Rebecca Killick
Rebecca is an Associate Professor of Statistics at Lancaster University and a member of NAG since 2016. She sees her research as a feedback loop, being inspired by problems in real-world applications, creating solutions to those problems and then feeding those solutions back into the problem domain. Her portfolio reflects this including methodological papers published in Statistics, applied papers published in the problem domain and software to facilitate wide uptake of the methodology.
Rebecca's primary research interests lie in the development of novel methodology for the analysis of univariate and multivariate nonstationary time series models, including changepoints. This covers many topics including developing models, model selection, efficient estimation, diagnostics, clustering and prediction. She is highly motivated by real-world problems and has worked with practitioners in a range of fields including Bioinformatics, Energy, Engineering, Environment, Finance, Health, Linguistics and Official Statistics.
NAG's collaboration with Rebecca dates back to 2012 when her changepoint work was noticed during the Take AIM PhD competition. This competition challenges PhD students to write about the importance of their research to a general audience. A member of the NAG team was on the judging panel and subsequently invited Rebecca to present her PELT algorithm to the NAG team. Subsequently her changepoint routines were included in the NAG Library. Rebecca continues to work with NAG to improve the wider nonstationary time series routines including through a joint EPSRC CASE studentship.
