All Stories

  1. A linear time method for the detection of collective and point anomalies

    Article • Statistical Analysis and Data Mining The ASA Data Science Journal, June 2022, Wiley

    Paul Fearnhead

  2. Testing for a change in mean after changepoint detection

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), April 2022, Wiley

    Paul Fearnhead

  3. Innovative and Additive Outlier Robust Kalman Filtering With a Robust Particle Filter

    Article • IEEE Transactions on Signal Processing, January 2022, Institute of Electrical & Electronics Engineers (IEEE)

    Paul Fearnhead

  4. Subset Multivariate Collective and Point Anomaly Detection

    Article • Journal of Computational and Graphical Statistics, November 2021, Taylor & Francis

    Paul Fearnhead

  5. A computationally efficient, high‐dimensional multiple changepoint procedure with application to global terrorism incidence

    Article • Journal of the Royal Statistical Society Series A (Statistics in Society), August 2021, Wiley

    Paul Fearnhead

  6. Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise

    Article • Journal of the American Statistical Association, May 2021, Taylor & Francis

    Paul Fearnhead

  7. Stochastic Gradient Markov Chain Monte Carlo

    Article • Journal of the American Statistical Association, January 2021, Taylor & Francis

    Paul Fearnhead

  8. Quasi‐stationary Monte Carlo and the ScaLE algorithm

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), October 2020, Wiley

    Paul Fearnhead

  9. Semi-automated simultaneous predictor selection for regression-SARIMA models

    Article • Statistics and Computing, September 2020, Springer Science + Business Media

    Paul Fearnhead

  10. BayesProject: Fast computation of a projection direction for multivariate changepoint detection

    Article • Statistics and Computing, August 2020, Springer Science + Business Media

    Paul Fearnhead

  11. Motor unit number estimation via sequential Monte Carlo

    Article • Computational Statistics & Data Analysis, April 2020, Elsevier

    Paul Fearnhead

  12. Relating and comparing methods for detecting changes in mean

    Article • Stat, January 2020, Wiley

    Paul Fearnhead

  13. Parallelisation of a Common Changepoint Detection Method

    Article • Journal of Computational and Graphical Statistics, July 2019, Taylor & Francis

    Samuel Tickle, Paul Fearnhead

  14. The Zig-Zag process and super-efficient sampling for Bayesian analysis of big data

    Article • The Annals of Statistics, June 2019, Institute of Mathematical Statistics

    Paul Fearnhead

  15. Fast nonconvex deconvolution of calcium imaging data

    Article • Biostatistics, February 2019, Oxford University Press (OUP)

    Paul Fearnhead

  16. sgmcmc: An R Package for Stochastic Gradient Markov Chain Monte Carlo

    Article • Journal of Statistical Software, January 2019, Foundation for Open Access Statistic

    Paul Fearnhead

  17. Detecting changes in slope in a noisy signal observed over time.

    Article • Journal of Computational and Graphical Statistics, August 2018, Taylor & Francis

    Paul Fearnhead

  18. Control variates for stochastic gradient MCMC

    Article • Statistics and Computing, August 2018, Springer Science + Business Media

    Paul Fearnhead

  19. Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

    Article • Statistical Science, August 2018, Institute of Mathematical Statistics

    Paul Fearnhead

  20. Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains

    Article • Statistics & Probability Letters, May 2018, Elsevier

    Paul Fearnhead

  21. Particle Filters and Data Assimilation

    Article • Annual Review of Statistics and Its Application, March 2018, Annual Reviews

    Paul Fearnhead

  22. How to detect recent structural breaks

    Article • Technometrics, February 2018, Taylor & Francis

    Paul Fearnhead

  23. Convergence of regression-adjusted approximate Bayesian computation

    Article • Biometrika, January 2018, Oxford University Press (OUP)

    Paul Fearnhead

  24. On the asymptotic efficiency of approximate Bayesian computation estimators

    Article • Biometrika, January 2018, Oxford University Press (OUP)

    Paul Fearnhead

  25. Changepoint Detection in the Presence of Outliers

    Article • Journal of the American Statistical Association, September 2017, Taylor & Francis

