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Changepoints and Time Series

  1. 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

  2. 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

  3. Published

    Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes

    Chevallier, A., Cazals, F. & Fearnhead, P., 28/03/2022, In: Proceedings of Machine Learning Research. 151, p. 10146-10160 15 p.

    Research output: Contribution to Journal/MagazineConference articlepeer-review

  4. Forthcoming

    High-dimensional time series segmentation via factor-adjusted vector autoregressive modelling

    Cho, H., Maeng, H., Eckley, I. A. & Fearnhead, P., 14/07/2023, (Accepted/In press) In: Journal of the American Statistical Association. p. 1-13 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Hedging parameter selection for basis pursuit

    Chretien, S., Gibberd, A. & Roy, S., 4/05/2018, In: arXiv. 12 p.

    Research output: Contribution to Journal/MagazineJournal article

  6. 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

  7. Published

    Using Graph Partitioning for Scalable Distributed Quantum Molecular Dynamics

    Djidjev, H. N., Hahn, G., Mniszewski, S. M., Negre, C. F. A., Niklasson, A. M. N. & Sardeshmukh, V. B., 26/06/2019, In: arxiv.org.

    Research output: Contribution to Journal/MagazineJournal article

  8. Published

    Using graph partitioning for scalable distributed quantum molecular dynamics

    Djidjev, H. N., Hahn, G., Mniszewski, S. M., Negre, C. F. A. & Niklasson, A. M. N., 7/09/2019, In: Numerical Algorithms. 12, 9, 19 p., 187.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models∗

    Douc, R., Fokianos, K. & Moulines, E., 2017, In: Electronic Journal of Statistics. 11, 2, p. 2707-2740 34 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Mixtures of Nonlinear Poisson Autoregressions

    Doukhan, P., Fokianos, K. & Rynkiewicz, J., 2018.

    Research output: Working paper

  11. Published

    Smoothing and Interpolating Noisy GPS Data with Smoothing Splines

    Early, J. J. & Sykulski, A. M., 31/03/2020, In: Journal of Atmospheric and Oceanic Technology. 37, 3, p. 449-465 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    An Updated Literature Review of Distance Correlation and Its Applications to Time Series

    Edelmann, D., Fokianos, K. & Pitsillou, M., 1/08/2019, In: International Statistical Review. 87, 2, p. 237-262 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    On the identification and mitigation of weaknesses in the Knowledge Gradient policy for multi-armed bandits

    Edwards, J., Fearnhead, P. & Glazebrook, K. D., 04/2017, In: Probability in the Engineering and Informational Sciences. 31, 2, p. 239-263 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    A Dataset of Hourly Sea Surface Temperature From Drifting Buoys

    Elipot, S., Sykulski, A., Lumpkin, R., Centurioni, L. & Pazos, M., 20/01/2022, In: arXiv.

    Research output: Contribution to Journal/MagazineJournal article

  15. Unpublished
  16. Published

    Automatic Generalised Seizure Detection in Clinical Electroencephalography Records

    Elliott, D., 2021, Lancaster University. 324 p.

    Research output: ThesisDoctoral Thesis

  17. Published

    Changepoint Detection in the Presence of Outliers

    Fearnhead, P. & Rigaill, G., 1/04/2019, In: Journal of the American Statistical Association. 114, 525, p. 169-183 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

    Fearnhead, P. N., Bierkens, J., Pollock, M. & Roberts, G., 13/08/2018, In: Statistical Science. 33, 3, p. 386-412 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Detecting changes in slope with an L0 penalty

    Fearnhead, P., Maidstone, R. & Letchford, A., 1/06/2019, In: Journal of Computational and Graphical Statistics. 28, 2, p. 265-275 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Asymptotics of ABC

    Fearnhead, P., 2018, Handbook of Approximate Bayesian Computation . Sisson, S., Fan, Y. & Beaumont, M. (eds.). CRC Press, p. 269-288 20 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)peer-review

  21. Published

    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/MagazineJournal articlepeer-review

  22. Published

    Relating and Comparing Methods for Detecting Changes in Mean

    Fearnhead, P. & Rigaill, G., 1/12/2020, In: Stat. 9, 1, 11 p., e291.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    Detecting A Single Change-point

    Fearnhead, P. & Fryzlewicz, P., 13/10/2022, Arxiv.

    Research output: Working paperPreprint

  24. Published
  25. Published

    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/MagazineJournal article

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