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The main elements of my curriculum vitae are provided below. A more complete PDF version is available for download.

Basics

Name Sylvain Barde
Label Computational Economist
Email s.barde@kent.ac.uk
Phone +44 1 227 824 092
Url https://sylvain-barde.github.io/

Work

Education

  • 2002.09 - 2007.05

    Canterbury, UK

    PhD
    University of Kent
    Economics (New Economic Geography)
  • 2001.09 - 2002.06

    Canterbury, UK

    MSc
    University of Kent
    International Finance and Economic Development
  • 1998.09 - 2001.06

    Bordeaux, France

    BSc
    Institut d'Etudes Politiques de Bordeaux
    Political Science

Awards

  • 2001.2002
    Chevening Scholar
    Foreign, Commonwealth and Development Office, UK
    Chevening scholarships are the UK government's global scholarship programme, funded by the Foreign, Commonwealth and Development Office (FCDO), and are awarded to outstanding scholars with leadership potential.

Publications

  • 2025.02.27
    Moran’s I Lasso for models with spatially correlated data
    The Econometrics Journal
    This paper proposes a Lasso-based estimator which uses information embedded in the Moran statistic to develop a selection procedure called Moran’s I Lasso (Mi-Lasso) to solve the Eigenvector Spatial Filtering (ESF) eigenvector selection problem. ESF uses a subset of eigenvectors from a spatial weights matrix to efficiently account for any omitted spatially correlated terms in a classical linear regression framework, thus eliminating the need for the researcher to explicitly specify the spatially correlated parts of the model. We proposed the first ESF procedure accounting for post-selection inference. We derive performance bounds and show the necessary conditions for consistent eigenvector selection. The key advantages of the proposed estimator are that it is intuitive, theoretically grounded, able to provide robust inference and substantially faster than Lasso based on cross-validation or any proposed forward stepwise procedure. Our simulation results and an application on house prices demonstrate Mi-Lasso performs well compared to existing procedures in finite samples.
  • 2024.04.23
    Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates
    Computational Statistics and Data Analysis
    This paper develops a likelihood-free bayesian estimation method for large-scale simulation models (in particular Agent-Based Models) that is effective even when the compute budget for simulating the model is limited.
  • 2020.02.01
    Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
    Journal of Economic Dynamics and Control
    This paper develops a multivariate extension of the previous Markov Information Criterion, and shows that it can reliably be used for model comparison/selection in the context of macroeconomic simulation models.
  • 2016.11.01
    Direct comparison of agent-based models of herding in financial markets
    Journal of Economic Dynamics and Control
    This paper provides an empirical application of the MIC methodology, comparing the performance of a set of popular agent-bsed models of financial volatility against a benchmark set of ARCH/GARCH processes.
  • 2016.10.03
    A practical, accurate, information criterion for Nth order Markov processes
    Computational Economics
    This paper develops an information criterion for Markov processes which can be calculated using only sequences of simulated data from candidate models, enabling accurate comparison of performance across a wide range of model classes.

Skills

Python
General-purpose programming
numpy/scipy computational applications
torch/Pytorch for machine learning
Jupyter
Interactive notebook widgets
RISE interactive slideshows
Data visualisation
C++
ABM simulation models
Cython/Python integration
HTML
Web development
Jupyter/RISE integration
MATLAB
Computational applications
Teaching
Stata
Econometric applications
QGIS
GIS/spatial applications

Languages

French
Native speaker
English
Native speaker
Spanish
Fluent

Interests

Economics
Economic Geography
Computational Economics
Agent-based models
Econometrics
Spatial Econometrics
Bayesian Econometrics
Likelihood-free inference