Paul Fearnhead

53 papers A* 2A 2C 1Journal 48

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Efficient Likelihood-Based Temporal Changepoint Detection in Spatio-Temporal Processes. Stat. Comput. Gaurav Agarwal, Idris A. Eckley, Paul Fearnhead
2025	J	`jnl`	Improving power by conditioning on less in post-selection inference for changepoints. Stat. Comput. Rachel Carrington, Paul Fearnhead
2025	J	`jnl`	Simulation based composite likelihood. Stat. Comput. Lorenzo Rimella, Chris Jewell, Paul Fearnhead
2024	J	`jnl`	A Log-Linear Nonparametric Online Changepoint Detection Algorithm Based on Functional Pruning. IEEE Trans. Signal Process. Gaetano Romano, Idris A. Eckley, Paul Fearnhead
2024	J	`jnl`	A communication-efficient, online changepoint detection method for monitoring distributed sensor networks. Stat. Comput. Ziyang Yang, Idris A. Eckley, Paul Fearnhead
2024	J	`jnl`	A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models. Stat. Comput. Kes Ward, Gaetano Romano, Idris A. Eckley, Paul Fearnhead
2024	J	`jnl`	Diffusion Generative Modelling for Divide-and-Conquer MCMC. CoRR C. Trojan, Paul Fearnhead, Christopher Nemeth
2024	J	`jnl`	Scalable Monte Carlo for Bayesian Learning. CoRR Paul Fearnhead, Christopher Nemeth, Chris J. Oates, Chris Sherlock
2024	J	`jnl`	Stochastic Gradient Piecewise Deterministic Monte Carlo Samplers. CoRR Paul Fearnhead, Sebastiano Grazzi, Christopher Nemeth, Gareth O. Roberts
2024	J	`jnl`	anomaly: Detection of Anomalous Structure in Time Series Data. J. Stat. Softw. Alexander Tristan Maximilian Fisch, Daniel Grose, Idris A. Eckley, Paul Fearnhead, Lawrence Bardwell
2024	J	`jnl`	cpop: Detecting Changes in Piecewise-Linear Signals. J. Stat. Softw. Paul Fearnhead, Daniel Grose
2023	J	`jnl`	Concave-Convex PDMP-based Sampling. J. Comput. Graph. Stat. Matthew Sutton, Paul Fearnhead
2023	J	`jnl`	Fast Online Changepoint Detection via Functional Pruning CUSUM Statistics. J. Mach. Learn. Res. Gaetano Romano, Idris A. Eckley, Paul Fearnhead, Guillem Rigaill
2023	J	`jnl`	Online non-parametric changepoint detection with application to monitoring operational performance of network devices. Comput. Stat. Data Anal. Edward Austin, Gaetano Romano, Idris A. Eckley, Paul Fearnhead
2023	A	`conf`	Preferential Subsampling for Stochastic Gradient Langevin Dynamics. AISTATS Srshti Putcha, Christopher Nemeth, Paul Fearnhead
2023	J	`jnl`	Semiparametric detection of changepoints in location, scale, and copula. Stat. Anal. Data Min. Gaurav Agarwal, Idris A. Eckley, Paul Fearnhead
2023	J	`jnl`	gfpop: An J. Stat. Softw. Vincent Runge, Toby Dylan Hocking, Gaetano Romano, Fatemeh Afghah, Paul Fearnhead, Guillem Rigaill
2022	J	`jnl`	A linear time method for the detection of collective and point anomalies. Stat. Anal. Data Min. Alexander Tristan Maximilian Fisch, Idris A. Eckley, Paul Fearnhead
2022	J	`jnl`	Automatic Change-Point Detection in Time Series via Deep Learning. CoRR Jie Li, Paul Fearnhead, Piotr Fryzlewicz, Tengyao Wang
2022	A*	`conf`	Continuously Tempered PDMP samplers. NeurIPS Matthew Sutton, Robert Salomone, Augustin Chevallier, Paul Fearnhead
2022	A	`conf`	Efficient computation of the the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes. AISTATS Augustin Chevallier, Frédéric Cazals, Paul Fearnhead
2022	J	`jnl`	Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes. CoRR Augustin Chevallier, Frédéric Cazals, Paul Fearnhead
2022	J	`jnl`	Generalized Functional Pruning Optimal Partitioning (GFPOP) for Constrained Changepoint Detection in Genomic Data. J. Stat. Softw. Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead, Guillaume Bourque
2022	J	`jnl`	Innovative and Additive Outlier Robust Kalman Filtering With a Robust Particle Filter. IEEE Trans. Signal Process. Alexander Tristan Maximilian Fisch, Idris A. Eckley, Paul Fearnhead
2022	J	`jnl`	Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes. Stat. Comput. Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn
