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Anna Dudek MCIF grant

 

On this webpage we present all actions undertaken by dr Anna Dudek whose work is financed by European Union's Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement No 655394.
 

 

Education:

  • Habilitation (Habilitation à diriger des recherches), Université  Rennes 2.
    Title: Resampling methods for periodic and almost periodic processes (Méthodes de rééchantillonnage pour des processus périodiques et presque périodiques).
    Referees: Patrice Bertail, Marianne Clausel, Antonio Napolitano.
    Other jury members: Dominique Dehay, François Guillet, Céline Lévy-Leduc and François Roueff (president).

 

Invited seminars:

  • Université Rennes 1, Presentation of MC grant, its objectives and planned research activities were discussed. 2 X 2015 presentation during the  meeting of statisticians belonging to laboratory.
  • Université de Bretagne Occidentale, Brest, France (12 XI 2015) “Block bootstrap for  characteristics of PC time series”
  • Université Lille 3, Lille, France (19 XI 2015) “Block bootstrap for  characteristics of PC time series”
  • University of Potsdam, Potsdam, Germany (21 I 2016) "Block bootstrap methods in analysis of periodically correlated processes"
  • Université  du Mans, Le Mains, France (2 II 2016) "Block bootstrap methods in analysis of periodically correlated processes"
  • LASPI IUT de Roanne, Roanne, France  (8 II 2016) "Block bootstrap methods for cyclostationary processes"
  • Université Joseph Fourier - Grenoble 1, Grenoble, France (11 II 2016) "Block bootstrap methods in analysis of periodically correlated processes"
  • LASPI IUT de Roanne, Roanne, France  (6 IV 2017) "Estimation of the spatial Loève-spectrum and spatial dual-frequency coherence"

 

Conferences:

Conference presentations given by Dominique Dehay:

  • 9th  workshop on Nonstationary Systems &  and Their Applications, Gródek nad Dunajcem, Poland, 8-11 II 2016, talk entitled  "Boostrap for cyclic correlation estimation with discrete sampled almost periodic signals"
  • Tenth  workshop on Nonstationary Systems &  and Their Applications, Gródek nad Dunajcem, Poland, 5-9 II 2017, talk entitled  "Estimation of the spatial bi-spectrum and spatial dual frequency coherence", http://statystykapk.wordpress.com/grodek/


 

Papers:

  • A.E. Dudek,  E. Paparoditis and D. Politis (2016). Generalized Seasonal Tapered Block Bootstrap, Statistics and Probability Letters, 115, 27-35.
  • A.E. Dudek, H. Hurd and W. Wójtowicz (2016). Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients, Wiley Interdisciplinary Reviews: Computational Statistics, 8(3), 130-149
  • A.E. Dudek (2016). First and second order analysis for periodic random arrays using block bootstrap methods,  Electronic Journal of Statistics, 10(2) , 2561-2583.
  • D. Dehay and A.E. Dudek (2017). Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes, Electronic Journal of Statistics, 11, 99–147.
  • A.E. Dudek and Ł. Lenart (2017). Subsampling for nonstationary time series with non-zero mean function,  Statistics and Probability Letters, 129, 252–259.
  • A.E. Dudek (2018). Block bootstrap for periodic characteristics of periodically correlated time series, Journal of Nonparametric Statistics , 30(1), 87-124.
  •  D. Dehay,  A.E. Dudek and M.  Elbadaoui (2018). Bootstrap for almost cyclostationary processes with jitter effect, Digital Signal Processing,  73, 93-105.
  • A.E. Dudek. and P. Potorski. Simulation study of bootstrap confidence intervals for the coefficients
    of the autocovariance function of PC time series - submitted.

 

Visiting appointments:

  • University of Potsdam, Potsdam, Germany (17-22 I 2016), working visit, cooperation with Alexandra Carpentier (University of Potsdam), Jean-Marc Freyermuth (University of Cambridge), Mayya Zhilova (Weierstrass Institute, Berlin)
  • Université Joseph Fourier - Grenoble 1, Grenoble, France (8-15 II 2016), working visit, cooperation with Marianne Clausel (Université Joseph Fourier), Irène Gannaz (INSA de Lyon)
  • AGH University of Science and Technology, Kraków, Poland (14 III - 15 IV 2016), working visit, cooperation with Bogdan Ćmiel (AGH Kraków and IMPAN Wrocław)
  • University of Cambridge, Cambridge, UK (1-8 V 2016), working visit, cooperation with Jean-Marc Freyermuth
  • Université Paris X Nanterre (4-18 XI 2016), working visit, cooperation with Patrice Bertail
  • Université de Neuchâtel (13-31 I 2017), working visit, cooperation with Jean-Marc Freyermuth.
  • Aix-Marseille University (10-15 V 2017), working visit, cooperation with Florent Autin
  • Université Paris X Nanterre (23 V - 6 VI 2017), working visit, cooperation with Patrice Bertail
  • Kraków University of Economics (1 VII - 21 VII 2017, 31 VII - 14 VIII 2017, 21 VIII - 31 VIII 2017), working visit, cooperation with Łukasz Lenart
  • Université Paris X Nanterre (1 IX - 15 IX 2017), working visit, cooperation with Patrice Bertail

 

Teaching:

  • lecture for PhD students entitled Introduction to bootstrap method  (23 II 2016, 4h)  organized by L'IRMAR and l'UFR de Mathématiques de Rennes 1 with help of  labex CHL and doctoral school Matisse

 

Work with students:

  • CHAU Thi Tuyet Trang, PhD student in mathematics of Rennes 1. Discussion of possible bootstrap methods that can be applied to improve Kalman filter, choice of appropriate model e.g. with heave tails.

 

Other activities at Rennes 2:

  • work with Jean-Marc Freyermuth (University of Cambridge, UK), 15-28 II 2016 and 18-29 IV 2016
  • work and discussions  with Andrzej Makagon (Hampton University, USA), 1-11 III 2016

 

Secondment:

Analytica LASER, supervisors: Billy Amzal,  period January-February 2017 (http://analytica-laser.com/).

 

Other activities:

  • taking part in Festival des  Sciences 2016 (15 October 2016, INSA Rennes)  http://www.espace-sciences.org/evenements/festival/2016/village
  • head of scientific committee (together with Harry Hurd) of the workshop on Nonstationary Systems &  and Their Applications which is an annual event taking place in  Gródek nad Dunajcem in Poland
  • taking part in MSCA workshop organized at Université Rennes 1 (31 III 2017); given presentation "Individual Fellowship in Maria Skłodowska - Curie H2020 program" to share my experience as a Marie Sklodowska-Curie fellow

 

Blog: http://aniarennes.blox.pl/html