Welcome to the Lancaster Wavelets in Statistics reading group homepage.
Below you will find details of upcoming events, such as journal
paper discussions and seminars.
If you are interested in coming along to the group, or leading a discussion, please email me.
|Date||Time||Venue||Topic / Title||Discussion lead / speaker|
|Thurs 30th May 2013||TBA||TBA||
|Tim Heaton (University of Sheffield)|
Summary slides for past reading group discussions can be found here.
|Date||Topic / Title||Discussion lead / speaker|
|Fri 3rd May 2013||Multiple change-point detection for high-dimensional time series via Sparsified Binary Segmentaion
|Thurs 1 November 2012||Penalized Model-Based Clustering with Application to Variable Selection
|Mon 17 Sept 2012||Introduction to Lifting Schemes
||Marina Knight (University of Bristol)|
|Tues 11 Sept 2012||Penalties for variable selection under sparsity
||Maarten Jansen (Université Libre de Bruxelles)|
|Mon 20 Feb 2012||The detection of aliasing in images using locally stationary two dimensional wavelet processes
||Aimée Gott (University of Lancaster)|
|Mon 30 Jan 2012||Forests and Trees: Using Dual-Tree Complex Wavelets to Extract Local Image Structure
||Michael Berks (University of Manchester)|
|Thur 8 Dec 2011||Quantifying the Uncertainty of Change Points in the Wavelet Domain
||Chris Nam (University of Warwick)|
|Mon 28 Nov 2011||Are L>1 wavelets better than one?
||Stuart Barber (University of Leeds)|
|Wed 16 Nov 2011||High-dimensional variable selection via tilting
||Haeran Cho (LSE)|
|Mon 17 Oct 2011||Estimating Linear Dependence between Nonstationary Time Series Using the LSW Model
J. Sanderson, P. Fryzlewicz, and M.W. Jones, Biometrika, 97, 435--446, 2010.
|Wed 20 July 2011||Classification and Discrimination of Nonstationary Time Series Using the SLEX Model
H. Huang , H. Ombao and D. Stoffer, J. Amer. Stat. Assoc., 99, 763--774, 2004.
|Thur 30 June 2011|| Alias detection and correction of LSW processes
|Mon 20 June 2011|| Joint day meeting: current research and collaborative potential
||Wavelets/Extremes/CompStats research groups|
|Tues 1st March 2011|| Exact distributions and Sequential Monte Carlo for Change Point Analysis
||Chris Nam (Warwick University)|
|Mon 24th Jan 2011|| The Dual-Tree complex wavelet transform
I. Selesnick, R. Baraniuk and N. Kingsbury IEEE Sig. Proc. Mag. 22 (6), p 123--151 2005.
|Tues 23rd Nov 2010|| Detecting Abrupt changes by wavelet methods
A. Antoniadis and I. Gijbels, J. Nonpar. Stat., 14 (1--2), 7-29, 2002.
|Wed 20 Oct 2010|| Credible Intervals for the Evolutionary Wavelet Spectrum Estimate
||Kara Stevens (University of Bristol)|
|Wed 13 Oct 2010||Empirical Bayes Selection of Wavelet Thresholds
I. Johnstone and B. W. Silverman, Ann. Stat. 33 (4) 1700-1752, 2005.
|Wed 22 Sept 2010||A Haar-Fisz Algorithm for Poisson Intensity Estimation
P. Fryzlewicz and G. Nason. J. of Comput. Graph. Stat., 13, 621-638, 2004.
|Tue 20 July 2010|| Forecasting Non-Stationary Time Series by Wavelet Process Modelling
P. Fryzlewicz, S. van Bellegem, R. von Sachs. Ann. Inst. Stat. Math (55) 737-764, 2003.
|Tue 25 May 2010||M-Estimation in GARCH models||Kanchan Mukherjee|
|Wed 24 March 2010|| Costationarity and stationarity tests for stock index returns
A. Cardinali and G. P. Nason (preprint)