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Details of Grant 

EPSRC Reference: GR/A01664/01
Title: AF: WAVELETS IN STATISTICS AND PROBABILITY
Principal Investigator: Nason, Professor G
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Mathematics
Organisation: University of Bristol
Scheme: Advanced Fellowship (Pre-FEC)
Starts: 01 October 2000 Ends: 30 September 2005 Value (£): 230,697
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:  
Summary on Grant Application Form
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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Organisation Website: http://www.bris.ac.uk