Paul Fearnhead

From MaRDI portal
Person:341150

Available identifiers

zbMath Open fearnhead.paulWikidataQ15994435 ScholiaQ15994435MaRDI QIDQ341150

List of research outcomes





PublicationDate of PublicationType
Inference on extended-spectrum beta-lactamase \textit{Escherichia coli} and \textit{Klebsiella pneumoniae} data through \(\mathrm{SMC}^2\)2025-01-14Paper
High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling2024-11-01Paper
Most Recent Changepoint Detection in Panel Data2024-10-18Paper
A log-linear nonparametric online changepoint detection algorithm based on functional pruning2024-09-16Paper
Innovative and additive outlier robust Kalman filtering with a robust particle filter2024-09-12Paper
Testing for a change in mean after changepoint detection2024-09-10Paper
A communication-efficient, online changepoint detection method for monitoring distributed sensor networks2024-07-10Paper
Automatic change-point detection in time series via deep learning2024-07-09Paper
Tamás P. Papp, Paul Fearnhead, and Chris Sherlock's contribution to the discussion of `the Discussion Meeting on Probabilistic and statistical aspects of machine learning'2024-07-09Paper
Authors' reply to the discussion of `Automatic change-point detection in time series via deep learning' at the Discussion Meeting on `Probabilistic and statistical aspects of machine learning'2024-07-09Paper
Approximating optimal SMC proposal distributions in individual-based epidemic models2024-06-12Paper
A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models2024-05-31Paper
Relating and comparing methods for detecting changes in mean2024-05-19Paper
Classification of non-stationary time series2024-05-14Paper
Concave-Convex PDMP-based Sampling2024-01-22Paper
Reversible Jump PDMP Samplers for Variable Selection2024-01-08Paper
Collective Anomaly Detection in High-Dimensional Var Models2023-11-17Paper
Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise2023-07-06Paper
Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes2022-12-09Paper
Consistency of a range of penalised cost approaches for detecting multiple changepoints2022-10-18Paper
Online non-parametric changepoint detection with application to monitoring operational performance of network devices2022-10-17Paper
Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring2022-07-14Paper
Quasi-Stationary Monte Carlo and The Scale Algorithm2022-07-08Paper
Subset Multivariate Collective and Point Anomaly Detection2022-06-24Paper
Detecting Changes in Slope With an L0 Penalty2022-03-28Paper
Parallelization of a Common Changepoint Detection Method2022-03-28Paper
PDMP Monte Carlo methods for piecewise-smooth densities2021-11-10Paper
Stochastic Gradient Markov Chain Monte Carlo2021-03-30Paper
BayesProject: fast computation of a projection direction for multivariate changepoint detection2020-11-04Paper
Semi-automated simultaneous predictor selection for regression-SARIMA models2020-11-04Paper
https://portal.mardi4nfdi.de/entity/Q49691472020-10-05Paper
Motor unit number estimation via sequential Monte Carlo2020-01-30Paper
Consistency of a range of penalised cost approaches for detecting multiple changepoints2019-11-05Paper
Control variates for stochastic gradient MCMC2019-10-18Paper
Changepoint Detection in the Presence of Outliers2019-08-19Paper
On the asymptotic efficiency of approximate Bayesian computation estimators2019-06-24Paper
Particle Metropolis-adjusted Langevin algorithms2019-06-24Paper
Convergence of regression-adjusted approximate Bayesian computation2019-06-24Paper
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data2019-05-10Paper
Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation2019-04-30Paper
Random-Weight Particle Filtering of Continuous Time Processes2019-04-30Paper
Piecewise deterministic Markov processes for continuous-time Monte Carlo2018-12-10Paper
Sequential Monte Carlo Methods for State and Parameter Estimation in Abruptly Changing Environments2018-08-22Paper
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains2018-06-20Paper
Bayesian detection of abnormal segments in multiple time series2018-02-23Paper
Continious-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error2017-12-17Paper
Exact Bayesian curve fitting and signal segmentation2017-09-20Paper
A computationally efficient nonparametric approach for changepoint detection2017-06-30Paper
On optimal multiple changepoint algorithms for large data2017-03-28Paper
Augmentation schemes for particle MCMC2016-11-16Paper
Convergence of Regression Adjusted Approximate Bayesian Computation2016-09-22Paper
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data2016-07-11Paper
On optimal multiple changepoint algorithms for large data2016-02-15Paper
Comment on article by Wyse et al.2016-02-08Paper
An adaptive sequential Monte Carlo sampler2016-02-02Paper
The random walk Metropolis: linking theory and practice through a case study2016-01-05Paper
Bayesian sequential experimental design for binary response data with application to electromyographic experiments2015-12-21Paper
Tractable diffusion and coalescent processes for weakly correlated loci2015-08-07Paper
Bayesian Analysis of Isochores2015-06-22Paper
Estimating the relative rate of recombination to mutation in bacteria from single-locus variants using composite likelihood methods2015-06-17Paper
On the Asymptotic Efficiency of Approximate Bayesian Computation Estimators2015-06-10Paper
Bayesian detection of abnormal segments in multiple time series2014-12-17Paper
Semi-automatic selection of summary statistics for ABC model choice2014-10-07Paper
Inference for reaction networks using the linear noise approximation2014-07-22Paper
Markov Chain Monte Carlo for Exact Inference for Diffusions2013-06-05Paper
Optimal Detection of Changepoints With a Linear Computational Cost2013-01-31Paper
https://portal.mardi4nfdi.de/entity/Q31724232011-10-05Paper
https://portal.mardi4nfdi.de/entity/Q30747612011-02-10Paper
A sequential smoothing algorithm with linear computational cost2010-08-19Paper
Particle Filters for Partially Observed Diffusions2009-06-10Paper
The stationary distribution of allele frequencies when selection acts at unlinked loci2007-06-13Paper
An Exact Gibbs Sampler for the Markov-Modulated Poisson Process2007-05-24Paper
Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)2006-11-14Paper
Ancestral processes for non-neutral models of complex diseases2006-10-31Paper
Consistency of estimators of the population-scaled recombination rate2006-10-27Paper
Approximate Likelihood Methods for Estimating Local Recombination Rates2005-04-29Paper
On-Line Inference for Hidden Markov Models via Particle Filters2005-04-22Paper
Exact Filtering for Partially Observed Continuous Time Models2004-09-24Paper
Perfect simulation from population genetic models with selection.2004-03-14Paper
Haplotypes: the joint distribution of alleles at linked loci2003-11-17Paper
The common ancestor at a nonneutral locus2002-12-15Paper

Research outcomes over time

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