    Paul Fearnhead

  26. Bayesian Detection of Abnormal Segments in Multiple Time Series

    Article • Bayesian Analysis, March 2017, Institute of Mathematical Statistics

    Paul Fearnhead

  27. Computationally Efficient Changepoint Detection for a Range of Penalties

    Article • Journal of Computational and Graphical Statistics, January 2017, Taylor & Francis

    Paul Fearnhead

  28. Particle Approximations of the Score and Observed Information Matrix for Parameter Estimation in State–Space Models With Linear Computational Cost

    Article • Journal of Computational and Graphical Statistics, October 2016, Taylor & Francis

    Paul Fearnhead

  29. What's wrong with the Knowledge Gradient for Multi-Armed Bandits and how to fix it.

    Article • Probability in the Engineering and Informational Sciences, September 2016, Cambridge University Press

    Prof Kevin D Glazebrook, James Edwards, Paul Fearnhead

  30. Particle Metropolis-adjusted Langevin algorithms

    Article • Biometrika, August 2016, Oxford University Press (OUP)

    Paul Fearnhead

  31. A computationally efficient nonparametric approach for changepoint detection

    Article • Statistics and Computing, July 2016, Springer Science + Business Media

    Paul Fearnhead

  32. On optimal multiple changepoint algorithms for large data

    Article • Statistics and Computing, February 2016, Springer Science + Business Media

    Paul Fearnhead

  33. Augmentation schemes for particle MCMC

    Article • Statistics and Computing, October 2015, Springer Science + Business Media

    Paul Fearnhead

  34. Estimating the relative rate of recombination to mutation in bacteria from single-locus variants using composite likelihood methods

    Article • The Annals of Applied Statistics, March 2015, Institute of Mathematical Statistics

    Paul Fearnhead

  35. Tractable diffusion and coalescent processes for weakly correlated loci

    Article • Electronic Journal of Probability, January 2015, Institute of Mathematical Statistics

    Paul Fearnhead

  36. Bayesian Sequential Experimental Design for Binary Response Data with Application to Electromyographic Experiments

    Article • Bayesian Analysis, June 2014, Institute of Mathematical Statistics

    Paul Fearnhead

  37. Classification of non-stationary time series

    Article • Stat, March 2014, Wiley

    Paul Fearnhead

  38. Sequential Monte Carlo Methods for State and Parameter Estimation in Abruptly Changing Environments

    Article • IEEE Transactions on Signal Processing, March 2014, Institute of Electrical & Electronics Engineers (IEEE)

    Paul Fearnhead

  39. Inference for reaction networks using the linear noise approximation

    Article • Biometrics, January 2014, Wiley

    Paul Fearnhead

  40. Semi-automatic selection of summary statistics for ABC model choice

    Article • Statistical Applications in Genetics and Molecular Biology, January 2014, De Gruyter

    Paul Fearnhead

  41. Particle Learning Approach to Bayesian Model Selection: An Application from Neurology

    Article • November 2013, Springer Science + Business Media

    Paul Fearnhead

  42. C ampylobacter jejuni colonization and population structure in urban populations of ducks and starlings in N ew Z ealand

    Article • MicrobiologyOpen, July 2013, Wiley

    Paul Fearnhead

  43. An Adaptive Sequential Monte Carlo Sampler

    Article • Bayesian Analysis, June 2013, Institute of Mathematical Statistics

    Paul Fearnhead

  44. Optimal Detection of Changepoints With a Linear Computational Cost

    Article • Journal of the American Statistical Association, October 2012, Taylor & Francis

    Paul Fearnhead

  45. Markov Chain Monte Carlo for Exact Inference for Diffusions

    Article • Scandinavian Journal of Statistics, October 2012, Wiley

    Paul Fearnhead

  46. Estimating the Relative Roles of Recombination and Point Mutation in the Generation of Single Locus Variants in Campylobacter jejuni and Campylobacter coli

    Article • Journal of Molecular Evolution, June 2012, Springer Science + Business Media

    Paul Fearnhead

  47. Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), May 2012, Wiley

    Paul Fearnhead

  48. Particle learning methods for state and parameter estimation

    Article • January 2012, the Institution of Engineering and Technology (the IET)

