Research

Research areas

Selected publications

• Locally stationary time series
• Nonparametric regression.
• Exploratory projection pursuit.
• Political statistics: Cohesion of political parties DATA SOURCES

Postdoctoral colleagues

Current postdoctoral colleagues: Marina Knight.

"Alumni".

• Matt Nunes is working on Multiscale methods in statistics funded by EPSRC and also the University of Bristol Applied Research initiative funded by the UK Government. Matt is now a postdoc at Lancaster University.
• Marina Knight worked in multiscale methods funded by University of Bristol Applied Research initiative funded by the UK Government. She is now back in Bristol working with me on the LETS project.
• Alessandro Cardinali worked on wavelets in data and information fusion associated with the Defence Technology Centre in Data and Information Fusion. He is also a Visiting Fellow at Bristol.
• Xue Wang worked on Multiscale methods in statistics funded by EPSRC. She is now a Lecturer at the University of Kent.
• Stuart Barber who is supported by a QinetiQ grant on Vector valued locally stationary wavelet processes. (QinetiQ is the new name for DERA. Stuart was previously supported on Novel wavelet methods in statistics funded by EPSRC and also partly by Unilever Research Ltd. Stuart is now a lecturer at the University of Leeds.
• Kostas Triantafyllopoulos who was supported by Novel wavelet methods in statistics funded by EPSRC and also partly by Unilever Research Ltd.. Kostas went to a Lecturership at the University of Newcastle but now is a Lecturer at the University of Sheffield
• Maarten Jansen who was supported by an EPSRC grant held jointly by myself and Bernard Silverman on Novel wavelet methods in statistics. After Bristol Maarten worked at the DSP group at Rice University. Maarten now works at the Free University of Brussels here.
• Hee-Seok Oh who was supported by an EPSRC grant held jointly by myself and Bernard Silverman on Novel wavelet methods in statistics. Hee-Seok left us to work as a post-doc at NCAR in Colorado, and then Assistant Professor at Department of Mathematical and Statistical Sciences, University of Alberta, Canada and now at the Department of Statistics at the Seoul National University, South Korea.
• I collaborated with Jenny Stocker who worked on a DERA funded research project run by Prof. Howell Peregrine. My involvement was in the localized spectral analysis of surface waves in the presence and absence of internal wave currents. Possibly, Jenny now works for Cambridge Environmental Research and there is a link to her at here.
• Fanis Sapatinas who was supported by an EPSRC grant held jointly by myself and Bernard Silverman on Wavelet methods in statistics. Fanis is now an Assistant Professor at the University of Cyprus Department of Mathematics and Statistics.

Postgraduate students

1. Jeremy Burn. Completed his PhD in Spring 1998 (joint with Dept. of Anatomy). The title of his thesis was Application of novel mathematical techniques in equine biomechanics. Jeremy is now a Senior Lecturer in the Dept. of Anatomy and Mechanical Engineering at the University of Bristol. We completed the paper Impact during equine locomotion, (1997), Equ. Vet. J. supplement, 23, 9-12.
2. Robert Morgan. Completed his MSc by Research in May 1998. The title of his thesis was Analysis methods for data which arise as curves. We completed a paper Wavelet shrinkage of itch response data (1999) Revue de Statistique Applique, 47, 81--98.
3. David Herrick. Completed his PhD in February 2000. The title of his thesis was Wavelet methods for curve and surface estimation. David wrote some software to do density estimation in 1D with wavelets and surface estimation in 2D which is available from this page. We completed a paper Some new methods for wavelet density estimation (2002) Sankhya, (to appear). Here are two pictures from his graduation in front of the Wills Building. (this is the tall gothic building in the picture at Building Services)
   
4. Idris Eckley completed his PhD in December 2001. The title of his thesis was Wavelet methods for time series and spatial data. Idris was jointly supported by the EPSRC and Unilever Research on a CASE award awarded to me in 1998. We have written an article "Efficient computation of the inner product matrix of discrete autocorrelation wavelets" which is available as [PostScript-355k] or [PDF-214k], and we have written other papers since. Idris worked for Shell Global Solutions after leaving Bristol. Idris is now Lecturer in the Department of Mathematics at Lancaster University.
5. Nikki Carlton. Funded by EPSRC. We were working on the connections between Bayesian wavelet shrinkage and Polya trees and applications of wavelets to proteomics. Started 2nd October 2000. Tragically, Nikki died from Leukaemia on Monday 25th March 2002. An appreciation of her time at Bristol is here.
6. Katherine Hunt completed her PhD in December 2002 on Wavelet methods for transfer function modelling. Katherine was funded by the EPSRC with an additional bursary from DERA. We wrote a paper "Wind-speed modelling and short-term prediction using wavelets" which appeared Wind Engineering 25 issue 1 in 2002 which is available in [PostScript-1.2M] or [PDF-277k].

