Big Data


Journal Articles


1. Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (Soumis). http://hdl.handle.net/2078.1/224107

2. Bazgour, T.; Heuchenne, Cédric; Sougne, D. Conditional asset allocation: does market wide liquidity matter?. In: Journal of Empirical Finance, Vol. (to appear), p. n/a-n/a. (Soumis). http://hdl.handle.net/2078.1/171440

3. Beretta, Alessandro; Heuchenne, Cédric. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures. In: Journal of Applied Statistics, Vol. 46, no. 9, p. 1529-1549 (2019). doi:10.1080/02664763.2018.1554627 (Accepté/Sous presse). http://hdl.handle.net/2078.1/208979

4. Bibal, Adrien; Marion, Rebecca; Frénay, Benoît; von Sachs, Rainer. BIOT: Explaining Multidimensional MDS Embeddings Using the Best Interpretable Orthogonal Transformation. (Soumis). http://hdl.handle.net/2078.1/224108

5. Chau, Joris; von Sachs, Rainer. Intrinsic wavelet regression for curves of Hermitian positive definite matrices. In: Journal of the American Statistical Association, , p. Accepted author version posted online: 06 Dec 2019. doi:10.1080/01621459.2019.1700129 (Accepté/Sous presse). http://hdl.handle.net/2078.1/203429 ; http://hdl.handle.net/2078.1/224111

6. 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. http://hdl.handle.net/2078.1/208820

7. 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. http://hdl.handle.net/2078.1/176976

8. Colling, Benjamin; Heuchenne, Cédric; Samb, Rawane; Van Keilegom, Ingrid. Estimation of the Error Density in a Semiparametric Transformation Model. In: Annals of the Institute of Statistical Mathematics, Vol. 67, p. 1-18 (2015). doi:10.1007/s10463-013-0441-x. http://hdl.handle.net/2078.1/142815

9. Faraz, Alireza; Celano, Giovanni; Saniga, Erwin; Heuchenne, Cédric; Fichera , Sergio. The variable parameters T ^{2} chart with run rules. In: Statistical Papers, Vol. 55, no. 4, p. 933-950 (2014). doi:10.1007/s00362-013-0537-7. http://hdl.handle.net/2078.1/142811

10. Faraz, Alireza; Chalaki, Kamyar; Saniga, Erwin; Heuchenne, Cédric. The Robust Economic Statistical Design of the Hotelling’s T^2 Chart. In: Communications in Statistics: Theory and Methods, Vol. 45, no. 23, p. 6989-7001 (2016). doi:10.1080/03610926.2014.972574 (Accepté/Sous presse). http://hdl.handle.net/2078.1/155354

11. Faraz, Alireza; Heuchenne, Cédric. A simple method for designing Shewhart and S2 control charts to guarantee the in-control performance. In: Journal of Quality Technology : a quarterly journal of methods, applications and related topics, Vol. (to appear), p. n/a-n/a. (Soumis). http://hdl.handle.net/2078.1/171437

12. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. An exact method for designing Shewhart and S2 control charts to guarantee in-control performance. In: International Journal of Production Research, Vol. 56, no.7, p. 2570-2584 (2018). doi:10.1080/00207543.2017.1384580. http://hdl.handle.net/2078.1/207879

13. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. The np Chart with Guaranteed In-control Average Run Lengths. In: Quality and Reliability Engineering International, Vol. 33, no.5, p. 1057-1066 (2017). doi:10.1002/qre.2091. http://hdl.handle.net/2078.1/207881

14. Faraz, Alireza; Saniga, Erwin; Heuchenne, Cédric. Shewhart Control Charts for Monitoring Reliability with Weibull Lifetimes. In: Quality and Reliability Engineering International, Vol. 31, no. 8, p. 1565-1575 (2015). doi:10.1002/qre.1692. http://hdl.handle.net/2078.1/155337

15. Faraz, Alireza; Woodall, William H.; Heuchenne, Cédric. Guaranteed conditional performance of the S^2 control chart with estimated parameters. In: International Journal of Production Research, Vol. 53, no.14, p. 4405-4413 (2015). doi:10.1080/00207543.2015.1008112. http://hdl.handle.net/2078.1/171427

16. Feraud, Baptiste; Govaerts, Bernadette; Verleysen, Michel; de Tullio, Pascal. Statistical treatment of 2D NMR COSY spectra in metabolomics: data preparation, clustering-based evaluation of the Metabolomic Informative Content and comparison with 1H-NMR. In: Metabolomics, Vol. 11, no. 6, p. 1756-1768 (2015). doi:10.1007/s11306-015-0830-7. http://hdl.handle.net/2078.1/165850

17. Feraud, Baptiste; Leenders, Justine; Martineau, Estelle; Giraudeau, Patrick; Govaerts, Bernadette; de Tullio, Pascal. Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics. In: Metabolomics, Vol. 15, no.63, p. n/a-n/a (published online 16 April 2019) (2019). doi:10.1007/s11306-019-1524-3 (Accepté/Sous presse). http://hdl.handle.net/2078.1/215784

