Azadeh (Azalea) Khaleghi

I am an Assistant Professor of Statistics at the Department of Mathematics & Statistics at Lancaster University. My research interests are in Statistical Learning Theory with a primary focus on devising non-parametric time series and sequential learning algorithms for long-memory processes. I am equally interested in studying the possibilities and limitations of learning theoretic techniques in settings where the data at hand possess arbitrary and unknown, dependence structures. I regularly adopt techniques from ergodic theory in my work. While my contributions are mainly theoretical, I deeply care about the practical impact of my work and enjoy taking part in exciting industrial research collaborations.

Contact Details
a dot khaleghi at lancaster dot ac dot uk
B74, B - Floor, PSC

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Curriculum Vitae

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Information for prospective PhD students
I accept applications from motivated students with a strong mathematical background. If you are interested in working with me on statistical learning theory and sequential learning research problems, please contact me.

Notable Awards & Grants

Other Affiliations

Selected Publications & Preprints


  • L. Zierahn, and A. Khaleghi, RChest: An R package available on CRAN for locating distributional changes in piece-wise stationary timeseries with long-range dependencies, (2021).
  • Github repository for the implementation of our `algorithmically fair' classification and regression methods proposed in this paper.

  • Dissertations