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.

Forthcoming reading group discussions

Date Time Venue Topic / Title Discussion lead / speaker
Thurs 30th May 2013 TBA TBA  
Tim Heaton (University of Sheffield)


Past Reading group events

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
Ben Pickering
Thurs 1 November 2012 Penalized Model-Based Clustering with Application to Variable Selection
Karolina Krzemieniewska
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.
Tim Park
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.
Matt Nunes
Thur 30 June 2011 Alias detection and correction of LSW processes
Idris Eckley
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.
Sarah Taylor
Tues 23rd Nov 2010 Detecting Abrupt changes by wavelet methods
A. Antoniadis and I. Gijbels, J. Nonpar. Stat., 14 (1--2), 7-29, 2002.
Matt Nunes
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.
Rebecca Killick
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.
Karolina Krzemieniewska
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.
Aimée Gott
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)
Sarah Taylor