The Statistics Seminar speaker for Wednesday, May 11, is Sofia Olhede. Olhede is a professor of Statistics with the Department of Statistical Science, an honorary professor with the Department of Computer Science, and an Honorary Senior Research Associate with the Department of Mathematics at UCL. She is chair of the UK national data science institute (the Alan Turing Institute) science committee, and scientific director of UCL's Big Data Institute. Olhede's research interests are big data, networks, non-stationary and non-linear time series and random fields, time-scale and time-frequency inference with applications in ecology, finance, and oceanography.
Title: Anisotropy in Random Fields
Abstract: Anisotropy is a key structural feature of many physical processes. Despite this, most theory for the modelling and estimation of random fields is based on assuming isotropy of the observed field. Anisotropy can arise both in the structural features of the field, and between field components. I will discuss both forms of anisotropy, and how we may model them, parametrically for applications in geophysics such as understanding interface-loading processes, and more generically to capture strong directional preferences. I will also describe how we may nonparametrically identify the presence of anisotropic features without strong structural assumptions, such as a given parametric model class.
Refreshments will be served after the seminar in 1181 Comstock Hall.