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Changepoints and Time Series

  1. Doctoral Thesis
  2. Published

    Multivariate response predictor selection methods: with applications to telecommunications time series data

    Lowther, A., 13/02/2020, Lancaster University. 169 p.

    Research output: ThesisDoctoral Thesis

  3. Published

    Novel methods for anomaly detection

    Fisch, A., 2020, Lancaster University. 293 p.

    Research output: ThesisDoctoral Thesis

  4. Unpublished

    Detecting changepoints in multivariate data

    Ryan, S., 2020, (Unpublished) Lancaster University.

    Research output: ThesisDoctoral Thesis

  5. Published

    Detecting patterns in Time Series Data with applications in Official Statistics

    Norwood, B., 2020, Lancaster University. 241 p.

    Research output: ThesisDoctoral Thesis

  6. Published

    Wavelet methods for locally stationary time series

    McGonigle, E., 2020, Lancaster University. 228 p.

    Research output: ThesisDoctoral Thesis

  7. Published

    Changepoint detection for data intensive settings

    Tickle, S., 2020, Lancaster University. 226 p.

    Research output: ThesisDoctoral Thesis

  8. Published

    Novel methods for distributed acoustic sensing data

    Wilson, R., 2019, Lancaster University. 201 p.

    Research output: ThesisDoctoral Thesis

  9. Published

    Efficient search methods for high dimensional time-series

    Bardwell, L., 2018, Lancaster University. 196 p.

    Research output: ThesisDoctoral Thesis

  10. Published

    Novel methods for the detection and prediction of changepoints

    Chapman, J-L., 2018, Lancaster University. 170 p.

    Research output: ThesisDoctoral Thesis

  11. Journal article
  12. Published

    Automatic Change-Point Detection in Time Series via Deep Learning

    Li, J., Fearnhead, P., Fryzlewicz, P. & Wang, T., 12/04/2024, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 86, 2, p. 273-285 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    Approximating optimal SMC proposal distributions in individual-based epidemic models

    Rimella, L., Jewell, C. & Fearnhead, P., 31/03/2024, In: Statistica Sinica. 34, Online Special Issue 1, 38 p., 6.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models

    Ward, K., Romano, G., Eckley, I. & Fearnhead, P., 19/03/2024, In: Statistics and Computing. 34, 3, 99.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. E-pub ahead of print

    Indirect estimation of the monthly transport turnover indicator in Italy

    Guardabascio, B., Moauro, F. & Mosley, L., 19/03/2024, (E-pub ahead of print) In: Empirical Economics.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    A Log-Linear Non-Parametric Online Changepoint Detection Algorithm based on Functional Pruning

    Romano, G., Eckley, I. & Fearnhead, P., 31/01/2024, In: IEEE Transactions on Signal Processing. 72, p. 594 - 606 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    The sparse dynamic factor model: a regularised quasi-maximum likelihood approach

    Mosley, L., Chan, T-S. & Gibberd, A., 22/01/2024, In: Statistics and Computing. 34, 68.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Forthcoming

    anomaly: Detection of Anomalous Structure in Time Series Data

    Fisch, A., Grose, D., Eckley, I. A., Fearnhead, P. & Bardwell, L., 21/12/2023, (Accepted/In press) In: Journal of Statistical Software.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Inference on extended-spectrum beta-lactamase Escherichia coli and Klebsiella pneumoniae data through SMC2

    Rimella, L., Alderton, S., Sammarro, M., Rowlingson, B., Cocker, D., Feasey, N., Fearnhead, P. & Jewell, C., 30/11/2023, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 72, 5, p. 1435–1451

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Searching for long faint astronomical high energy transients: a data driven approach

    Crupi, R., Dilillo, G., Bissaldi, E., Ward, K., Fiore, F. & Vacchi, A., 22/11/2023, In: Experimental Astronomy. 56, p. 421-476 56 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Forthcoming

    PDMP Monte Carlo methods for piecewise-smooth densities

    Chevallier, A., Power, S., Wang, A. Q. & Fearnhead, P., 9/11/2023, (Accepted/In press) In: Advances in Applied Probability.

    Research output: Contribution to Journal/MagazineJournal article

  22. Published

    Semiparametric detection of changepoints in location, scale, and copula

    Agarwal, G., Eckley, I. A. & Fearnhead, P., 31/10/2023, In: Statistical Analysis and Data Mining: The ASA Data Science Journal. 16, 5, p. 456-473 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Forthcoming

    cpop: Detecting changes in piecewise-linear signals

    Grose, D. & Fearnhead, P., 6/10/2023, (Accepted/In press) In: Journal of Statistical Software.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Concave-Convex PDMP-based sampling

    Sutton, M. & Fearnhead, P., 2/10/2023, In: Journal of Computational and Graphical Statistics. 32, 4, 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. E-pub ahead of print

    Poisson-FOCuS: An Efficient Online Method for Detecting Count Bursts with Application to Gamma Ray Burst Detection

    Ward, K., Dilillo, G., Eckley, I. & Fearnhead, P., 6/09/2023, (E-pub ahead of print) In: Journal of the American Statistical Association. 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  26. E-pub ahead of print

    Characterising the ice sheet surface in North East Greenland using Sentinel-1 SAR data

    Shu, Q., Killick, R., Leeson, A., Nemeth, C., Fettweis, X., Hogg, A. & Leslie, D., 31/08/2023, (E-pub ahead of print) In: Journal of Glaciology. 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  27. Published

    Reversible Jump PDMP Samplers for Variable Selection

    Chevallier, A., Fearnhead, P. & Sutton, M., 31/07/2023, In: Journal of the American Statistical Association. 118, 544, p. 2915-2927

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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