Paul Fearnhead

According to our database, Paul Fearnhead authored at least 47 papers between 2004 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Improving power by conditioning on less in post-selection inference for changepoints.

Rachel Carrington, Paul Fearnhead

Stat. Comput., February, 2025

2024

A communication-efficient, online changepoint detection method for monitoring distributed sensor networks.

Ziyang Yang, Idris A. Eckley, Paul Fearnhead

Stat. Comput., June, 2024

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

Kes Ward, Gaetano Romano, Idris A. Eckley, Paul Fearnhead

Stat. Comput., June, 2024

A Log-Linear Nonparametric Online Changepoint Detection Algorithm Based on Functional Pruning.

Gaetano Romano, Idris A. Eckley, Paul Fearnhead

IEEE Trans. Signal Process., 2024

anomaly: Detection of Anomalous Structure in Time Series Data.

Alexander Tristan Maximilian Fisch, Daniel Grose, Idris A. Eckley, Paul Fearnhead, Lawrence Bardwell

J. Stat. Softw., 2024

cpop: Detecting Changes in Piecewise-Linear Signals.

Paul Fearnhead, Daniel Grose

J. Stat. Softw., 2024

Scalable Monte Carlo for Bayesian Learning.

Paul Fearnhead, Christopher Nemeth, Chris J. Oates, Chris Sherlock

CoRR, 2024

Stochastic Gradient Piecewise Deterministic Monte Carlo Samplers.

Paul Fearnhead, Sebastiano Grazzi, Christopher Nemeth, Gareth O. Roberts

CoRR, 2024

Diffusion Generative Modelling for Divide-and-Conquer MCMC.

C. Trojan, Paul Fearnhead, Christopher Nemeth

CoRR, 2024

2023

Semiparametric detection of changepoints in location, scale, and copula.

Gaurav Agarwal, Idris A. Eckley, Paul Fearnhead

Stat. Anal. Data Min., October, 2023

gfpop: An <i>R</i> Package for Univariate Graph-Constrained Change-Point Detection.

Vincent Runge, Toby Dylan Hocking, Gaetano Romano, Fatemeh Afghah, Paul Fearnhead, Guillem Rigaill

J. Stat. Softw., 2023

Fast Online Changepoint Detection via Functional Pruning CUSUM Statistics.

Gaetano Romano, Idris A. Eckley, Paul Fearnhead, Guillem Rigaill

J. Mach. Learn. Res., 2023

Concave-Convex PDMP-based Sampling.

Matthew Sutton, Paul Fearnhead

J. Comput. Graph. Stat., 2023

Online non-parametric changepoint detection with application to monitoring operational performance of network devices.

Edward Austin, Gaetano Romano, Idris A. Eckley, Paul Fearnhead

Comput. Stat. Data Anal., 2023

Preferential Subsampling for Stochastic Gradient Langevin Dynamics.

Srshti Putcha, Christopher Nemeth, Paul Fearnhead

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2023

2022

Subset Multivariate Collective and Point Anomaly Detection.

Alexander Tristan Maximilian Fisch, Idris A. Eckley, Paul Fearnhead

J. Comput. Graph. Stat., January, 2022

Innovative and Additive Outlier Robust Kalman Filtering With a Robust Particle Filter.

Alexander Tristan Maximilian Fisch, Idris A. Eckley, Paul Fearnhead

IEEE Trans. Signal Process., 2022

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

Alexander Tristan Maximilian Fisch, Idris A. Eckley, Paul Fearnhead

Stat. Anal. Data Min., 2022

Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes.

Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn

Stat. Comput., 2022

Generalized Functional Pruning Optimal Partitioning (GFPOP) for Constrained Changepoint Detection in Genomic Data.

Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead, Guillaume Bourque

J. Stat. Softw., 2022

Automatic Change-Point Detection in Time Series via Deep Learning.

Jie Li, Paul Fearnhead, Piotr Fryzlewicz, Tengyao Wang

CoRR, 2022

Continuously Tempered PDMP samplers.