    Paul Fearnhead

  49. Whole-Genome Comparison of Two Campylobacter jejuni Isolates of the Same Sequence Type Reveals Multiple Loci of Different Ancestral Lineage

    Article • PLoS ONE, November 2011, PLOS

    Paul Fearnhead

  50. On Estimating the Ability of NBA Players

    Article • Journal of Quantitative Analysis in Sports, January 2011, De Gruyter

    Paul Fearnhead

  51. Random-weight particle filtering of continuous time processes

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), July 2010, Wiley

    Paul Fearnhead

  52. A sequential smoothing algorithm with linear computational cost

    Article • Biometrika, May 2010, Oxford University Press (OUP)

    Paul Fearnhead

  53. Calculating Strength of Schedule, and Choosing Teams for March Madness

    Article • The American Statistician, May 2010, Taylor & Francis

    Paul Fearnhead

  54. The Random Walk Metropolis: Linking Theory and Practice Through a Case Study

    Article • Statistical Science, May 2010, Institute of Mathematical Statistics

    Paul Fearnhead

  55. Spatio-temporal epidemiology of Campylobacter jejuni enteritis, in an area of Northwest England, 2000–2002

    Article • Epidemiology and Infection, March 2010, Cambridge University Press

    Paul Fearnhead

  56. Efficient Bayesian analysis of multiple changepoint models with dependence across segments

    Article • Statistics and Computing, December 2009, Springer Science + Business Media

    Paul Fearnhead

  57. Bayesian Analysis of Isochores

    Article • Journal of the American Statistical Association, March 2009, Taylor & Francis

    Paul Fearnhead

  58. Editorial: Special issue on adaptive Monte Carlo methods

    Article • Statistics and Computing, November 2008, Springer Science + Business Media

    Paul Fearnhead

  59. Rapid Evolution and the Importance of Recombination to the Gastroenteric Pathogen Campylobacter jejuni

    Article • Molecular Biology and Evolution, November 2008, Oxford University Press (OUP)

    Paul Fearnhead

  60. Tracing the Source of Campylobacteriosis

    Article • PLoS Genetics, September 2008, PLOS

    Paul Fearnhead

  61. Particle filters for partially observed diffusions

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), September 2008, Wiley

    Paul Fearnhead

  62. Computational methods for complex stochastic systems: a review of some alternatives to MCMC

    Article • Statistics and Computing, November 2007, Springer Science + Business Media

    Paul Fearnhead

  63. Filtering Methods for Mixture Models

    Article • Journal of Computational and Graphical Statistics, September 2007, Taylor & Francis

    Paul Fearnhead

  64. On the Choice of Genetic Distance in Spatial-Genetic Studies

    Article • Genetics, September 2007, Oxford University Press (OUP)

    Paul Fearnhead

  65. On-line inference for multiple changepoint problems

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), September 2007, Wiley

    Paul Fearnhead

  66. Postprocessing of Genealogical Trees

    Article • Genetics, September 2007, Oxford University Press (OUP)

    Paul Fearnhead

  67. Genome-wide association study of prostate cancer identifies a second risk locus at 8q24

    Article • Nature Genetics, April 2007, Springer Science + Business Media

    Paul Fearnhead

  68. Correction

    Article • Journal of Computational and Graphical Statistics, March 2007, Taylor & Francis

    Paul Fearnhead

  69. An exact Gibbs sampler for the Markov-modulated Poisson process

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), November 2006, Wiley

    Paul Fearnhead

  70. Perfect Simulation From Nonneutral Population Genetic Models: Variable Population Size and Population Subdivision

    Article • Genetics, November 2006, Oxford University Press (OUP)

    Paul Fearnhead

  71. The stationary distribution of allele frequencies when selection acts at unlinked loci

    Article • Theoretical Population Biology, November 2006, Elsevier

    Paul Fearnhead

  72. SequenceLDhot: detecting recombination hotspots

    Article • Bioinformatics, October 2006, Oxford University Press (OUP)

    Paul Fearnhead

  73. Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), June 2006, Wiley

    Paul Fearnhead

  74. Exact and efficient Bayesian inference for multiple changepoint problems

    Article • Statistics and Computing, June 2006, Springer Science + Business Media

    Paul Fearnhead

  75. A Comparison of Three Estimators of the Population-Scaled Recombination Rate: Accuracy and Robustness

    Article • Genetics, December 2005, Oxford University Press (OUP)

