Dr Nicolás Hernández

Nicolás Hernández

Lecturer in Statistics

School of Mathematical Sciences
Queen Mary University of London
www.qmul.ac.uk/maths/profiles/hernandezn.html
Centre for Probability, Statistics and Data Science

Research

High Dimensional and Functional Data Analysis, Time Series, Variable Selection, Outlier Detection, Prediction and Classification

Interests

Dr. Hernández is a Lecturer in Statistics within the Data Science, Statistics and Probability Centre at the School of Mathematical Sciences. He joined QMUL after spending 2 years as a Senior Research Fellow within the Institute of Mathematics and Statistical Science at the Department of Statistical Science, UCL. Previously he was appointed as a PDRA at the MRC Biostatistics Unit of the University of Cambridge. Before that he completed his PhD studied about ‘‘Statistical learning methods for functional data with applications to prediction, classification and outlier detection’’ at the Department of Statistics of Universidad Carlos III de Madrid.

His main research is oriented to develop statistical and machine learning methods to tackle inferential problems in high-dimensional and functional data over different fields such as: energy, economics, the environment, demography, business, finance, health and genetics. He has mainly focused on predictive confidence bands for functional time series; domain selection and classification in the Functional Data context; and outlier detection for stochastic processes using Information Theory tools.