Results for stat.AP

Publications & Outputs

1. Good Practices and Common Pitfalls in Climate Time Series Changepoint Techniques: A Review

   Lund, R., Beaulieu, C., Killick, R., Lu, Q. & Shi, X., 31/12/2023, In: Journal of Climate. 36, 23, p. 8041-8057 17 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic

   Killick, R., Knight, M. I., Nason, G. P., Nunes, M. A. & Eckley, I. A., 14/03/2023.

   Research output: Working paper › Preprint

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

   Romano, G., Rigaill, G., Runge, V. & Fearnhead, P., 31/12/2022, In: Journal of the American Statistical Association. 117, 540, p. 2147-2162

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

4. A multivariate pseudo-likelihood approach to estimating directional ocean wave models

   Grainger, J. P., Sykulski, A. M., Ewans, K., Hansen, H. F. & Jonathan, P., 8/02/2022, In: arXiv.

   Research output: Contribution to Journal/Magazine › Journal article

5. Multivariate sensitivity analysis for a large-scale climate impact and adaptation model

   Oyebamiji, O., Nemeth, C., Harrison, P., Dunford, R. & Cojocaru, G., 24/01/2022, Arxiv.

   Research output: Working paper › Preprint

6. A Probabilistic Assessment of the COVID-19 Lockdown on Air Quality in the UK

   Pinder, T., Hollaway, M., Nemeth, C., Young, P. J. & Leslie, D., 22/04/2021, In: arxiv.org.

   Research output: Contribution to Journal/Magazine › Journal article

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

   Baker, J., Fearnhead, P., Fox, E. B. & Nemeth, C. J., 31/10/2019, In: Journal of Statistical Software. 91, 3, p. 1-27 27 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

8. Efficient Parameter Estimation of Sampled Random Fields

   Guillaumin, A. P., Sykulski, A. M., Olhede, S. C. & Simons, F. J., 4/07/2019, In: arXiv. 35 p.

   Research output: Contribution to Journal/Magazine › Journal article

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

   Fisch, A. T. M., Eckley, I. A. & Fearnhead, P., 7/06/2018, In: arXiv.

   Research output: Contribution to Journal/Magazine › Journal article

10. Particle Filters and Data Assimilation

    Fearnhead, P. & Künsch, H., 03/2018, In: Annual Review of Statistics and Its Application. 5, p. 421-449 29 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

11. Bayesian detection of abnormal segments in multiple time series

    Bardwell, L. & Fearnhead, P., 01/2017, In: Bayesian Analysis. 12, 1, p. 193-218 26 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

More results »