   Here are two pictures from her graduation in front of the Wills Building (this is the tall gothic building in the picture at Building Services). Unfortunately, I was away for this
   

7. Piotr Fryzlewicz completed his PhD in December 2003 on Wavelet techniques for time series and Poisson data Piotr worked/is working on a variety of areas but including using wavelets in prediction and for financial series. We also wrote a technical report on "Poisson intensity estimation using wavelets and the Fisz transformation" which is available as [PostScript-569k] or [PDF-410k]. This will be published in Journal of Computational and Graphical Statistics in 2004. We also have the manuscript "Denoising the wavelet periodogram using the Haar-Fisz transform" under consideration for publication. Many papers written since!

   Piotr was awarded the prestigious Chapman Fellowship at Imperial College from October 2003(--2005). Congratulations!

   Piotr is now a Full Professor in the Statistics Dept in at the London School of Economics

   Here is a picture from his graduation in front of the Wills Building. (this is the tall gothic building in the picture at Building Services)
   
8. Matt Nunes completed his PhD thesis on the topics of adaptive lifting, primary resolution issues and Haar-Fisz type transforms for Binomial data.

   His thesis was Some New Multiscale Methods for Curve Estimation and Binomial Data.

   Matt was initially a postdoc with me in Maths, then a postdoc with David Balding at Imperial/UCL in London and now is a postdoc at Lancaster (with Idris).

   Here is a picture from his graduation in front of the Wills Building.
   

9. Marina Knight completed her PhD on the topics of adaptive lifting, applications to bioinformatics and time series analysis. Her thesis was A second generation wavelet construction and applications to regression and time series analysis We have written the paper Improving Prediction of Hydrophobic Segments along a Transmembrane Protein Sequence using Adaptive Multiscale Lifting which will appear in Multiscale Modelling and Simulation (A SIAM interdisciplinary journal).

   Marina subsequently worked as a postdoc with me in Maths, and then moved to UK Transplant in early 2008, and then returned to Bristol as a postdoc with me in 2011.

   Here is a picture from her graduation in front of the Wills Building.
   

10. Makis Motakis. Makis worked on a joint bioinformatics project with Prof Guy Rutter and myself supported by a Prize Fellowship from the Wellcome Trust. He passed his exam in 2008 and he now works for the Bioinformatics Institute (BII) of Singapore. His thesis was Multi-scale Approaches for the Statistical Analysis of Microarray Data (with an Application to 3D Vesicle Tracking
11. Dan Bailey. Dan passed his viva during 2008, and graduated in February 2009. His thesis title was Data mining of Early Day Motions and multiscale variance stabilisation of count data. Here is a picture from his graduation in front of the Victoria Rooms (without our robes).
    
12. Mahadevan Naventhan. Mahadevan worked on networking issues in wireless and wired scenarios linking into the statistical vizualization and estimation of interesting network statistics. He passed his PhD viva in December 2009. His thesis was Multiscale, Multi-dimensional Space and Space-Time Function Estimation for Irregular Network Data. Here is a picture from his graduation in front of the Wills Building.
    

Current students:

• Kara Stevens Working on locally stationary time series, funded by EPSRC SuSTaIn project, started October 2008.

Collaborators

Anestis Antoniadis, Stuart Barber, Jeremy Burn, Idris Eckley, Piotr Fryzlewicz, Gérard Grégoire, Peter Hall, David Herrick, Katherine Hunt, Maarten Jansen, Chris Jones, Gerald Kroisandt, Robert Morgan, Alistair Munro Matt Nunes Hee-Seok Oh, Howell Peregrine, Marina Knight Christian Posse, Theofanis Sapatinas, Andrew Sawczenko, Robin Sibson, Bernard Silverman, Jenny Stocker, Rainer von Sachs, Robert Treloar, Xue Wang.

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