The seminars are on Fridays at 11am in Room 498, Merewether Building (cnr of City Road and Butlin Avenue), unless otherwise specified.
The seminar organiser is Laurent Pauwels.
29th May 2015 -
Venue: Seminar Room 498, Merewether Building H04
Speaker: Prof Ori Rosen, University of Texas, El Paso
Title: Conditional Spectral Analysis of Replicated Multiple Time Series with Application to Nocturnal Physiology
We introduce a novel approach to assessing the association between covariates and multivariate power spectra. A Bayesian tensor product smoothing spline ANOVA model for covariate dependent multivariate power spectral analysis is developed that non-parametrically accounts for covariate effects while preserving the positive definite and Hermitian structures of spectral matrices. MCMC techniques based on the Whittle likelihood are used to fit the model and allow for automated nonparametric inference on the association between covariates and power spectra as well as nonlinear functions of power spectra, such as coherence. The proposed approach is motivated by a study of sleep in older adults and used to assess the connections between self-reported measures of sleep and autonomic system activity via the spectral analysis of heart rate variability across different periods of sleep.