| EPSRC Reference: |
GR/A01664/01 |
| Title: |
AF: WAVELETS IN STATISTICS AND PROBABILITY |
| Principal Investigator: |
Nason, Professor G |
| Other Investigators: |
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| Department: |
Mathematics |
| Organisation: |
University of Bristol |
| Scheme: |
Advanced Fellowship (Pre-FEC) |
| Starts: |
01 October 2000 |
Ends: |
30 September 2005 |
Value (£): |
230,697
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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Wavelet analysis is a recent and rapidly growing area which is finding applications in many areas of mathematics, science and engineering. Recently significant work has been performed on wavelets in curve estimation and time series analysis. Wavelets are relevant to a wide range of users as they permit efficient local multiscale modelling appropriate for data that are non-homogeneous or non-stationary. I aim to investigate particular new wavelet-based methodologies in several areas, some untouched by wavelets. I intend to develop methodology and explore the connections between wavelets and point processes, analysis of experiments and Bayesian nonparametrics. I shall further investigate the role of wavelets in non-stationary time series analysis and in curve/surface estimation. I will investigate several multiscale methods such as subdivision schemes, non-decimated and wavelet packet transforms, complex-valued transforms, the lifting algorithm and explore their statistical benefits. I aim to advance knowledge in statistics by the theoretical and methodological developments of my research programme. An associated goal is to show that wavelets play an instrumental role in statistics and probability and to promote this view to the community. More widely, I am keen to initiate sustained collaborations in science and engineering and develop existing links with Unilever Research, DERA, M\&N Wind Power, and the British Antarctic Survey.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.bris.ac.uk |