Dr Adam M Sykulski

Position Research Fellow
Email(*) a.sykulski
Personal webpage  
Themes Multivariate and High Dimensional Data, Stochastic Modelling and Time Series

* @ucl.ac.uk

Biographical Details

Dr Adam-Sykulski

I am a statistician specialising in time series analysis, stochastic processes and spatiotemporal data. I research practical problems that can not be analysed using the methods from a typical "Time Series 101" class. That means the data could be nonstationary, anisotropic, fractional in memory, and/or multivariate/high-dimensional.

I have an application focus in modelling large-scale global oceanographic data. I also investigate time series obtained from neuroscience and seismology, amongst others.

Please do get in touch if you have overlapping research interests.

I am an EU-funded Marie Curie Research Fellow. I spent the last two years working at NorthWest Research Associates in Seattle, USA - but I have now returned to the UCL Department of Statistical Science, as of April 2016.

My current research focuses primarily on developing stochastic process models and corresponding estimation techniques for large-scale multivariate time series and spatiotemporal data. I have a particular interest in modelling in the frequency domain, in particular using the Matern process. I have also developed an improved version of Whittle likelihood for efficient parameter estimation of stochastic processes in 1 and 2D (see recent papers below).

I have applied my research to oceanographic data. In particular, I am implementing our methods on data from the Global Drifter Program: a large global database of satellite-tracked freely-drifting instruments known as 'drifters'. Our techniques allow us to make insightful new findings which improves global climate modelling and our ability to respond to environmental threats such as oil spills.

I also have an active research interest (from my PhD) in decision theory problems related to the multi-armed bandit problem, which is the simplest abstraction of the exploration-exploitation tradeoff. I have developed algorithms for how this tradeoff can be tuned on-line in practical problems. I have extended these ideas to multi-player problems, which then brings in ideas from game theory.

Teaching Material

Here are slides available to download for a short course I give on "visualising" spectral analysis methods. This is aimed at senior undergraduate or graduate level:

Click here for Keynote (Mac)

Click here for PDF

Research Interests

Time Series Analysis, Stochastic Processes, Nonstationarity and Anisotropy, Applications in Oceanography, Decision Theory, Game Theory, Tennis.

Recent publications and preprints

  • Sykulski AM, Olhede SC, Lilly JM and Danioux E (2016) Lagrangian Time Series Models for Ocean Surface Drifter Trajectories. Journal of the Royal Statistical Society Series C, 65(1), pp. 29-50. Link to paper Link to ArXiv version
  • Elipot S, Lumpkin R, Perez RC, Lilly JM, Early JJ and Sykulski AM (2016) A global surface drifter dataset at hourly resolution. Journal of Geophysical Research – Oceans, 121, doi:10.1002/2016JC011716. Link to paper
  • Lilly JM, Sykulski AM, Early JJ and Olhede SC (2016) Fractional Brownian motion, the Matern process, and stochastic modeling of turbulent dispersion. Link to ArXiv version
  • Bartlett TE, Sykulski AM, Olhede SC, Lilly JM, Early JJ (2015) A Power Variance Test for Nonstationarity in Complex-Valued Signals. 14th International Conference on Machine Learning and Applications, 911-916. Link to paper Link to ArXiv version
  • Sykulski AM, Olhede SC and Lilly JM (2015) An Improper Complex Autoregressive Process of Order One. Link to ArXiv version
  • Sykulski AM, Olhede SC, Lilly JM and Early JJ (2015) On Parametric Modelling and Inference for Complex-Valued Time Series. Link to ArXiv version