Sofia Olhede – Short Biography:

Sofia is a professor of Statistics at University College London since October of 2007. She also holds an honorary chair in the UCL computer science department. Sofia was born in 1977 in Spånga, and moved to London in 1996 from Stockholm to study for the MSci. Having obtained her MSci in Mathematics at Imperial College London in August of 2000, she was awarded the PhD in Mathematics in January of 2003. Her thesis was: Analysis via Time, Frequency and Scale of Nonstationary Signals, and her advisor was Professor Andrew Walden. In 2002 she became a Lecturer in Statistics in the Mathematics Department at Imperial College, and was promoted to Senior Lecturer in 2006. 

Sofia’s research interests are non-stationary and non-linear time series and random fields, time-scale and time-frequency inference, multiscale processing and compressed sensing with applications in finance, oceanography and biomedical signal processing.

She is currently associate editor for J. Royal Statistical Society (b) and IEEE Trans on Signal Processing. She is the Royal Statistical Society Isaac Newton Institute correspondent and a member of the ICMS programme committee.

Some of her collaborators are:

Dr Colin Cotter, Imperial College London,

Ms Heidi Hindberg, Tromso University,

Dr Jonathan Lilly, ESR,

Dr Emma McCoy, Imperial College London,

Dr Greg Pavliotis, Imperial College London,

Dr Frederik Simons, Princeton University,

Professor David Stephens, McGill University,

Mr Adam Sykulski, Imperial College London,

Professor Andrew Walden, Imperial College London,

Dr Brandon Whitcher, GSK,

Ms Wing Yip, Royal Bank of Scotland.

Past and Present Research Students

PhD

Mr Anton Flűgge

Mr Zhen Li

Ms Victoria Harris

Dr Sandra Ogunya

Dr Wing Yip

MSci Projects

Mr Adam Sykulski

Mr Pierre Moschetta

Mr Ignatius Ma

Mr Patrick Delanchy-Rubin