer. Ideal denoising within a family of tree-structured wavelet estimators (ISBA Discussion Paper; 1102), 2011. 24 p.
2011
Timmermans, Catherine ; Delsol, Laurent ; von Sachs, Rainer. Using Bagidis in nonparametric functional data analysis: predicting from curves with sharp local features (ISBA Discussion Paper; 2011/20), 2011. 47 p.
2010
Timmermans, Catherine ; von Sachs, Rainer. BAGIDIS, a new method for statistical analysis of differences between curves with sharp discontinuities (ISBA Discussion Paper; 1030), 2010. 28 p.
2009
Böhm, Hilmar ; Ombao, Hernando ; Sanes, J. ; von Sachs, Rainer. Classification of multivariate non-stationary signals : the SLEX-shrinkage approach (STAT Discussion Paper; 0909), 2009. 20 p.
2009
ROUEFF, François ; von Sachs, Rainer. Locally stationary long memory estimation (STAT Discussion Paper; 0916), 2009. 28 p.
2009
Freyermuth, Jean-Marc ; Ombao, Hernando ; von Sachs, Rainer. Tree-structured wavelet estimation in a mixed effects model for Spectra of replicated time series (STAT Discussion Paper; 0902), 2009. 33 p.
2008
Eichler, M. ; Motta, Giovanni ; von Sachs, Rainer. Fitting dynamic fator models to nonstationary time series (STAT Discussion Paper; 0829), 2008. 36 p.
2008
Böhm, Hilmar ; von Sachs, Rainer. Structural shrinkage of nonparametric spectral estimators for multivariate time series (STAT Discussion Paper; 0805), 2008. 27 p.
2007
Böhm, Hilmar ; von Sachs, Rainer. Shrinkage estimation in the frequency domain of multivariate time series (STAT Discussion Paper; 0706), 2007. 26 p.
2006
Antoniadis, Anestis ; Bigot, Jérémie ; von Sachs, Rainer. A multiscale approach for statistical characterization of functional images (STAT Discussion Paper; 0623), 2006. 36 p.
2006
Fryzlewicz, Piotr ; Nason, Guy P. ; von Sachs, Rainer. A wavelet-Fisz approach to spectrum estimation (STAT Discussion Paper; 0608), 2006. 21 p.
2006
Motta, Giovanni ; Hafner, Christian ; von Sachs, Rainer. Locally stationary factor models : identification and nonparametric estimation (STAT Discussion Paper; 0624), 2006. 30 p.
2005
Cosma, A. ; Scaillet, Olivier ; von Sachs, Rainer. Multivariate wavelet-based shape preserving estimation for dependent observations (STAT Discussion Paper; 0516), 2005. 34 p.
2003
Van Bellegem, Sébastien ; von Sachs, Rainer. Locally adaptive estimation of sparse evolutionary wavelet spectra (STAT Discussion Paper; 0310), 2003.
2003
Van Bellegem, Sébastien ; von Sachs, Rainer. On adaptive estimation for locally stationary wavelet processes and its applications (STAT Discussion Paper; 0327), 2003.
2003
Ombao, Hernando ; von Sachs, Rainer ; Guo, Wensheng. SLEX analysis of multivariate non-stationary time series (STAT Discussion Paper; 0328), 2003. 25 p.
2003
Delouille, Véronique ; Jansen , M. ; von Sachs, Rainer. Second generation wavelet methods for denoising of irregularly spaced data in two dimensions (STAT Discussion Paper; 0305), 2003. 31 p.
2003
Delouille, Véronique ; von Sachs, Rainer. Smooth design-adapted wavelets for half-regular designs in two dimensions (STAT Discussion Paper; 0226), 2003.
2002
Van Bellegem, Sébastien ; von Sachs, Rainer. Forecasting economic time series using models of nonstationarity (STAT Discussion Paper; 0227), 2002. 26 p.
2002
Fryzlewicz, P. ; Van Bellegem, Sébastien ; von Sachs, Rainer. Forecasting non-stationary time series by wavelet process modelling (STAT Discussion Paper; 0208), 2002. 33 p.
2002
Delouille, Véronique ; von Sachs, Rainer. Properties of design-adapted wavelet transforms of nonlinear autoregression models (STAT Discussion Paper; 0225), 2002.
2001
Donoho, David ; Mallat, S. ; von Sachs, Rainer ; Samuelides, Yann. Signal and Covariance Estimation with Macrotiles (STAT Discussion Paper; 0113), 2001. 29 p.
2001
Delouille, Véronique ; Simoens , J. ; von Sachs, Rainer. Smooth design-adapted wavelets for nonparametric stochastic regression (STAT Discussion Paper; 0117), 2001. 26 p.
2001
Guo, Wensheng ; Dai, Ming ; Ombao, Hernando ; von Sachs, Rainer. Smoothing Spline ANOVA for Time-Dependent Spectral Analysis (STAT Discussion Paper; 0141), 2001. 26 p.
2000
Guo, Wensheng ; Ombao, Hernando ; von Sachs, Rainer. Estimation and inference for time-varying spectra of locally stationary SLEX processes : In Memory of Jonathan A. Raz (STAT Discussion Paper; 0027), 2000. 12 p.
2000
Delouille, Véronique ; Franke, Jürgen ; von Sachs, Rainer. Nonparametric stochastic regression with design-adapted wavelets (STAT Discussion Paper; 0019), 2000. 44 p.
2000
Guo, W. ; Ombao, Hernando ; Raz, J. ; von Sachs, Rainer. The SLEX Model of a Non-Stationary Random Process (STAT Discussion Paper; 0026), 2000. 29 p.
1999
Ombao, Hernando ; Raz, J. ; Strawderman, R. ; von Sachs, Rainer. A simple generalised crossvalidation method of span selection for periodogram smoothing (STAT Discussion Paper; 9917), 1999. 16 p.
1999
Malow, Beth ; Ombao, Hernando ; Raz, J. ; von Sachs, Rainer. Automatic statistical analysis of bivariate non-stationary time series (STAT Discussion Paper; 9908), 1999. 31 p.
1999
Nason, Guy P. ; von Sachs, Rainer. Wavelets in time series analysis (STAT Discussion Paper; 9901), 1999. 16 p.
1998
Donoho, David ; Mallat, Stéphane ; von Sachs, Rainer. Estimating Covariances of Locally Stationary Processes : Rates of Convergence of Best Basis Methods (Technical Report (Stanford University. Department of Statistics); 517), 1998.
1998
von Sachs, Rainer. Nonparametric Wavelet Methods for Nonstationary Time Series (STAT Discussion Paper; 9819), 1998. 28 p.
1998
Kroisandt, Gerald ; Nason, Guy P. ; von Sachs, Rainer. Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum (STAT Discussion Paper; 9822), 1998. 25 p.
1993
von Sachs, Rainer. Detecting Periodic Components in a Stationary Time Series by an Improved Nonparametric Procedure, 1993.