Matthew Sutton, Robert Salomone, Augustin Chevallier, Paul Fearnhead

Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

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

Augustin Chevallier, Frédéric Cazals, Paul Fearnhead

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2022

2020

Semi-automated simultaneous predictor selection for regression-SARIMA models.

Aaron P. Lowther, Paul Fearnhead, Matthew A. Nunes, Kjeld Jensen

Stat. Comput., 2020

BayesProject: Fast computation of a projection direction for multivariate changepoint detection.

Georg Hahn, Paul Fearnhead, Idris A. Eckley

Stat. Comput., 2020

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

Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead, Guillaume Bourque

J. Mach. Learn. Res., 2020

Motor unit number estimation via sequential Monte Carlo.

Simon A. C. Taylor, Chris Sherlock, Gareth Ridall, Paul Fearnhead

Comput. Stat. Data Anal., 2020

2019

Most Recent Changepoint Detection in Panel Data.

Lawrence Bardwell, Paul Fearnhead, Idris A. Eckley, Simon Smith, Martin Spott

Technometrics, 2019

Control variates for stochastic gradient MCMC.

Jack Baker, Paul Fearnhead, Emily B. Fox, Christopher Nemeth

Stat. Comput., 2019

Stochastic Gradient MCMC for Nonlinear State Space Models.

Christopher Aicher, Srshti Putcha, Christopher Nemeth, Paul Fearnhead, Emily B. Fox

CoRR, 2019

2018

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

Alexander Tristan Maximilian Fisch, Idris Arthur Eckley, Paul Fearnhead

CoRR, 2018

Large-Scale Stochastic Sampling from the Probability Simplex.

Jack Baker, Paul Fearnhead, Emily B. Fox, Christopher Nemeth

Proceedings of the Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, 2018

2017

On optimal multiple changepoint algorithms for large data.

Robert Maidstone, Toby Hocking, Guillem Rigaill, Paul Fearnhead

Stat. Comput., 2017

A computationally efficient nonparametric approach for changepoint detection.

Kaylea Haynes, Paul Fearnhead, Idris A. Eckley

Stat. Comput., 2017

2016

Augmentation schemes for particle MCMC.

Paul Fearnhead, Loukia Meligkotsidou

Stat. Comput., 2016

On the Identification and Mitigation of Weaknesses in the Knowledge Gradient Policy for Multi-Armed Bandits.

James Edwards, Paul Fearnhead, Kevin D. Glazebrook

CoRR, 2016

2014

Sequential Monte Carlo Methods for State and Parameter Estimation in Abruptly Changing Environments.

Christopher Nemeth, Paul Fearnhead, Lyudmila Mihaylova

IEEE Trans. Signal Process., 2014

2012

Bearings-only tracking with particle filtering for joint parameter learning and state estimation.

Christopher Nemeth, Paul Fearnhead, Lyudmila Mihaylova, Dave Vorley

Proceedings of the 15th International Conference on Information Fusion, 2012

2011

Efficient Bayesian analysis of multiple changepoint models with dependence across segments.

Paul Fearnhead, Zhen Liu

Stat. Comput., 2011

2008

Editorial: Special issue on adaptive Monte Carlo methods.

Paul Fearnhead

Stat. Comput., 2008

Computational methods for complex stochastic systems: a review of some alternatives to MCMC.

Paul Fearnhead

Stat. Comput., 2008

2006

Exact and efficient Bayesian inference for multiple changepoint problems.

Paul Fearnhead

Stat. Comput., 2006

SequenceLDhot: detecting recombination hotspots.

Paul Fearnhead

Bioinform., 2006

2005

Exact Bayesian curve fitting and signal segmentation.

Paul Fearnhead

IEEE Trans. Signal Process., 2005

Direct simulation for discrete mixture distributions.

Paul Fearnhead

Stat. Comput., 2005

2004

Filtering recursions for calculating likelihoods for queues based on inter-departure time data.

Paul Fearnhead

Stat. Comput., 2004

Particle filters for mixture models with an unknown number of components.

Paul Fearnhead

Stat. Comput., 2004