Sofia Olhede Publications

Older publications

 

2007

[16] Metikas, G. and Olhede, S. C. Multiple Multidimensional Morse Wavelets. IEEE Transactions on Signal Processing, 55, 921—936. Earlier version available at: http://arxiv.org/abs/math.ST/0511324 .

 

[17] Olhede, S. C. Hyperanalytic Denoising. IEEE Transactions on Image Processing, 16, 1522—1537.

Earlier version available at:  http://arxiv.org/abs/math.ST/0606243 .

 

[18] Olhede S. C. and Lilly J. Multiscale Inference of Lagrangian Turbulence, Proceedings of the ISI.

 

[19] McCoy E. J., Olhede S. and Stephens D. A. Non-Regular Likelihood Inference for Seasonally Persistent Procecsses

Statistics section technical report TR-07-05. Version available at: http://arxiv.org/abs/0709.0139 .

 

2008

[20] Olhede, S. C. Localisation of Geometric Anisotropy. IEEE Transactions on Signal Processing, 56, 2133—2138. Statistics section technical report TR-07-01. Version available at: http://arxiv.org/abs/math.ST/0702284

 

[21] Olhede, S. and Whitcher B., A statistical framework to characterise microstructure in high angular resolution diffusion imaging, Biomedical Imaging: From Nano to Macro, 2008. ISBI 2008. 5th IEEE International Symposium on
14-17 May 2008 Page(s):899 – 902.

 

[22] Hindberg, H.; Hanssen, A.; Olhede, S.C., Thresholding the ambiguity function
Acoustics, Speech and Signal Processing, 2008. ICASSP 2008. IEEE International Conference on
March 31 2008-April 4 2008 Page(s):3773 - 3776

 

2009

[23] Lilly J. and Olhede S. C. Higher Order Properties of Analytic Wavelet (or On the Design of Optimal Analytic Wavelets), Department of Statistical Science Reseach Report 289. Older version available at http://arxiv.org/abs/0802.2377 . Appeared in IEEE Transactions on Signal Processing , 57, Page(s):146 – 160.

 

[24] Olhede S and Metikas G. The Monogenic Wavelet Transform, Appeared in IEEE Transactions on Signal Processing, 57, Pages: 3426-3441 . Based on material from the technical report Olhede, S. C. and Metikas, G. The Hyperanalytic Wavelet Transform. Statistics section technical report TR-06-02, available at: http://arxiv.org/abs/math.ST/0605623 .

[25] Olhede S. C., Sykulski A. and Pavliotis G. Frequency Domain Estimation of Integrated Volatility for Itτ Processes in the Presence of Market-Microstructure Noise, Department of Statistical Science Reseach Report 290. Version available at http://arxiv.org/abs/0803.0392

 Multiscale Modeling and Simulation, 8, 393 – 427. Final version.

 

[26] J. M. Lilly and S. C. Olhede. 2009. Wavelet ridge estimation of jointly modulated multivariate oscillations. 43rd Asilomar Conference on Signals, Systems, and Computers, 452--456. Refereed conference proceedings paper.

 

2010

[27] Lilly J. and Olhede S. C. Bivariate Instantaneous Frequency and Bandwidth, IEEE Transactions on Signal Processing, 58, 591—603. http://arxiv.org/abs/0902.4111.

 

[28] Hindberg H. and Olhede S. C. Estimation of Ambiguity Functions with Limited Spread. Research Report 293. Reduced graphics version available http://arxiv.org/abs/0804.1038 . IEEE Transactions on Signal Processing, 58, 2383—2388.

 

[29] Yip, W., Stephens D. A. and Olhede, S. C. The explicit chaotic representation of the powers of increments of Levy Processes. Statistics section technical report TR-07-04, available at: http://arxiv.org/abs/0706.1698 , published in Stochastics, 82, 257–290.

 

[30] J. Lilly and S. C. Olhede. 2010. On the Analytic Wavelet Transform, IEEE Transactions on Information

Theory, 56, 4135–4156, Statistics section technical report TR-07-02. Version available at: http://arxiv.org/abs/0711.3834

[31] Yip, W, Stephens D. A. and Olhede, S. C. Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market. Available at http://arxiv.org/abs/0801.4941, Mathematical Finance, 20, 617—646.

 

2011

[32] Olhede, S. and Whitcher B. Non-Parametric Tests of Structure for High Angular Resolution Diffusion Imaging in Q-Space. Annals of Applied Statistics, 5, 1293-1327.

 

[33] Fabrizi, L., Slater, R., Worley, A., Meek, J., Boyd, S., Olhede, S., Fitzgerald, M (shared last author). A shift in sensory processing which enables the developing human brain to discriminate touch from pain, 21, 1552-1558, Current Biology, 2011. See the popular science version: New Scientist , ABC, MSN .

 

[34] Lilly, J. M., R. K. Scott, and S. C. Olhede (2011). Extracting waves and vortices from Lagrangian trajectories. Geophysical Research Letters, 38, L23605. [2.6 Mb pdf] [33 Mb mov]

 

2012

[35] Lilly, J. and Olhede, S. C. Analysis of Modulated Multivariate Oscillations. http://arxiv.org/abs/1104.2060 , 60, 600-612, IEEE Transactions on Signal Processing.

 

[36] Olhede, S. Learning the Ambiguity function. http://arxiv.org/abs/1103.3932

 

[37] Flόgge, A. J., Olhede, S. C. and Murrell, D. J. The memory of spatial patterns - changes in local abundance and aggregation in a tropical forest, to appear in Ecology, http://dx.doi.org/10.1890/11-1004.1 .