Alex Gibberd

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.