Dr Adam M Sykulski
|Themes||Multivariate and High Dimensional Data, Stochastic Modelling and Time Series|
Adam is a Research Associate at University College London working with Professor Sofia Olhede on high dimensional models for multivariate time series analysis. He is interested in constructing new methods for the analysis of multiple and nonstationary time series, where most models are inherently plagued by a large number of parameters and most acquisitions correspond to relatively few observations, creating a new statistical paradigm based on sparsity.
Time Series Analysis, Statistical Methodology, Applications in Oceonography and Neuroscience, Machine Learning, Game Theory, Tennis.
- Sykulski, A. M., Adams, N. M. and Jennings, N. R. (2010) On-Line Adaptation of Exploration in the One-Armed Bandit with Covariates Problem. In: 9th International Conference on Machine Learning and Applications (ICMLA 2010), 12th-14th Dec 2010, Washington DC, USA. pp. 459-464.
- Munoz de Cote, E., Sykulski, A. M., Chapman, A. C. and Jennings, N. R. (2010) Automated Planning in Repeated Adversarial Games. In: 26th Conference on Uncertainty in Artificial Intelligence (UAI 2010), 8th-11th July 2010, Catalina Island, California, USA.
- Olhede, S. C., Sykulski, A. M. and Pavliotis, G. A. (2009) Frequency Domain Estimation of Integrated Volatility for Ito Processes in the Presence of Market-Microstructure Noise. SIAM - Multiscale Modeling and Simulation, 8 (2). pp. 393-427.
- Sykulski, A. M., Olhede, S. C. and Pavliotis, G. A. (2008) High Frequency Variability and Microstructure Bias. In: Inference and Estimation in Probabilistic Time-Series Models, 18th-20th June 2008, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK. pp. 90-97.
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