Profile
Biography
BSc Mathematics (Bucharest)
MSc Stochastic Processes and Theoretical Statistics (Bucharest)
PhD Statistics (Bristol)
Postdoctoral research positions sponsored by GCHQ (Bristol, 2006-2008) and on the EPSRC funded project Locally Stationary Energy Time series (Bristol, 2011-2013). [Academic career break to fit with my very young family. I worked part-time as a medical statistician for NHS Blood and Transplant, Bristol, 2008-2011.]
In September 2013 I joined the Department of Mathematics at the University of York as a Lecturer in Statistics.
Departmental roles
Head of Statistics Section
University roles
Member of the University Impact Leads for Science Departments Group
Research
Overview
My central research theme, currently supported by EPSRC through the NeST programme grant, focuses on developing multiscale methodology to solve various real- life problems related to the analysis of (nonstationary) time series recorded over complex network domains. Amongst my research interests are forecasting and long- memory estimation; regression, dimension reduction and associated tasks such as clustering; data adaptive techniques constructed for irregular and complex sampling structures. My research has found applications in a range of fields including neurosciences, biology and psychology.
Work on locally stationary time series introduced new methodology for modelling replicate nonstationary time series, including clustering, spectral-domain PCA and testing for e.g., electroencephalogram (EEG) and local field potential (LFP) data, circadian rhythms. Work on modelling network time series and in the real- or complex- valued second generation wavelet area led to improved estimator precision in a variety of challenging settings and tasks, and the interested reader can use the associated R packages ‘GNAR’, ‘lpacf’, ‘forecastLSW’, ‘liftLRD’, ‘CLiftLRD’, ‘CNLTreg’, ‘adlift’ and ‘nlt’, all on CRAN.
Recent Collaborators:
Dr Cristian Jimenez Varon (NeST PDRA, Mathematics, York), Prof Seth Davis and Dr Daphne Ezer (Biology, York), Dr Elena Geangu (Psychology, York), Prof Jon Pitchford (Mathematics and Biology, York), Prof Niall MacKay (Mathematics, York), Dr Jess Hargreaves (Mathematics, York); Prof Matthew Nunes (Bath); Prof Rebecca Killick, Prof Idris Eckley (Lancaster); Prof Guy Nason (Imperial College London); Prof Hernando Ombao (KAUST).
Research Supervision:
Dingjia Cao (PhD, 2024); Jonathan Embleton (PhD, 2021); Jess Hargreaves (PhD, 2018, joint supervision with Pitchford and Davis); Sarah Lock (MRes, 2017, joint supervision with Davis).
Research group(s)
Statistics and Probability Research Group
Available PhD research projects
PhD applications are invited for competitive funding on projects that span the fields of multiscale methods, nonstationary time series analysis and forecasting, in particular for data collected on irregular and spatial structures such as networks. Particular application fields of interest include energy, biology and neuroscience.
Supervision
Current Research Students
