BCM - Computational and Mathematical Biology Sophie Lambert-Lacroix, Professor of statistics
Grenoble UPMF TIMC-IMAG,  Faculty of Medicine,  F38706 La Tronche  FRANCE. Tel. (+33) 4 56 52 00 69 Email : Sophie.LambertATimag.fr

Research

Research interests

 

Times series: modelisation and estimation

Nonparametric curve estimation

Dimension reduction method

Multifractal processus

 

Publications

 

•  Antoniadis A, Gijbels I, Lambert-Lacroix S, Poggi, J.M. (2016) Joint estimation and variable selection for mean and dispersion in proper dispersion models. Electronic Journal of Statistics.

 

• A. Brouste, J. Istas and S. Lambert-Lacroix, (2016)  Conditional fractional Gaussian fields with the package FieldSim, R Journal.

 

• Lambert-Lacroix, S., Zwald L. (2016)The adaptive BerHu penalty in robust regression. Journal of Nonparametric Statistics.

 

• V. Viallon, S. Lambert-Lacroix, H. Höfling, F. Picard, (2014) On the robustness of the Generalized Fused Lasso to prior specifications. Statistics and Computing, pages 1–17.

 

• Antoniadis A, Gijbels I, Lambert-Lacroix S, (2014) Penalized estimation in additive varying coefficient models using grouped regularization. Statistical Papers, Vol. 55 Issue 3.

 

• Giacofci M, Lambert-Lacroix S, Marot G, Picard F, (2013) Wavelet-based clustering for mixed-effects functional models in high dimension. Biometrics, vol. 69, n. 1 31-40.

 

• Boshnakov, G., Lambert-Lacroix S., (2012) Periodic Levinson-Durbin algorithm for entropy maximization . Computational Statistics and Data Analysis, 56, 15-24.

 

• Lambert-Lacroix, S., Zwald L., (2011) Robust regression through the Huber's criterion and adaptive lasso penalty. Electronic Journal of Statistics, Volume 5, 1015-1053.

 

• Brouste, A., Istas, J., Lambert-Lacroix S. (2010) On simulation of manifold indexed fractional Gaussian fields. Journal of Statistical Software, vol 4, n 36, 1-14.

 

• Antoniadis, A., Bigot, J., Lambert-Lacroix S., (2010) Peaks detection and alignment for mass spectrometry data . Journal de la Société Française de Statistique, 151(1), 17-37.

 

• Boshnakov, G., Lambert-Lacroix S., (2009) Maximum Entropy for Periodically Correlated Processes from Nonconsecutive Autocovariance Coefficients . Journal of Time series Analysis, 30 (5), 467-486.

 

• Chatelain, F., Lambert-Lacroix S., Tourneret J-Y. (2009) Pairwise likelihood estimation for multivariate mixed Poisson models generated by Gamma intensities. Statistics and Computing, 19, 283-301.

 

• Brouste, A., Istas, J., Lambert-Lacroix S. (2007) On fractional Gaussian random fields simulations. Journal of Statistical Software, vol 1, n 23, 1-23. (R package: FieldSim)

 

• A. Antoniadis, J. Bigot, S. Lambert-Lacroix , F. Letué. (2007) Non parametric Pre-processing Methods and Inference Tools for Analyzing Time-of-Flight Mass Spectrometry Data. Current Analytical Chemistry, vol 3, n 2, 127-147.

 

• S. Lambert-Lacroix,  J. Peyre . (2006) Local likelyhood regression in_ generalized linear single-index models with applications to microarrays data. Computational Statistics and Data Analysis, vol 51, n 3, 2091-2113. (R package: plsgenomics)

 

• G. Fort, S. Lambert-Lacroix. (2005) Classification using Partial Least Squares with Penalized Logistic Regression. Bioinformatics, vol 21,  n 8, 1104-1111. (R package: plsgenomics)

 

• G. Fort, S. Lambert-Lacroix,  J. Peyre. (2005) Réduction de dimension dans les modèles linéaires généralisés : application _ la classification supervis_e de donn_es issues des biopuces. Journal de la SFDS, tome 146, n1-2, 117-152.

 

• S. Lambert-Lacroix. (2005) Extension of autocovariance coefficients sequence for periodically correlated processes. Journal of Time series Analysis, vol. 26, n 3, 423-435.

 

• A Juditsky and S. Lambert-Lacroix. (2004) On minimax density estimation_ on R. Bernoulli, vol 10 (2), 187-220.

 

• A. Juditsky, S. Lambert-Lacroix. (2003) Nonparametric confidence set estimation. Mathematical Methods of Statistics, vol 19 (4), 410-428.

 

• A. Antoniadis, S. Lambert-Lacroix, F. Leblanc. (2003) Effective Dimension reduction methods for tumor classification using gene expression data. Bioinformatics, vol 19, 563-570.

 

• S. Dégerine, S. Lambert-Lacroix. (2003) Characterization of the partial autocorrelation function of a nonstationary time series. J. of Multivariate Analysis, 46-59.

 

• S. Dégerine, S. Lambert-Lacroix. (2002) Evolutive instantaneous spectrum associated with partial autocorrelation function. Journal of Time series Analysis, vol. 23, n. 4, 377-399.

 

• S. Lambert-Lacroix. (2000) On autoregressive periodic processes estimation. IEEE Transactions on Signal Processing, 48 n. 6 : 1800-1803.

 

 

Thesis and research habilitation

 

S. Lambert-Lacroix, Fonction d'autocorrélation partielle des processus à temps discret non stationnaires et applications. PhD thesis, Université Joseph Fourier, Grenoble, France, 1998.

 

S. Lambert-Lacroix, Processus et champs aléatoires. Données de grandes dimensions et sciences de vivant. Université Joseph Fourier, Grenoble, France, 2008.

 

 

Students

 

Hali HAJJ HASSAN. Juin 2011 –

Détection Multidimensionnelle des Composants atypiques au Test Paramétrique.

Co-encadrement avec François Pasqualini (ST Crolles)

 

Yanis LINGE. Octobre 2010 –

Analyses cryptographique et statistique de signaux compromettants.

Co-encadrement avec Cécile DUMAS (CEA)

 

Joyce GIACOFCI. Octobre 2009 –

Analyse fonctionnelle et classification de courbes. Applications à la biologie moléculaire.

Co-encadrement avec Franck PICARD, CNRS

 

Robin GIRARD. Octobre 2004 – juin 2008

Réduction de dimension en statistique et application en imagerie hyper-spectrale.

Co-encadrement avec Anestis ANTONIADIS, UJF

 

Alexandre BROUSTE. Septembre 2003 - Octobre 2006

Etude d’un processus bifractal et application statistique en géologie.

Co-encadrement avec Jacques ISTAS, UPMF