Stochastic Processes
1. A. M. Sykulski, S. C. Olhede, A. P. Guillaumin, J. M. Lilly and J. J. Early. 2019. The de-biased Whittle likelihood.
Biometrika, 106, 251–266.
2. T. Rajala, D. Murrell, S. C. Olhede. 2018. Detecting multivariate interactions in spatial point patterns with Gibbs models
and variable selection. Applied Statistics, 67, pp. 1237–1273.
3. A. P. Guillaumin, A. M. Sykulski, S. C. Olhede, J. J. Early & J. M. Lilly. 2017. Analysis of non-stationary modulated time
series with applications to oceanographic surface flow measurements, Journal of Time Series Analysis, 38, 668–710.
4. A. M. Sykulski, S. C. Olhede, J. M. Lilly & J. J. Early. 2017. Frequency-Domain Stochastic Modeling of Stationary
Bivariate or Complex-Valued Signals. IEEE Transactions on Signal Processing, 65, 3136–3151.
5. A. M. Sykulski, S. C. Olhede, J. M. Lilly and E. Danioux. 2016. Lagrangian Time Series Models for Ocean Surface Drifter
Trajectories, Applied Statistics, 65, 29–50.
6. A. M. Sykulski, S. C. Olhede and J. M. Lilly. 2016. A Widely Linear Complex Autoregressive Process of Order One. IEEE
Transactions on Signal Processing, 64, 6200–6210.
7. S. C. Olhede. 2013 Modulated Oscillations in Many Dimensions, Phil. Transactions, 371, no 1984, 20110551.
8. S. C. Olhede, D. Ramirez and P. J. Schreier. 2014. Detecting Directionality in Random Fields Using the Monogenic
Signal, IEEE Transactions on Information Theory, 60, 6491-6510.
9. J. M. Lilly and S. C. Olhede. 2012. Generalized Morse Wavelets as a Superfamily of Analytic Wavelets. IEEE Transactions
on Signal Processing, 60, 6036–604.
10. J. M. Lilly and S. C. Olhede. 2012. Analysis of Modulated Multivariate Oscillations. IEEE Transactions on Signal
Processing, 60, 600–612.
11. H. Hindberg and S. C. Olhede. 2010. Estimation of Ambiguity Functions With Limited Spread, IEEE Transactions on
Signal Processing, 58, 2383–2388.
12. J. Lilly and S. C. Olhede. 2010. Bivariate Instantaneous Frequency and Bandwidth, IEEE Transactions on Signal Processing,
58, 591–603.
13. J. Lilly and S. C. Olhede. 2010. On the Analytic Wavelet Transform, IEEE Transactions on Information Theory, 56,
4135–4156.
14. J. Lilly and S. Olhede. 2009. Higher-Order Properties of Analytic Wavelets. IEEE Transactions on Signal Processing, 57,
146–160.
15. S. C. Olhede and G. Metikas. 2009. The Monogenic Wavelet Transform. IEEE Transactions on Signal Processing, 57,
3426–3441.
16. S. C. Olhede. 2008. Localisation of Geometric Anisotropy. IEEE Transactions on Signal Processing, 56, 2133–2138.
17. S. C. Olhede. 2007. Hyperanalytic Denoising. IEEE Transactions on Image Processing, 16, 1522–1537.
18. G. Metikas and S. C. Olhede. 2007. Multiple Multidimensional Morse Wavelets. IEEE Transactions on Signal Processing,
55, 921–936.
19. S. Olhede. 2006. On Probability Density Functions for Complex Variables. IEEE Transactions on Information Theory, 52,
1212–17.
20. S. Olhede and A. T. Walden. 2005. Local directional denoising. IEEE Transactions on Signal Processing, 53, 4725–30.
21. S. Olhede and A. T. Walden. 2005. Denoising Signals in Quadrature. Festschrift for Enders Robinson, in Integrated
Computer-Aided Engineering, 12, 109–117.
22. S. Olhede and A. T. Walden. 2005. A generalised demodulation approach to time-frequency projections for multi-component
signals. Proceeding of the Royal Society of London, Series A, 461, 2159–79.
23. S. Olhede and A. T. Walden. 2004. The Hilbert Spectrum via Wavelet Projections. Proceeding of the Royal Society of
London, Series A, 460, 955–975.
24. S. Olhede and A. T. Walden. 2004. ‘Analytic’ Wavelet Thresholding. Biometrika, 91, 955–73.
25. S. Olhede, E. J. McCoy and D. A. Stephens. 2004. Large Sample Properties of the Periodogram Estimator of Seasonally
Persistent Processes, Biometrika, 91, 613–628.
26. S. Olhede and A. T. Walden. 2003. Polarization phase relationships via multiple Morse wavelets – Part I: Fundamentals.
Proceeding of the Royal Society of London, Series A, 459, 413-44.
27. S. Olhede and A. T. Walden. 2003. Polarization phase relationships via multiple Morse wavelets – Part II: Data Analysis.
