Paul Fearnhead

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MCMC for State–Space Models

Paul Fearnhead, P. Fearnhead, 2011 .

Particle filters for mixture models with an unknown number of components

Paul Fearnhead, P. Fearnhead, 2004, Stat. Comput..

Exact Bayesian curve fitting and signal segmentation

Paul Fearnhead, P. Fearnhead, 2005, IEEE Transactions on Signal Processing.

Efficient Bayesian analysis of multiple changepoint models with dependence across segments

Zhen Liu, Paul Fearnhead, P. Fearnhead, 2009, Stat. Comput..

Particle Filters and Data Assimilation

Paul Fearnhead, Hans Kunsch, P. Fearnhead, 2017, 1709.04196.

Observed diffusion processes (with discussion).

Paul Fearnhead, Alexandros Beskos, Gareth O. Roberts, 2006 .

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

Paul Fearnhead, Kevin D. Glazebrook, James Edwards, 2016, ArXiv.

Constructing Summary Statistics for Approximate Bayesian Computation: Semi-automatic ABC

Paul Fearnhead, Dennis Prangle, P. Fearnhead, 2010, 1004.1112.

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

Paul Fearnhead, Guillem Rigaill, Gaetano Romano, 2020, Journal of the American Statistical Association.

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

Paul Fearnhead, P. Fearnhead, 2008, Stat. Comput..

Changepoint Detection in the Presence of Outliers

Paul Fearnhead, Guillem Rigaill, P. Fearnhead, 2016, Journal of the American Statistical Association.

Ecient Analysis of Complex Changepoint Models

Adam N. Letchford, Paul Fearnhead, Robert Maidstone, 2012 .

Control variates for stochastic gradient MCMC

Christopher Nemeth, Paul Fearnhead, Emily B. Fox, 2017, Statistics and Computing.

Scalable changepoint and anomaly detection in cross-correlated data with an application to condition monitoring

Paul Fearnhead, Idris A. Eckley, Martin Tveten, 2020 .

Calculating Strength of Schedule, and Choosing Teams for March Madness

Paul Fearnhead, Benjamin M. Taylor, 2010 .

R code from "Most recent changepoint detection in Panel data"

Paul Fearnhead, Lawrence Bardwell, Idris A. Eckley, 2018 .

Fast nonconvex deconvolution of calcium imaging data.

Paul Fearnhead, Daniela M Witten, Toby Dylan Hocking, 2018, Biostatistics.

Constructing summary statistics for approximate Bayesian computation: semi‐automatic approximate Bayesian computation

Paul Fearnhead, Dennis Prangle, P. Fearnhead, 2012 .

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

Paul Fearnhead, Alexander T. M. Fisch, Alexander Tristan Maximilian Fisch, 2018, ArXiv.

Detecting Changes in Autocorrelated and Fluctuating Signals [R package DeCAFS version 3.1.5]

Paul Fearnhead, Gaetano Romano, Vincent Runge, 2020 .

Markov Chain Monte Carlo for Exact Inference for Diffusions

Paul Fearnhead, Gareth O. Roberts, Omiros Papaspiliopoulos, 2011, 1102.5541.

Bioinformatics Original Paper Sequenceldhot: Detecting Recombination Hotspots

Paul Fearnhead, P. Fearnhead, 2022 .

Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

Paul Fearnhead, Joris Bierkens, Murray Pollock, 2016, Statistical Science.

Most Recent Changepoint Detection in Panel Data

Martin Spott, Paul Fearnhead, Idris A. Eckley, 2019, Technometrics.

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

Christopher Nemeth, Lyudmila Mihaylova, Paul Fearnhead, 2014, IEEE Transactions on Signal Processing.

Motor unit number estimation via sequential Monte Carlo

Paul Fearnhead, Simon Taylor, Chris Sherlock, 2018, Comput. Stat. Data Anal..

Classification of non‐stationary time series

Paul Fearnhead, Idris A. Eckley, Karolina Krzemieniewska, 2014 .

Convergence/validation of ABC

Paul Fearnhead, 2017 .

Reversible Jump PDMP Samplers for Variable Selection

Paul Fearnhead, Augustin Chevallier, Matthew Sutton, 2020 .

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

Christopher Nemeth, Lyudmila Mihaylova, Paul Fearnhead, 2012, 2012 15th International Conference on Information Fusion.

