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Beniamino Hadj-Amar

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), on Bayesian modelling of nonstationary periodic time series, with applications on sleep apena research and e-Health.

Current research

We propose a novel Bayesian methodology for analyzing nonstationary time series that exhibit oscillatory behaviour. We approximate the time series using a piecewise oscillatory model with unknown periodicites, where our goal is to estimate the change-points while simultaneously identifying the potentially changing periodicities in the data. Our proposed methodology is based on a trans-dimensional Markov chain Monte Carlo (MCMC) algorithm that simultaneously updates the change-points and the periodicities relevant to any segment between them. We show that the proposed methodology successfully identifies time changing oscillatory behaviour in two applications which are 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 plethysmographic respiratory traces.

Keywords: Bayesian Spectral Analysis; Reversible-Jump MCMC; Ultradian Sleep Cycles; Sleep Apnea;

Teaching

Publications

 

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Beniamino Hadj-Amar

B.Hadj-Amar@warwick.ac.uk

 CV/Resume