Proceeding of the Royal Society of London, Series A, 459, 641–657.
28. S. Olhede and A. T. Walden. 2002. Generalized Morse wavelets. IEEE Transactions on Signal Processing, 50, 2661–2670.
Networks
29. S. C. Olhede and Wolfe, P. J. 2014. Network histograms and universality of blockmodel approximation, Proceedings of
the National Academy of Sciences of the USA, 111, 14722–14727.
30. A. J. Flügge, S. C. Olhede and D. J. Murrell. 2014. A method to detect sub-communities from multivariate spatial
associations, Methods in Ecology and Evolution, 5, 1214-1224.
31. T. Bartlett, et al., 2014. A DNA methylation network interaction measure, and detection of network oncomarkers, PLOS,
One, 9, e84573.
Continuous time processes
32. W. Yip, D. A. Stephens and S. C. Olhede. 2010. Hedging strategies and minimal variance portfolios for European and
exotic options in a Levy market, Mathematical Finance, 20, 617–646.
33. W. Yip, D. A. Stephens and S. Olhede. 2010. The Explicit Chaotic Representation of the Powers of Increments of Lévy
Processes, Stochastics, 82, 257–290.
34. S. C. Olhede, A. Sykulski and G. Pavliotis. 2009. Frequency domain estimation of integrated volatility for Itô processes in
the presence of market-microstructure noise, Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 8,
393–427.
Bioinformatics and neuroscience
35. Chang, P et al. 2016. The development of nociceptive network activity in the somatosensory cortex of freely moving rat
pups, Cerebral Cortex, 26, 4513–4523.
36. Fabrizi, L. et al., 2016. Encoding of mechanical nociception differs in the adult and infant brain, Scientific Reports, 6,
28642.
37. Bartlett, T. et al., 2013. Corruption of the Intra-Gene DNA Methylation Architecture Is a Hallmark of Cancer, PLOS, One,
8, e68285.
38. L. Fabrizi et al., 2013. Cortical activity evoked by an acute painful tissue-damaging stimulus in healthy adult volunteers, J
Neurophysiol, 109, 2393–2403.
39. S. C. Olhede and H. Ombao. 2013. Modelling and Estimation of Covariance of Replicated Modulated Cyclical Time Series,
IEEE Transactions on Signal Processing 61, 1944–1957.
40. L. Fabrizi, R. Slater, A. Worley, J. Meek, S. Boyd, S. Olhede, and M. Fitzgerald. 2011. A Shift in Sensory Processing that
Enables the Developing Human Brain to Discriminate Touch from Pain, Current Biology, 21, 1552–1558.
41. S. Olhede and Whitcher. 2011. Nonparametric Tests of Structure for High Angular Resolution Diffusion Imaging in
Q-Space, Annals of Applied Statistics, 5, 1293–1327.
42. S. Olhede and A. T. Walden. 2003. Noise reduction in quadrature Doppler ultrasound using multiple Morse wavelets.
IEEE Transactions on Biomedical Engineering, 50, 51–57.
Environmental statistics
43. T. Rajala, D. Murrell, S. C. Olhede. 2019. When do we have the power to detect biological interactions in spatial point
patterns? Journal of Ecology. 107, 711–721.
44. J. M. Lilly, A. M. Sykulski, J. J. Early and S. C. Olhede. 2017. Review article: Fractional Brownian motion, the Matérn
process, and stochastic modeling of turbulent dispersion, Nonlinear processes in Geophysics, 24, 481–514.
45. S. Elipot, E. Frajka-Williams, C. W. Hughes, S. Olhede and M. Lankhorst. 2017. Observed basin-scale response of the
North Atlantic Meridional Overturning Circulation to wind stress forcing, J of Climate, 30, 2029–2054.
46. L. M. Kalnins, F. J. Simons, J. F. Kirby, D. V. Wang & S. C. Olhede. 2015. On the robustness of estimates of mechanical
anisotropy in the continental lithosphere: A North American case study and global reanalysis, Earth Planet. Sc. Lett., 419,
43-51.
47. V. Harris, S. C. Olhede and M. Edwards, 2015. Multidecadal Spatial Reorganisation of Plankton Communities in the North
East Atlantic, J. Marine Systems, 142, 16-24.
48. A. Flügge, D. Murrell and S. Olhede. 2014. A method to detect subcommunities from multivariate spatial associations,
Methods in Ecology and Evolution, 5, 1214–1224
49. V. Harris, M. Edwards, and S. Olhede. 2014. Multidecadal Atlantic Climate Variability and its Impact on Marine Pelagic
Communities, Journal of Marine Systems, 113, 55-69.
50. S. Elipot, C. Hughes, S. Olhede and J. Toole. 2013. Coherence of western boundary pressure at the rapid WAVE array:
boundary wave adjustments or deep western boundary current advection? Journal of Physical Oceanography, 43, 744–765.