Relating and comparing methods for detecting changes in mean

Paul Fearnhead, Guillem Rigaill, P. Fearnhead, 2020, Stat.

Direct simulation for discrete mixture distributions

Paul Fearnhead, 2005, Stat. Comput..

Augmentation schemes for particle MCMC

Loukia Meligkotsidou, Paul Fearnhead, P. Fearnhead, 2014, Stat. Comput..

Reparameterisations for Particle MCMC

Paul Fearnhead, 2014 .

Semi-automated simultaneous predictor selection for regression-SARIMA models

Paul Fearnhead, Kjeld Jensen, Matthew Nunes, 2020, Statistics and Computing.

Exact and efficient Bayesian inference for multiple changepoint problems

Paul Fearnhead, P. Fearnhead, 2006, Stat. Comput..

Quasi‐stationary Monte Carlo and the ScaLE algorithm

Paul Fearnhead, Adam M. Johansen, Gareth O. Roberts, 2016, Journal of the Royal Statistical Society: Series B (Statistical Methodology).

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

Paul Fearnhead, P. Fearnhead, 2004, Stat. Comput..

Semi-automatic selection of summary statistics for ABC model choice

Paul Fearnhead, Dennis Prangle, Patrick J Biggs, 2013, Statistical applications in genetics and molecular biology.

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

Paul Fearnhead, Georg Hahn, Idris A. Eckley, 2020, Statistics and Computing.

Editorial: Special issue on adaptive Monte Carlo methods

Paul Fearnhead, 2008, Stat. Comput..

Behaviour of ABC for Big Data

Paul Fearnhead, Wentao Li, 2015 .

Random-weight particle filtering of continuous time

Andrew M. Stuart, Paul Fearnhead, Gareth O. Roberts, 2010 .

On optimal multiple changepoint algorithms for large data

Paul Fearnhead, Toby Hocking, Robert Maidstone, 2014, Statistics and Computing.

sgmcmc: An R Package for Stochastic Gradient Markov Chain Monte Carlo

Christopher Nemeth, Paul Fearnhead, Emily B. Fox, 2017, Journal of Statistical Software.

Bayes Linear Methods for Large-Scale Network Search

Paul Fearnhead, Nedialko B. Dimitrov, Lisa Turner, 2016, 1608.00794.

anomaly: Detection of Anomalous Structure in Time Series Data

Paul Fearnhead, Idris A. Eckley, Daniel Grose, 2020, 2010.09353.

Stochastic Gradient Markov Chain Monte Carlo

Christopher Nemeth, Paul Fearnhead, P. Fearnhead, 2019, Journal of the American Statistical Association.

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

Paul Fearnhead, Guillaume Bourque, Toby Dylan Hocking, 2020, J. Mach. Learn. Res..

A computationally efficient nonparametric approach for changepoint detection

Paul Fearnhead, Idris A. Eckley, Kaylea Haynes, 2016, Statistics and Computing.

Particle learning approach to Bayesian model selection:an application from neurology

Paul Fearnhead, Simon Taylor, Chris Sherlock, 2014 .

Continious-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error

Paul Fearnhead, Gareth O. Roberts, Giorgos Sermaidis, 2017, 1712.06201.

Semi-automatic Approximate Bayesian Computation

Paul Fearnhead, Dennis Prangle, P. Fearnhead, 2010 .

Stochastic Gradient MCMC for Nonlinear State Space Models pdf

Christopher Nemeth, Paul Fearnhead, Emily B. Fox, 2019, Bayesian Analysis.

Bayesian Sequential Experimental Design for Binary Response Data with Application to Electromyographic Experiments

Paul Fearnhead, Joleen H. Blok, Nammam Ali Azadi, 2014 .

Changepoints for a Range Of PenaltieS using the changepoint R package

Paul Fearnhead, Idris A. Eckley, Kaylea Haynes, 2015 .

An Adaptive Sequential Monte Carlo Sampler

Paul Fearnhead, Benjamin M. Taylor, P. Fearnhead, 2010, 1005.1193.

Large-Scale Stochastic Sampling from the Probability Simplex pdf

Christopher Nemeth, Paul Fearnhead, Emily B. Fox, 2018, NeurIPS.

Subset Multivariate Collective and Point Anomaly Detection

Paul Fearnhead, Idris A. Eckley, Alexander T. M. Fisch, 2019, J. Comput. Graph. Stat..

