I am a fourth year PhD student in the Oxford-Warwick Statistics Programme (OxWaSP). Currently, I am working under the supervision of Professor Bärbel Finkenstädt Rand (University of Warwick, UK) and collaboration with Mark Fiecas (University of Minnesota, MN, USA). My area of research is the automated analysis of nonstationary periodic time series. As a core part of my PhD, I have developed a new Bayesian methodology for analysing such data and coded up a rather novel reversible-jump MCMC based algorithm, that simultaneously identifies the change-points and the changing periodicities in the data. The methodology was successfully applied in two applications relevant to e-Health and sleep research, namely the occurrence of ultradian oscillations in human skin temperature during the time of night rest, and the detection of instances of sleep apnea in respiratory traces.
- Hadj-Amar, B., Finkenstädt, B., Fiecas, M., Levi, F. & Huckstepp, R. (2018), Bayesian Model Search for Nonstationary Periodic Time Series (submitted to the Journal of the American Statistical Association, revision invited).
- AutoNOM (Automatic Nonstationary Oscillatory Modelling) which includes Julia scripts to model nonstationary periodic time series.
- Spring 2017, 2018, 2019
ST104 - Statistical Laboratory
- Autumn 2016, 2017, 2018
ST220 - Introduction to Mathematical Statistics