18. Feraud, Baptiste; Munaut, Carine; Martin, Manon; Verleysen, Michel; Govaerts, Bernadette. Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics. In: Metabolomics, Vol. 13, no.11, p. (n/a-n/a First Online: 27 September 2017) (2017). doi:10.1007/s11306-017-1275-y (Accepté/Sous presse). http://hdl.handle.net/2078.1/189217

19. Feraud, Baptiste; Rousseau, Rejane; Tullio, Pascal de; Verleysen, Michel; Govaerts, Bernadette. Independent Component Analysis and Statistical Modelling for the Identification of Metabolomics Biomarkers in 1H-NMR Spectroscopy. In: Journal of Biometrics & Biostatistics, Vol. 08, no.04 (2021). doi:10.4172/2155-6180.1000367. http://hdl.handle.net/2078.1/213351

20. 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. http://hdl.handle.net/2078.1/170146

21. Francq, Bernard G.; Govaerts, Bernadette. Measurement methods comparison with errors-in-variables regressions. From horizontal to vertical OLS regression, review and new perspectives. In: Chemometrics and Intelligent Laboratory Systems, Vol. 134, no. 1, p. 123-139 (2014). doi:10.1016/j.chemolab.2014.03.006. http://hdl.handle.net/2078.1/144249

22. Francq, Bernard G.; Govaerts, Bernadette. Hyperbolic confidence bands of errors-in-variables regression lines applied to method comparison studies. In: Journal de la Société Française de Statistique & Revue de Statistique Appliquée, Vol. 155, no.1, p. 23-45 (2014). http://hdl.handle.net/2078.1/144248

23. Francq, Bernard G.; Govaerts, Bernadette. How to regress and predict in a Bland-Altman plot? Review and contribution based on tolerance intervals and correlated-errors-in-variables models. In: Statistics in Medicine, Vol. 35, no. 14, p. 2328-2358 (2016). doi:10.1002/sim.6872. http://hdl.handle.net/2078.1/172848

24. 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. http://hdl.handle.net/2078.1/203145

25. Guisset, Séverine; Martin, Manon; Govaerts, Bernadette. Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs. In: Chemometrics and Intelligent Laboratory Systems, Vol. 184, p. 44-63 (2019). doi:10.1016/j.chemolab.2018.11.006. http://hdl.handle.net/2078.1/207565

26. Hambuckers, J.; Heuchenne, Cédric. Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach. In: Journal of Forecasting, Vol. 35, no. 4, p. 347-372 (2016). doi:10.1002/for.2380. http://hdl.handle.net/2078.1/171439

27. Hambuckers, Julien; Heuchenne, Cédric. A robust statistical approach to select adequate error distributions for financial returns. In: Journal of Applied Statistics, Vol. 44, no. 1, p. 137-161 (2017). doi:10.1080/02664763.2016.1165803. http://hdl.handle.net/2078.1/180485

28. Heuchenne, Cédric; Laurent, Géraldine. Parametric conditional variance estimation in location-scale models with censored data. In: Electronic Journal of Statistics, Vol. 11, no.1, p. 148-176 (2017). doi:10.1214/16-EJS1139. http://hdl.handle.net/2078.1/183983

29. Heuchenne, Cédric; Laurent, Stéphane; Legrand, Catherine; Van Keilegom, Ingrid. Likelihood-Based Inference for Semi-Competing Risks. In: Communications in Statistics - Simulation and Computation, Vol. 43, no. 5, p. 1112-1132 (2014). doi:10.1080/03610918.2012.725495. http://hdl.handle.net/2078.1/139420

30. Heuchenne, Cédric; Samb, Rawane; Van Keilegom, Ingrid. Estimating the error distribution in semiparametric transformation models. In: Electronic Journal of Statistics, Vol. 9, no.2, p. 2391-2419 (2015). doi:10.1214/15-EJS1057. http://hdl.handle.net/2078.1/168074

31. Manteiga, Wenceslao González; Heuchenne, Cédric; Sellero, César Sánchez; Beretta, Alessandro. Goodness-of-fit tests for censored regression based on artificial data points. In: TEST, Vol. to appear (Accepted author version posted online: 04 July 2019) (2019). doi:10.1007/s11749-019-00662-6 (Accepté/Sous presse). http://hdl.handle.net/2078.1/218813

32. Martin, Manon; Legat, Benoît; Leenders, Justine; Vanwinsberghe, Julien; Rousseau, Réjane; Boulanger, Bruno; Eilers, Paul H.C.; De Tullio, Pascal; Govaerts, Bernadette. PepsNMR for 1 H NMR metabolomic data pre-processing. In: Analytica Chimica Acta, Vol. 1019, p. 1-13 (2018). doi:10.1016/j.aca.2018.02.067. http://hdl.handle.net/2078.1/196600

