I am a Senior Lecturer (Associate Prof.) in Statistics, and have been based at Lancaster University since 2018. Prior to this I was a postdoc at Imperial College and recieved a PhD in Statistics from UCL in 2017. I also trained as an Astrophysicist at the University of St-Andrews where I completed an MPhys in 2012.
My research interests can broadly be described under the heading of time-series analysis. More specifically, I work on:
High-Dimensional statistics/time-series
Optimisation algorithms for model-selection (usually convex)
Spectral analysis and locally-stationary wavelet models
My research is often motivated by real-world applications, with particular interests in neuroscience and finance/economics.
Tel: 01524595068