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Dr Alex Gibberd

Senior Lecturer in Statistics

  1. 2024
  2. Published

    Feasible model-based principal component analysis: Joint estimation of rank and error covariance matrix

    Chan, T.-S. T. & Gibberd, A., 2/09/2024, In: Computational Statistics and Data Analysis. 201, 108042.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    The sparse dynamic factor model: a regularised quasi-maximum likelihood approach

    Mosley, L., Chan, T.-S. & Gibberd, A., 22/01/2024, In: Statistics and Computing. 34, 68.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. 2023
  5. Published

    When “time varying” volatility meets “transaction cost” in portfolio selection

    Qiao, W., Bu, D., Gibberd, A., Liao, Y., Wen, T. & Li, E., 30/09/2023, In: Journal of Empirical Finance. 73, p. 220-237 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Stranded houses? The price effect of a minimum energy efficiency standard

    Ferentinos, K., Gibberd, A. & Guin, B., 30/04/2023, In: Energy Economics. 120, 19 p., 106555.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    Identifying Metering Hierarchies with Distance Correlation and Dominance Constraints

    Chan, T.-S. & Gibberd, A., 23/03/2023, Proceedings - 21st IEEE International Conference on Machine Learning and Applications, ICMLA 2022. Wani, M. A., Kantardzic, M., Palade, V., Neagu, D., Yang, L. & Chan, K.-Y. (eds.). IEEE, p. 1551-1558 8 p. (2022 21st IEEE International Conference on Machine Learning and Applications (ICMLA)).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  8. 2022
  9. Published

    Sparse temporal disaggregation

    Mosley, L., Eckley, I. & Gibberd, A., 31/10/2022, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 185, 4, p. 2203-2233 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Wavelet Spectra for Multivariate Point Processes

    Cohen, E. & Gibberd, A., 30/09/2022, In: Biometrika. 109, 3, p. 837–851 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. 2020
  12. Published

    Interpretable brain age prediction using linear latent variable models of functional connectivity

    Monti, R. P., Gibberd, A., Roy, S., Nunes, M., Lorenz, R., Leech, R., Ogawa, T., Kawanabe, M. & Hyvärinen, A., 10/06/2020, In: PLoS ONE. 15, 6, 25 p., e0232296.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. E-pub ahead of print

    Consistent multiple changepoint estimation with fused Gaussian graphical models

    Gibberd, A. & Roy, S., 17/03/2020, (E-pub ahead of print) In: Annals of the Institute of Statistical Mathematics. 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. 2018
  15. Published

    The locally stationary dual-tree complex wavelet model

    Nelson, J., Gibberd, A., Nafornita, C. & Kingsbury, N., 11/2018, In: Statistics and Computing. 28, 6, p. 1139-1154 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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