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ORCIDAlexander J. Gibberd
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Journal Articles
- 2025
[j3]Tak-Shing T. Chan
, Alexander J. Gibberd:
Feasible model-based principal component analysis: Joint estimation of rank and error covariance matrix. Comput. Stat. Data Anal. 201: 108042 (2025)- 2024
- [j2]Luke Mosley, Tak-Shing T. Chan, Alex J. Gibberd:
The sparse dynamic factor model: a regularised quasi-maximum likelihood approach. Stat. Comput. 34(2): 68 (2024) - 2018
- [j1]James D. B. Nelson, Alexander J. Gibberd, Corina Nafornita, Nick G. Kingsbury:
The locally stationary dual-tree complex wavelet model. Stat. Comput. 28(6): 1139-1154 (2018)
Conference and Workshop Papers
- 2022
- [c9]Tak-Shing T. Chan, Alex J. Gibberd:
Identifying Metering Hierarchies with Distance Correlation and Dominance Constraints. ICMLA 2022: 1551-1558 - 2018
- [c8]Alex J. Gibberd, Edward A. K. Cohen:
Temporally Smoothed Wavelet Coherence for Multivariate Point-Processes and Neuron-Firing. ACSSC 2018: 1220-1224 - 2016
- [c7]Alexander J. Gibberd, Marina Evangelou, James D. B. Nelson:
The Time-Varying Dependency Patterns of NetFlow Statistics. ICDM Workshops 2016: 288-294 - [c6]James D. B. Nelson, Alexander J. Gibberd:
Introducing the locally stationary dual-tree complex wavelet model. ICIP 2016: 3583-3587 - [c5]Alexander J. Gibberd, James D. B. Nelson:
Regularised estimation of 2D-locally stationary wavelet processes. SSP 2016: 1-5 - 2015
- [c4]Alexander J. Gibberd, James D. B. Nelson:
Estimating multiresolution dependency graphs within the stationary wavelet framework. GlobalSIP 2015: 547-551 - [c3]Alexander J. Gibberd, James D. B. Nelson:
Estimating Dynamic Graphical Models from Multivariate Time-series Data. AALTD@PKDD/ECML 2015 - [c2]Alexander J. Gibberd, James D. B. Nelson:
Estimating Dynamic Graphical Models from Multivariate Time-Series Data: Recent Methods and Results. AALTD@PKDD/ECML (Revised Selected Papers) 2015: 111-128 - 2014
- [c1]Alexander J. Gibberd, James D. B. Nelson:
High dimensional changepoint detection with a dynamic graphical lasso. ICASSP 2014: 2684-2688
Coauthor Index
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