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Arthur Guillaumin

PositionResearch Associate
Phone (external)+44(0)20 3108 3227
Phone (internal)53227
Email(*)arthur.guillaumin.14
Personal webpagehttps://github.com/ArthurBarthe/

* @ucl.ac.uk

Biographical Details

I am currently a research associate, investigating new methods to approximate the likelihood function in the analysis of large spatial datasets. I completed my PhD at University College London Statistical Sciences Dpt in November 2017, after obtaining my MsC degree from Ecole Centrale de Nantes in France in September 2014, where I specialized in computer sciences.

During my PhD, I researched new non-stationary models and inference methods based on spectral domain quasi-likelihood. I also contributed to developping the asymptotics theory of a new de-biased spectral domain estimator for stationary time series (see publications below).

In my free time I have recently developed an interest for deep learning methods and AI.

Research Interests

Time series, random fields, correlation theory in time and space, non-stationary models and inference,
computer-efficient algorithms, likelihood methods, likelihood approximations, classification.

Selected Publications

  • A. P. Guillaumin, A. M. Sykulski, S. C. Olhede, J. J. Early, J. M. Lilly (2017). Non-stationary
    modulated time series with applications to ocean flow measurements. Journal of Time Series
    Analysis, 38:668–710.
  • A. M. Sykulski, S. C. Olhede, J. M. Lilly, A. P. Guillaumin, J. J. Early. The de-biased Whittle likelihood for
    second-order stationary stochastic processes. Biometrika, conditionally accepted.