51. F. J. Simons and S. C. Olhede. 2013. Maximum-likelihood estimation of lithospheric flexural rigidity, initial-loading fraction,
and load correlation, under isotropy. Geoph. J. Int., 193, 1300–1342.
52. A. J. Flügge, S. C. Olhede, and D. J. Murrell. 2012. The memory of spatial patterns – changes in local abundance and
aggregation in a tropical forest, Ecology, 93, 1540–1549.
53. J. M. Lilly, R. K. Scott, and S. C. Olhede. 2011. Extracting waves and vortices from Lagrangian trajectories. Geophysical
Research Letters, 38, L23605.
Conference papers: refereed
54. T. E. Bartlett, A. M. Sykulski, S. C. Olhede, J. M. Lilly and J. J. Early. 2015. A Power Variance Test for Nonstationarity
in Complex-Valued Signals. ICMLA.
55. S. C. Olhede, D. Ramirez and P. J. Schreier. 2012. The Random Monogenic Signal, ICIP 2012.
56. J. M. Lilly and S. C. Olhede. 2009. Wavelet ridge estimation of jointly modulated multivariate oscillations. 43rd Asilomar
Conference on Signals, Systems, and Computers, 452–456.
57. A. Sykulski, S. C. Olhede and G. Pavliotis. 2008. High Frequency Variability and Microstructure Bias. Proceedings of the
Isaac Newton Workshop on Inference and Estimation in Probabilistic Time-Series Models, Cambridge UK, edited by D.
Barber, A. T. Cemgil and S. Chiappa.
58. S. C. Olhede and B. Whitcher. 2008. A Statistical Framework to characterise microstructure in high angular resolution
diffusion imaging. Proceedings of the 5th IEEE International Symposium on Biomedical Imaging: From Nano to Macro.
ISBI 2008, 899 – 902.
59. S. C. Olhede and B. Whitcher. 2008. Denoising HARDI coefficients using Spherical Wavelet Lifting. ISMRM Toronto,
Canada, 2008.
60. H. Hindberg, A. Hanssen and S. Olhede. 2008. Thresholding the Ambiguity Function. Proceedings of the 2008 IEEE
International Conference on Acoustics, Speech and Signal Processing, 3773 – 3776 .
61. S. C. Olhede. 2006. Hyperanalytic Thresholding. Proceedings of the 6th IEEE International Conference on Image
Processing, volume I, 1421 – 1424.
62. G. Metikas and S. Olhede. 2005. Multiple wavelet analysis of amplitude/ frequency modulated images. Proceedings of the
5th IEEE International Symposium on Signal Processing and Information Technology, Dec. 18 – 21, 284 – 288.
Conference Papers: not refereed
63. S. C. Olhede and J. M. Lilly. 2007. Multiscale Inference of Lagrangian Ocean Turbulence, Proceedings of ISI2007.
64. S. Olhede and G. Metikas. 2006. Multiple wavelet coherence analysis, in: E. R Dougherty, J. T. Astola, K. O. Egiazarian,
(editors), Proceedings of SPIE, Image Processing: Algorithms and Systems, Neural Networks, and Machine Learning, SPIE,
Jan. 15–18, 31 – 42.
Contributions to written discussions
65. S. Olhede. 2016. Seconding, discussion on the paper “Should we sample a time series more frequently? Decision support
via multirate spectrum estimation” by G. P. Nason, B. Powell, D. Elliott and P. A. Smith, J. Roy. Stat. Soc. A, 180(2),
383–384.
66. S. Olhede. 2007. Seconding, discussion on the paper “Parameter estimation for differential equations: a generalized
smoothing approach ‘’ by J. O. Ramsay, G. Hooker, D. Campbell and J. Cao, J. Roy. Stat. Soc. B, 69(5), 772.
67. S. Olhede. 2004. Discussion on the meeting on “Statistical Inverse Problems”. J. Roy. Stat. Soc. B, 66(3), 643.
Policy Contributions
68. S. C. Olhede and P. J. Wolfe. 2018. The growing ubiquity of algorithms in society: implications, impacts and innovations.
Philosophical Transactions of the Royal Society A. DOI: 10.1098/rsta.2017.0364.
69. Commissioner on Law Society Public Policy Technology and Law Commission – Algorithms in the Justice System.
Commissioner with Law Society Vice President Christina Blacklaws and Professor Sylvie Delacroix. Lead author Micheal
Veale.
70. Report on the 2015/6 Alan Turing Institute scoping programme. I chaired the reviewing process of over 100 scoping
workshop proposals, a £500 k peer-reviewed process. Jointly with Andrew Blake I wrote the report.
71. Contributed to The IEEE Global Initiative for Ethical Considerations in Artificial Intelligence and Autonomous Systems.
72. Royal Society: contributed to report on Machine Learning: the power and promise of computers that learn by example.
73. British Academy and Royal Society contributed to report on Data management and use: Governance in the 21st century –
a British Academy and Royal Society project.