2022	J	`jnl`	Preferential Subsampling for Stochastic Gradient Langevin Dynamics. CoRR Srshti Putcha, Christopher Nemeth, Paul Fearnhead
2022	J	`jnl`	Subset Multivariate Collective and Point Anomaly Detection. J. Comput. Graph. Stat. Alexander Tristan Maximilian Fisch, Idris A. Eckley, Paul Fearnhead
2020	J	`jnl`	BayesProject: Fast computation of a projection direction for multivariate changepoint detection. Stat. Comput. Georg Hahn, Paul Fearnhead, Idris A. Eckley
2020	J	`jnl`	Constrained Dynamic Programming and Supervised Penalty Learning Algorithms for Peak Detection in Genomic Data. J. Mach. Learn. Res. Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead, Guillaume Bourque
2020	J	`jnl`	Motor unit number estimation via sequential Monte Carlo. Comput. Stat. Data Anal. Simon A. C. Taylor, Chris Sherlock, Gareth Ridall, Paul Fearnhead
2020	J	`jnl`	Semi-automated simultaneous predictor selection for regression-SARIMA models. Stat. Comput. Aaron P. Lowther, Paul Fearnhead, Matthew A. Nunes, Kjeld Jensen
2019	J	`jnl`	Control variates for stochastic gradient MCMC. Stat. Comput. Jack Baker, Paul Fearnhead, Emily B. Fox, Christopher Nemeth
2019	J	`jnl`	Most Recent Changepoint Detection in Panel Data. Technometrics Lawrence Bardwell, Paul Fearnhead, Idris A. Eckley, Simon Smith, Martin Spott
2019	J	`jnl`	Stochastic Gradient MCMC for Nonlinear State Space Models. CoRR Christopher Aicher, Srshti Putcha, Christopher Nemeth, Paul Fearnhead, Emily B. Fox
2018	J	`jnl`	A linear time method for the detection of point and collective anomalies. CoRR Alexander Tristan Maximilian Fisch, Idris Arthur Eckley, Paul Fearnhead
2018	A*	`conf`	Large-Scale Stochastic Sampling from the Probability Simplex. NeurIPS Jack Baker, Paul Fearnhead, Emily B. Fox, Christopher Nemeth
2018	J	`jnl`	Large-Scale Stochastic Sampling from the Probability Simplex. CoRR Jack Baker, Paul Fearnhead, Emily B. Fox, Christopher Nemeth
2017	J	`jnl`	A computationally efficient nonparametric approach for changepoint detection. Stat. Comput. Kaylea Haynes, Paul Fearnhead, Idris A. Eckley
2017	J	`jnl`	Control Variates for Stochastic Gradient MCMC. CoRR Jack Baker, Paul Fearnhead, Emily B. Fox, Christopher Nemeth
2017	J	`jnl`	On optimal multiple changepoint algorithms for large data. Stat. Comput. Robert Maidstone, Toby Hocking, Guillem Rigaill, Paul Fearnhead
2016	J	`jnl`	Augmentation schemes for particle MCMC. Stat. Comput. Paul Fearnhead, Loukia Meligkotsidou
2016	J	`jnl`	On the Identification and Mitigation of Weaknesses in the Knowledge Gradient Policy for Multi-Armed Bandits. CoRR James Edwards, Paul Fearnhead, Kevin D. Glazebrook
2014	J	`jnl`	Sequential Monte Carlo Methods for State and Parameter Estimation in Abruptly Changing Environments. IEEE Trans. Signal Process. Christopher Nemeth, Paul Fearnhead, Lyudmila Mihaylova
2012	C	`conf`	Bearings-only tracking with particle filtering for joint parameter learning and state estimation. FUSION Christopher Nemeth, Paul Fearnhead, Lyudmila Mihaylova, Dave Vorley
2011	J	`jnl`	Efficient Bayesian analysis of multiple changepoint models with dependence across segments. Stat. Comput. Paul Fearnhead, Zhen Liu
2008	J	`jnl`	Computational methods for complex stochastic systems: a review of some alternatives to MCMC. Stat. Comput. Paul Fearnhead
2008	J	`jnl`	Editorial: Special issue on adaptive Monte Carlo methods. Stat. Comput. Paul Fearnhead
2006	J	`jnl`	Exact and efficient Bayesian inference for multiple changepoint problems. Stat. Comput. Paul Fearnhead
2006	J	`jnl`	SequenceLDhot: detecting recombination hotspots. Bioinform. Paul Fearnhead
2005	J	`jnl`	Direct simulation for discrete mixture distributions. Stat. Comput. Paul Fearnhead
2005	J	`jnl`	Exact Bayesian curve fitting and signal segmentation. IEEE Trans. Signal Process. Paul Fearnhead
2004	J	`jnl`	Filtering recursions for calculating likelihoods for queues based on inter-departure time data. Stat. Comput. Paul Fearnhead
2004	J	`jnl`	Particle filters for mixture models with an unknown number of components. Stat. Comput. Paul Fearnhead