Sofia Olhede

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Sofia Charlotta Olhede
EPFL 2021.jpg
Sofia Olhede in 2021
Born1977 (age 43–44)
Known forWavelets
High-dimensional statistics
Academic background
Alma materImperial College London
ThesisAnalysis via Time, Frequency and Scale of Nonstationary Signals (2003)
Doctoral advisorAndrew T. Walden
Academic work
Sub-disciplineMathematical statistics
InstitutionsEPFL (École Polytechnique Fédérale de Lausanne)

Sofia Charlotta Olhede (born 1977)[1] is a British-Swedish mathematical statistician known for her research on wavelets, graphons, and high-dimensional statistics[2] and for her columns on algorithmic bias. She is a professor of statistical science at the EPFL (École Polytechnique Fédérale de Lausanne).[1]

Education and career[edit]

Olhede earned a master's degree from Imperial College London in 2000, and completed her doctorate there in 2003.[3] Her dissertation, Analysis via Time, Frequency and Scale of Nonstationary Signals, was supervised by Andrew T. Walden.[4]

She began her academic career as a lecturer in statistics at Imperial in 2002, and moved to University College London as a professor in 2007. At University College London, she was also an honorary professor of computer science and an honorary senior research associate in mathematics.[3] She became a professor at the Chair of Statistical Data Science at EPFL in 2019.[1][5]

She was also a member of the Public Policy Commission of the Law Society of England and Wales,[6] and served as university liaison director for University College London at the Alan Turing Institute for 2015–2016.[7]


Her scientific work includes non-parametric function regression, high dimensional time series[8] and point process analysis,[9] and network data analysis.[10]


Olhede won an Engineering and Physical Sciences Research Council Leadership Fellowship in 2010,[11] and an ERC consolidator fellowship in 2016.[12] She was elected as a fellow of the Institute of Mathematical Statistics in 2018 "for seminal contributions to the theory and application of large and heterogeneous networks, random fields and point process, for advancing research in data science, and for service to the profession through editorial and committee work".[13]

Selected works[edit]

  • Janson, Svante; Olhede, Sofia (2021). "Can smooth graphons in several dimensions be represented by smooth graphons on $[0,1]$?". arXiv:2101.07587 [math.CO].
  • Sykulski, Adam M.; Olhede, Sofia C.; Guillaumin, Arthur P.; Lilly, Jonathan M.; Early, Jeffrey J. (2019). "The debiased Whittle likelihood". Biometrika. 106 (2): 251–266. doi:10.1093/biomet/asy071.
  • Lunagómez, Simón; Olhede, Sofia C.; Wolfe, Patrick J. (2020). "Modeling Network Populations via Graph Distances". Journal of the American Statistical Association: 1–18. arXiv:1904.07367. doi:10.1080/01621459.2020.1763803. S2CID 119310085.
  • Maugis, P.-A. G.; Olhede, S. C.; Priebe, C. E.; Wolfe, P. J. (2020). "Testing for Equivalence of Network Distribution Using Subgraph Counts". Journal of Computational and Graphical Statistics. 29 (3): 455–465. arXiv:1701.00505. doi:10.1080/10618600.2020.1736085. S2CID 201049943.


  1. ^ a b c 20 professors appointed at ETH Zurich and EPFL (Press release), Board of the Swiss Federal Institutes of Technology, retrieved 2021-02-09
  2. ^ Professor Sofia Olhede awarded £366k EPSRC grant to study modelling and inference for massive populations of heterogeneous point processes, AHRC/EPSRC Science and Heritage Programe, Centre for Sustainable Heritage, Bartlett School of Graduate Studies, University College London, 22 September 2015, retrieved 2018-10-03
  3. ^ a b Curriculum vitae (PDF), 2016, retrieved 2018-10-03
  4. ^ Sofia Olhede at the Mathematics Genealogy Project
  5. ^ Testa, Andrea (17 December 2018), "Appointment of two Full Professors at SB", EPFL News
  6. ^ Using algorithms to deliver justice – bias or boost?, Law Society of England and Wales, 14 June 2018, retrieved 2018-10-03
  7. ^ Alan Turing Institute Appoints New Directors, Alan Turing Institute, 22 December 2015, retrieved 2018-10-03
  8. ^ Olhede, S.; Walden, A. T. (8 April 2004). "The Hilbert spectrum via wavelet projections". Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences. 460 (2044): 955–975. Bibcode:2004RSPSA.460..955O. doi:10.1098/rspa.2003.1199. hdl:10044/1/1100. ISSN 1364-5021. S2CID 59451275.
  9. ^ Rajala, T.; Murrell, D. J.; Olhede, S. C. (23 April 2018). "Detecting multivariate interactions in spatial point patterns with Gibbs models and variable selection". Journal of the Royal Statistical Society, Series C (Applied Statistics). 67 (5): 1237–1273. doi:10.1111/rssc.12281. ISSN 0035-9254.
  10. ^ Olhede, S. C.; Wolfe, P. J. (14 October 2014). "Network histograms and universality of blockmodel approximation". Proceedings of the National Academy of Sciences. 111 (41): 14722–14727. arXiv:1312.5306. Bibcode:2014PNAS..11114722O. doi:10.1073/pnas.1400374111. ISSN 0027-8424. PMC 4205664. PMID 25275010.
  11. ^ UCL professor recognised as 'next-gen' scientific leader, University College London, 22 July 2010, retrieved 2018-10-03
  12. ^ UCL (27 January 2016). "Four UCL Staff Awarded European Research Council Consolidator Awards". UCL Mathematical & Physical Sciences. Retrieved 2021-02-18.
  13. ^ "Introducing the 2018 class of IMS Fellows", IMS Bulletin, Institute of Mathematical Statistics, 15 May 2018

External links[edit]