Changepoints and Time Series

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Mathematics and Statistics

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Published
CatReg: Solution Paths for Linear and Logistic Regression Models with SCOPE Penalty
Benjamin Stokell, Rajen Shah & Grose, D., 14/03/2020
Research output: Exhibits, objects and web-based outputs › Software
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/Magazine › Journal article › peer-review
Published
Stochastic Gradient MCMC for Nonlinear State Space Models
Aicher, C., Putcha, S., Nemeth, C., Fearnhead, P. & Fox, E. B., 29/01/2019, In: arXiv.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Forthcoming
Stochastic Gradient MCMC for Nonlinear State Space Models
Aicher, C., Putcha, S., Nemeth, C., Fearnhead, P. & Fox, E. B., 8/06/2023, (Accepted/In press) In: Bayesian Analysis.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Online non-parametric changepoint detection with application to monitoring operational performance of network devices
Austin, E., Romano, G., Eckley, I. & Fearnhead, P., 31/01/2023, In: Computational Statistics and Data Analysis. 177, 13 p., 107551.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Control variates for stochastic gradient MCMC
Baker, J., Fearnhead, P., Fox, E. B. & Nemeth, C., 1/05/2019, In: Statistics and Computing. 29, 3, p. 599-615 17 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
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
Published
Large-Scale Stochastic Sampling from the Probability Simplex
Baker, J., Fearnhead, P., Fox, E. B. & Nemeth, C., 3/12/2018, p. 6722-6732 . 11 p.
Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review
Published
Editorial for the special issue in honour of Paul Doukhan
Bardet, J-M., Fokianos, K. & Neumann, M. H., 2017, In: Statistics:A Journal of Theoretical and Applied Statistics. 51, 1, p. 1-2 2 p.
Research output: Contribution to Journal/Magazine › Editorial
Published
Special Issue in Honour of Paul Doukhan: Selected Papers from the Conference on the Occasion of Paul Doukhan’s 60th Birthday: Dependence, Limit Theorems and Applications’
Bardet, J-M. (ed.), Fokianos, K. (ed.) & Neumann, M. H. (ed.), 2017, In: Statistics:A Journal of Theoretical and Applied Statistics. 51, 1, p. 1-234 234 p.
Research output: Contribution to Journal/Magazine › Special issue › peer-review
Published
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
Published
Efficient search methods for high dimensional time-series
Bardwell, L., 2018, Lancaster University. 196 p.
Research output: Thesis › Doctoral Thesis
Published
Most recent changepoint detection in Panel data
Bardwell, L., Fearnhead, P. N., Eckley, I. A., Smith, S. & Spott, M., 2/01/2019, In: Technometrics. 61, 1, p. 88-98 11 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Considering long-memory when testing for changepoints in surface temperature: a classification approach based on the time-varying spectrum
Beaulieu, C., Killick, R. C., Ireland, D. & Norwood, B., 1/02/2020, In: Environmetrics. 31, 1, 14 p., e2568.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
Bierkens, J., Fearnhead, P. & Roberts, G., 13/02/2019, In: Annals of Statistics. 47, 3, p. 1288-1320 33 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
Bierkens, J., Bouchard-Côté, A., Doucet, A., Duncan, A. B., Fearnhead, P., Lienart, T., Roberts, G. & Vollmer, S. J., 1/05/2018, In: Statistics and Probability Letters. 136, p. 148-154 7 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Ice front change of marine-terminating outlet glaciers in northwest and southeast Greenland during the 21st Century
Bunce, C., Carr, J. R., Nienow, P., Ross, N. & Killick, R. C., 08/2018, In: Journal of Glaciology. 64, 246, p. 523-535 13 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Exceptional retreat of Novaya Zemlya's marine-terminating outlet glaciers between 2000 and 2013
Carr, J. R., Bell, H., Killick, R. C. & Holt, T., 8/09/2017, In: Cryosphere. 11, 5, p. 2149-2174 26 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Improving Power by Conditioning on Less in Post-selection Inference for Changepoints
Carrington, R. & Fearnhead, P., 13/01/2023, Arxiv.
Research output: Working paper › Preprint
Published
Changes in microbial utilization and fate of soil carbon following the addition of different fractions of anaerobic digestate to soils
Cattin, M., Semple, K., Stutter, M., Romano, G., Lag Brotons, A., Parry, C. & Surridge, B., 30/11/2021, In: European Journal of Soil Science. 72, 6, p. 2398-2413 16 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Simulation-based hypothesis testing of high dimensional means under covariance heterogeneity
Chang, J., Zheng, C., Zhou, W-X. & Zhou, W., 12/2017, In: Biometrics. 73, 4, p. 1300-1310 11 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
A nonparametric approach to detecting changes in variance in locally stationary time series
Chapman, J-L., Eckley, I. & Killick, R., 1/02/2020, In: Environmetrics. 31, 1, 12 p., e2576.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Novel methods for the detection and prediction of changepoints
Chapman, J-L., 2018, Lancaster University. 170 p.
Research output: Thesis › Doctoral Thesis
Published
An assessment of practitioners approaches to forecasting in the presence of changepoints
Chapman, J-L. & Killick, R., 1/12/2020, In: Quality and Reliability Engineering International. 36, 8, p. 2676-2687 12 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Finding Maximum Cliques on a Quantum Annealer
Chapuis, G., Djidjev, H., Hahn, G. & Rizk, G., 15/05/2017, CF'17 Proceedings of the Computing Frontiers Conference. New York: Association for Computing Machinery, Inc, p. 63-70 8 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
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/Magazine › Journal article › peer-review
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/Magazine › Journal article
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/Magazine › Conference article › peer-review
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/Magazine › Journal article › peer-review
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/Magazine › Journal article
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/Magazine › Journal article › peer-review
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/Magazine › Journal article
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/Magazine › Journal article › peer-review
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/Magazine › Journal article › peer-review
Published
Mixtures of Nonlinear Poisson Autoregressions
Doukhan, P., Fokianos, K. & Rynkiewicz, J., 2018.
Research output: Working paper
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/Magazine › Journal article › peer-review
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/Magazine › Journal article › peer-review
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/Magazine › Journal article › peer-review
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/Magazine › Journal article
Unpublished
Supplementary Information: Automatic Generalised Seizure Detection in Clinical Electroencephalography Records
Elliott, D., 2021, (Unpublished).
Research output: Working paper
Published
Automatic Generalised Seizure Detection in Clinical Electroencephalography Records
Elliott, D., 2021, Lancaster University. 324 p.
Research output: Thesis › Doctoral Thesis
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/Magazine › Journal article › peer-review
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/Magazine › Journal article › peer-review
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/Magazine › Journal article › peer-review
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/ISSN › Chapter (peer-reviewed) › peer-review
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/Magazine › Journal article › peer-review
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/Magazine › Journal article › peer-review
Published
Detecting A Single Change-point
Fearnhead, P. & Fryzlewicz, P., 13/10/2022, Arxiv.
Research output: Working paper › Preprint
Published
A linear time method for the detection of point and collective anomalies
Fisch, A., Eckley, I. A. & Fearnhead, P. N., 5/06/2018, Arxiv, p. 1-40, 40 p.
Research output: Working paper
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/Magazine › Journal article

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Changepoints and Time Series

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