Azadeh (Azalea) Khaleghi

I am a Lecturer of Statistics at the Department of Mathematics & Statistics at Lancaster University. My research interests are in the mathematical foundations of Machine Learning and Statistical Learning Theory with a primary focus on devising provably effective, nonparametric algorithms for long-memory time series and multi-armed bandits, as well as on studying the possibilities and limitations of algorithmic fairness. 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

Selected Publications & Preprints


  • A. Khaleghi, L. Zierahn, RChest and PyChest: An R package available on CRAN, (respectively a Python Package available on PyPi) for locating distributional changes in piece-wise stationary timeseries with long-range dependencies, (2021).

    - Corresponding Paper: A. Khaleghi, L. Zierahn, PyChEst: a Python package for the consistent retrospective estimation of distributional changes in piece-wise stationary time series, arXiv:2112.10565.
  • - The Github repository contains a Go implementation which is also interfaced with Python.

  • Github repository for the implementation of our `algorithmically fair' classification and regression methods proposed in this paper.

  • Dissertations