Time Series and Statistical Learning
Professor Piotr Fryzlewicz, Professor Clifford Lam
I am a PhD candidate supervised by Professor Piotr Fryzlewicz. My research mainly concerns changepoint analysis for high dimensional time series. Currently I am interested in developing changepoint detection algorithms capable of handling misaligned changepoints in panel data. The main tools for this are a series of tests based on multi-resolution norms. During term time I very much enjoy teaching ST304 Time Series and Forecasting, and the undergraduate statistics practitioner's challenge. I have a BSc in Economics and Econometrics from the University of York, during which I completed an exchange year at the University of Hong Kong where I fell in love with statistics. I also have an MSc in Statistics (Research) which I completed as part of my ESRC studentship here at the London School of Economics.