statistical methods

Modeling and Inference for Multivariate Time Series, with Applications to Integer-Valued Processes and Nonstationary Extreme Data

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B4 L5 R5220

This Ph.D. research focuses on proposing new statistical methods for two types of time series data: integer-valued data and multivariate nonstationary extreme data. For the former, the researcher proposes a novel approach to building an integer-valued autoregressive (INAR) model that offers the flexibility to specify both marginal and innovation distributions, leading to several new INAR processes. For the latter, the researcher proposes new extreme value theory methods for analyzing multivariate nonstationary extreme data, specifically EEG recordings from patients with epilepsy. Two extreme-value methods, Conex-Connect and Club Exco, are proposed to study alterations in the brain network during extreme events such as epileptic seizures.

Sarah Alghamdi

Ph.D. Student, Computer Science
Sarah Alghamdi is a Ph.D. candidate in the Bio-Ontology Research Group (BORG) at King Abdullah University of Science and Technology (KAUST) under the supervision of Professor Robert Hoehndorf. Research Interests Sarah's research interests include applications of artificial intelligence and using statistical methods to genomics and healthcare. Professional Profile Program Committee for the International Conference of Biomedical Ontology (ICBO 2022) Program Committee for the International Society of Molecular Biology (ISMB 2022) - Bio-Ontology track 2018-2021: Teaching Assistant positions: CS