PDMP Monte Carlo methods for piecewise-smooth densities

Paul Fearnhead, Augustin Chevallier, Sam Power, 2021 .

crops: Changepoints for a Range of Penalties (CROPS):Implements the Changepoints for a Range of Penalties (CROPS) algorithm of Haynes et al. (2014) for finding all of the optimal segmentations for multiple penalty values over a continuous range.

Paul Fearnhead, Daniel Grose, 2021 .

Concave-Convex PDMP-based sampling

Paul Fearnhead, Matthew Sutton, P. Fearnhead, 2021, Journal of Computational and Graphical Statistics.

Fast Online Changepoint Detection via Functional Pruning CUSUM statistics

Paul Fearnhead, Guillem Rigaill, Gaetano Romano, 2021 .

Collective anomaly detection in High-dimensional VAR Models

Paul Fearnhead, Hyeyoung Maeng, Idris Eckley, 2021 .

Convergence of regression‐adjusted approximate Bayesian computation

Paul Fearnhead, P. Fearnhead, Wentao Li, 2016, 1609.07135.

The stationary distribution of allele frequencies when selection acts at unlinked loci.

Paul Fearnhead, P. Fearnhead, 2006, Theoretical population biology.

Bearings-Only Tracking with Joint Parameter Learning and State Estimation

Paul Fearnhead, Christopher Nemeth, P. Fearnhead, 2012 .

gfpop: an R Package for Univariate Graph-Constrained Change-point Detection

Fatemeh Afghah, Paul Fearnhead, Toby Dylan Hocking, 2020 .

Genome-wide association study of prostate cancer identifies a second risk locus at 8q24. Yeager M, Orr N, Hayes RB, Jacobs KB, Kraft

Paul Fearnhead, Brian Staats, Stephen J. Chanock, 2007 .

Bayesian Analysis of Isochores

Paul Fearnhead, P. Fearnhead, Despina Vasileiou, 2009 .

Application of Coalescent Methods to Reveal Fine-Scale Rate Variation and Recombination Hotspots

Peter Donnelly, Paul Fearnhead, Simon Myers, 2004, Genetics.

Filtering Methods for Mixture Models

Loukia Meligkotsidou, Paul Fearnhead, P. Fearnhead, 2007 .

Bayesian detection of abnormal segments in multiple time series

Paul Fearnhead, Lawrence Bardwell, 2014 .

Analysis of Recombination in Campylobacterjejuni from MLST Population Data

Nigel French, Paul Fearnhead, P. Fearnhead, 2005, Journal of Molecular Evolution.

Perfect Simulation From Nonneutral Population Genetic Models: Variable Population Size and Population Subdivision

Paul Fearnhead, P. Fearnhead, 2006, Genetics.

On the Asymptotic Efficiency of Approximate Bayesian Computation Estimators

Paul Fearnhead, P. Fearnhead, Wentao Li, 2015, 1506.03481.

Ancestral processes for non-neutral models of complex diseases.

Paul Fearnhead, P. Fearnhead, 2003, Theoretical population biology.

Journal of Quantitative Analysis in Sports On Estimating the Ability of NBA Players

Paul Fearnhead, Benjamin M. Taylor, P. Fearnhead, 2011 .

Estimating the Relative Roles of Recombination and Point Mutation in the Generation of Single Locus Variants in Campylobacter jejuni and Campylobacter coli

Nigel French, Barbara R. Holland, Paul Fearnhead, 2012, Journal of Molecular Evolution.

estimating recombination from gene sequences

Paul Fearnhead, Philip Awadalla, P. Fearnhead, 2001 .

On the Asymptotic Efficiency of ABC Estimators

Paul Fearnhead, Wentao Li, 2015 .

Improved Convergence of Regression Adjusted Approximate Bayesian Computation

Paul Fearnhead, P. Fearnhead, Wentao Li, 2016 .

Inference for reaction networks using the linear noise approximation

Paul Fearnhead, Chris Sherlock, P. Fearnhead, 2012, Biometrics.

Consistency of estimators of the population-scaled recombination rate.

Paul Fearnhead, P. Fearnhead, 2003, Theoretical population biology.

Asymptotics of ABC

Paul Fearnhead, P. Fearnhead, 2017, Handbook of Approximate Bayesian Computation.

Particle learning methods for state and parameter estimation

Lyudmila Mihaylova, Paul Fearnhead, Dave Vorley, 2012 .