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Publications & Outputs

  1. Reversible Jump PDMP Samplers for Variable Selection

    Chevallier, A., Fearnhead, P. & Sutton, M., 11/07/2022, (E-pub ahead of print) In: Journal of the American Statistical Association.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. A Comparison of Single and Multiple Changepoint Techniques for Time Series Data

    Shi, X., Gallagher, C., Lund, R. & Killick, R., 30/06/2022, In: Computational Statistics and Data Analysis. 170, 19 p., 107433.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. PDMP Monte Carlo methods for piecewise-smooth densities

    Chevallier, A., Power, S., Wang, A. Q. & Fearnhead, P., 10/11/2021, In: arxiv.org.

    Research output: Contribution to Journal/MagazineJournal article

  4. Fast Online Changepoint Detection via Functional Pruning CUSUM statistics

    Romano, G., Eckley, I., Fearnhead, P. & Rigaill, G., 15/10/2021, In: arxiv.org.

    Research output: Contribution to Journal/MagazineJournal article

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

    Romano, G., Rigaill, G., Runge, V. & Fearnhead, P., 18/05/2021, (E-pub ahead of print) In: Journal of the American Statistical Association.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Quasi-stationary Monte Carlo and the ScaLE Algorithm

    Pollock, M., Fearnhead, P., Johansen, A. M. & Roberts, G. O., 1/12/2020, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 82, 5, p. 1167-1221 55 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Motor unit number estimation via sequential Monte Carlo

    Taylor, S., Sherlock, C., Ridall, G. & Fearnhead, P., 1/04/2020, In: Computational Statistics and Data Analysis. 144, 16 p., 106845.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Constrained Dynamic Programming and Supervised Penalty Learning Algorithms for Peak Detection in Genomic Data

    Hocking, T. D., Rigaill, G., Fearnhead, P. & Bourque, G., 31/03/2020, In: Journal of Machine Learning Research. 21, p. 1-40 40 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Pseudo-extended Markov chain Monte Carlo

    Nemeth, C., Lindsten, F., Filippone, M. & Hensman, J., 8/12/2019, p. 1-11. 11 p.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paperpeer-review

  10. 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/MagazineJournal articlepeer-review

  11. Evaluation of extremal properties of GARCH(p,q) processes

    Laurini, F., Fearnhead, P. & Tawn, J. A., 19/08/2019, In: arxiv.org.

    Research output: Contribution to Journal/MagazineJournal article

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