33. Mathieu, Sophie; von Sachs, Rainer; Ritter, Christian; Delouille, Véronique; Lefèvre, Laure. UNCERTAINTY QUANTIFICATION IN SUNSPOT COUNTS. In: The Astrophysical Journal, Vol. accepted (2019). http://hdl.handle.net/2078.1/220927

34. Nguyen, Huu Du; Tran, Kim Phuc; Heuchenne, Cédric. Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts. In: Quality and Reliability Engineering International, Vol. 35, p. 439-460 (2019). doi:10.1002/qre.2412. http://hdl.handle.net/2078.1/207880

35. Pereira, Benoît; Vandeuren, Aubry; Govaerts, Bernadette; Sonnet, Philippe. Assessing dataset equivalence and leveling data in geochemical mapping. In: Journal of Geochemical Exploration, Vol. 168, no. 168, p. 36-48 (2016). doi:10.1016/j.gexplo.2016.05.012. http://hdl.handle.net/2078.1/175190

36. Pircalabelu, Eugen; Gerda Claeskens. Zoom-in/out joint graphical lasso for different coarseness scales. In: Journal of the Royal Statistical Society. Series C, Applied statistics, Vol. /, no. /, p. / (2019). (Accepté/Sous presse). http://hdl.handle.net/2078.1/219725

37. 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). http://hdl.handle.net/2078.1/203144

38. 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. http://hdl.handle.net/2078.1/170138

39. Seif, Asghar; Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. A Statistically adaptive sampling policy to the Hotelling's T^{2} Control Chart: Markov Chain Approach. In: Communications in Statistics: Theory and Methods, Vol. 45, no. 13, p. 3919-3929 (2016). doi:10.1080/03610926.2014.911910. http://hdl.handle.net/2078.1/142823

40. 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. http://hdl.handle.net/2078.1/170149

41. 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. http://hdl.handle.net/2078.1/191604

42. Thiel, Michel; Feraud, Baptiste; Govaerts, Bernadette. ASCA+ and APCA+: Extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs. In: Journal of Chemometrics, Vol. n/a, Available online: 21 June 2017, p. n/a-n/a (to appear). doi:10.1002/cem.2895 (Accepté/Sous presse). http://hdl.handle.net/2078.1/185670

43. 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. http://hdl.handle.net/2078.1/154928

44. Tran, Kim Phuc; Heuchenne, Cédric; Balakrishnan, Narayanaswamy. On the performance of coefficient of variation charts in the presence of measurement errors. In: Quality and Reliability Engineering International, Vol. 35, p. 329-350 (2019). doi:10.1002/qre.2402; 10.1002/qre.2402. http://hdl.handle.net/2078.1/207878

45. 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. http://hdl.handle.net/2078.1/165197

46. von Sachs, Rainer. Nonparametric Spectral Analysis of Multivariate Time Series. In: Annual Review of Statistics and Its Application, Vol. 7, no. 1, p. to appear (2020). doi:10.1146/annurev-statistics-031219-041138 (Accepté/Sous presse). http://hdl.handle.net/2078.1/224113


Book Chapters


1. von Sachs, Rainer; Timmermans, Catherine. The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction. In: Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics; xxx), 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. http://hdl.handle.net/2078.1/146393


Working Papers


1. Beretta, Alessandro; Heuchenne, Cédric. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures (xxx), 2018. 20 p. http://hdl.handle.net/2078.1/209024

2. Chau, Van Vinh; Ombao, Hernando; von Sachs, Rainer. Data depth and rank-based tests for covariance and spectral density matrices (xxx), 2017. 47 p. http://hdl.handle.net/2078.1/187151

3. Chau, Van Vinh; von Sachs, Rainer. Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (xxx), 2018. 51 p. http://hdl.handle.net/2078.1/203429

4. Chau, Van Vinh; von Sachs, Rainer. Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach (xxx), 2017. 47 p. http://hdl.handle.net/2078.1/182634

5. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. The np Chart With Guaranteed In-control Average Run Lengths (xxx), 2017. 17 p. http://hdl.handle.net/2078.1/209029

6. Faraz, Alireza; Woodall, William; Heuchenne, Cédric. Guaranteed conditional performance of the S^2 control chart with estimated parameters (xxx), 2015. http://hdl.handle.net/2078.1/157628

7. Nguyen, Huu Du; Tran, Kim Phuc; Heuchenne, Cédric. Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts (xxx), 2018. 29 p. http://hdl.handle.net/2078.1/209026

8. Roueff, François; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes (xxx), 2017. 34 p. http://hdl.handle.net/2078.1/183997

9. Tran, Kim Phuc; Heuchenne, Cédric; Balakrishnan, Narayanaswamy. On the Performance of Coefficient of Variation Charts in the Presence of Measurement Errors (xxx), 2018. 35 p. http://hdl.handle.net/2078.1/209027

10. von Sachs, Rainer. Spectral Analysis of Multivariate Time Series (xxx), 2019. 24 p. http://hdl.handle.net/2078.1/215112