    Paul Fearnhead

  76. Maximum-Likelihood Estimation of Coalescence Times in Genealogical Trees

    Article • Genetics, December 2005, Oxford University Press (OUP)

    Paul Fearnhead

  77. Using Random Quasi-Monte-Carlo Within Particle Filters, With Application to Financial Time Series

    Article • Journal of Computational and Graphical Statistics, December 2005, Taylor & Francis

    Paul Fearnhead

  78. A Novel Method with Improved Power To Detect Recombination Hotspots from Polymorphism Data Reveals Multiple Hotspots in Human Genes

    Article • The American Journal of Human Genetics, November 2005, Elsevier

    Paul Fearnhead

  79. Spatial epidemiology and natural population structure of Campylobacter jejuni colonizing a farmland ecosystem

    Article • Environmental Microbiology, August 2005, Wiley

    Paul Fearnhead

  80. Analysis of Recombination in Campylobacter jejuni from MLST Population Data

    Article • Journal of Molecular Evolution, July 2005, Springer Science + Business Media

    Paul Fearnhead

  81. Exact Bayesian curve fitting and signal segmentation

    Article • IEEE Transactions on Signal Processing, June 2005, Institute of Electrical & Electronics Engineers (IEEE)

    Paul Fearnhead

  82. Direct simulation for discrete mixture distributions

    Article • Statistics and Computing, April 2005, Springer Science + Business Media

    Paul Fearnhead

  83. A Second-Order Approximation to the Log-Likelihood Surface for Mixture Models, With Application to the EM Algorithm

    Article • Journal of Computational and Graphical Statistics, September 2004, Taylor & Francis

    Paul Fearnhead

  84. Application of Coalescent Methods to Reveal Fine-Scale Rate Variation and Recombination Hotspots

    Article • Genetics, August 2004, Oxford University Press (OUP)

    Paul Fearnhead

  85. Exact filtering for partially observed continuous time models

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), August 2004, Wiley

    Paul Fearnhead

  86. Filtering recursions for calculating likelihoods for queues based on inter-departure time data

    Article • Statistics and Computing, August 2004, Springer Science + Business Media

    Paul Fearnhead

  87. Particle filters for mixture models with an unknown number of components

    Article • Statistics and Computing, January 2004, Springer Science + Business Media

    Paul Fearnhead

  88. On-line inference for hidden Markov models via particle filters

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), October 2003, Wiley

    Paul Fearnhead

  89. Consistency of estimators of the population-scaled recombination rate

    Article • Theoretical Population Biology, August 2003, Elsevier

    Paul Fearnhead

  90. Haplotypes: the joint distribution of alleles at linked loci

    Article • Journal of Applied Probability, June 2003, Cambridge University Press

    Paul Fearnhead

  91. Ancestral processes for non-neutral models of complex diseases

    Article • Theoretical Population Biology, March 2003, Elsevier

    Paul Fearnhead

  92. Markov chain Monte Carlo, Sufficient Statistics, and Particle Filters

    Article • Journal of Computational and Graphical Statistics, December 2002, Taylor & Francis

    Paul Fearnhead

  93. Approximate likelihood methods for estimating local recombination rates

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), October 2002, Wiley

    Paul Fearnhead

  94. Discussion on the meeting on 'Statistical modelling and analysis of genetic data'

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), October 2002, Wiley

    Paul Fearnhead

  95. The common ancestor at a nonneutral locus

    Article • Journal of Applied Probability, March 2002, Cambridge University Press

    Paul Fearnhead

  96. Perfect Simulation from Population Genetic Models with Selection

    Article • Theoretical Population Biology, June 2001, Elsevier

    Paul Fearnhead

  97. Improved particle filter for nonlinear problems

    Article • IEE Proceedings - Radar Sonar and Navigation, January 1999, the Institution of Engineering and Technology (the IET)

    Paul Fearnhead

  98. Analysis of changepoint models

    Article • Cambridge University Press

    Paul Fearnhead