| Publication | Date of Publication | Type |
|---|
Post-selection inference for quantifying uncertainty in changes in variance
Statistics and Computing | 2026-05-15 | Paper |
MixFOCuS: a communication-efficient online changepoint detection method in distributed system for mixed-type data
Journal of Time Series Analysis | 2026-04-13 | Paper |
Online multivariate changepoint detection: leveraging links with computational geometry
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2026-03-06 | Paper |
Efficient likelihood-based temporal changepoint detection in spatio-temporal processes
Statistics and Computing | 2025-11-11 | Paper |
Scalable Monte Carlo for Bayesian learning
Institute of Mathematical Statistics Monographs | 2025-05-28 | Paper |
Poisson-FOCuS: An Efficient Online Method for Detecting Count Bursts with Application to Gamma Ray Burst Detection. Rejoinder
Journal of the American Statistical Association | 2025-04-22 | Paper |
Poisson-FOCuS: An Efficient Online Method for Detecting Count Bursts with Application to Gamma Ray Burst Detection
Journal of the American Statistical Association | 2025-04-22 | Paper |
Simulation based composite likelihood
Statistics and Computing | 2025-03-07 | Paper |
PDMP Monte Carlo methods for piecewise smooth densities
Advances in Applied Probability | 2025-02-25 | Paper |
Stochastic gradient MCMC for nonlinear state space models
Bayesian Analysis | 2025-02-19 | Paper |
Stochastic gradient MCMC for nonlinear state space models
Bayesian Analysis | 2025-02-19 | Paper |
Improving power by conditioning on less in post-selection inference for changepoints
Statistics and Computing | 2025-02-13 | Paper |
A computationally efficient, high-dimensional multiple changepoint procedure with application to global terrorism incidence
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-31 | Paper |
Inference on extended-spectrum beta-lactamase \textit{Escherichia coli} and \textit{Klebsiella pneumoniae} data through \(\mathrm{SMC}^2\)
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-01-14 | Paper |
High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling
Journal of the American Statistical Association | 2024-11-01 | Paper |
Most Recent Changepoint Detection in Panel Data
Technometrics | 2024-10-18 | Paper |
A log-linear nonparametric online changepoint detection algorithm based on functional pruning
IEEE Transactions on Signal Processing | 2024-09-16 | Paper |
Innovative and additive outlier robust Kalman filtering with a robust particle filter
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
Testing for a change in mean after changepoint detection
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
A communication-efficient, online changepoint detection method for monitoring distributed sensor networks
Statistics and Computing | 2024-07-10 | Paper |
Automatic change-point detection in time series via deep learning
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-07-09 | Paper |
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'
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-07-09 | Paper |
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'
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-07-09 | Paper |
Approximating optimal SMC proposal distributions in individual-based epidemic models
STATISTICA SINICA | 2024-06-12 | Paper |
A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models
Statistics and Computing | 2024-05-31 | Paper |
Relating and comparing methods for detecting changes in mean
Stat | 2024-05-19 | Paper |
Classification of non-stationary time series
Stat | 2024-05-14 | Paper |
Concave-Convex PDMP-based Sampling
Journal of Computational and Graphical Statistics | 2024-01-22 | Paper |
Reversible Jump PDMP Samplers for Variable Selection
Journal of the American Statistical Association | 2024-01-08 | Paper |
Collective Anomaly Detection in High-Dimensional Var Models
STATISTICA SINICA | 2023-11-17 | Paper |
Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise
Journal of the American Statistical Association | 2023-07-06 | Paper |
Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes
Statistics and Computing | 2022-12-09 | Paper |
Consistency of a range of penalised cost approaches for detecting multiple changepoints
Electronic Journal of Statistics | 2022-10-18 | Paper |
Consistency of a range of penalised cost approaches for detecting multiple changepoints
Electronic Journal of Statistics | 2022-10-18 | Paper |
Online non-parametric changepoint detection with application to monitoring operational performance of network devices
Computational Statistics and Data Analysis | 2022-10-17 | Paper |
Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring
The Annals of Applied Statistics | 2022-07-14 | Paper |
Quasi-Stationary Monte Carlo and The Scale Algorithm
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Subset Multivariate Collective and Point Anomaly Detection
Journal of Computational and Graphical Statistics | 2022-06-24 | Paper |
Detecting Changes in Slope With an <i><i>L</i><sub>0</sub></i> Penalty
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Parallelization of a Common Changepoint Detection Method
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
| PDMP Monte Carlo methods for piecewise-smooth densities | 2021-11-10 | Paper |
Stochastic gradient Markov chain Monte Carlo
Journal of the American Statistical Association | 2021-03-30 | Paper |
BayesProject: fast computation of a projection direction for multivariate changepoint detection
Statistics and Computing | 2020-11-04 | Paper |
Semi-automated simultaneous predictor selection for regression-SARIMA models
Statistics and Computing | 2020-11-04 | Paper |
| Constrained dynamic programming and supervised penalty learning algorithms for peak detection in genomic data | 2020-10-05 | Paper |
Motor unit number estimation via sequential Monte Carlo
Computational Statistics and Data Analysis | 2020-01-30 | Paper |
Motor unit number estimation via sequential Monte Carlo
Computational Statistics and Data Analysis | 2020-01-30 | Paper |
Consistency of a range of penalised cost approaches for detecting multiple changepoints
(available as arXiv preprint) | 2019-11-05 | Paper |
Control variates for stochastic gradient MCMC
Statistics and Computing | 2019-10-18 | Paper |
Changepoint Detection in the Presence of Outliers
Journal of the American Statistical Association | 2019-08-19 | Paper |
On the asymptotic efficiency of approximate Bayesian computation estimators
Biometrika | 2019-06-24 | Paper |
On the asymptotic efficiency of approximate Bayesian computation estimators
Biometrika | 2019-06-24 | Paper |
Particle Metropolis-adjusted Langevin algorithms
Biometrika | 2019-06-24 | Paper |
Particle Metropolis-adjusted Langevin algorithms
Biometrika | 2019-06-24 | Paper |
Convergence of regression-adjusted approximate Bayesian computation
Biometrika | 2019-06-24 | Paper |
Convergence of regression-adjusted approximate Bayesian computation
Biometrika | 2019-06-24 | Paper |
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
The Annals of Statistics | 2019-05-10 | Paper |
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
The Annals of Statistics | 2019-05-10 | Paper |
Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Random-Weight Particle Filtering of Continuous Time Processes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Piecewise deterministic Markov processes for continuous-time Monte Carlo
Statistical Science | 2018-12-10 | Paper |
Piecewise deterministic Markov processes for continuous-time Monte Carlo
Statistical Science | 2018-12-10 | Paper |
Sequential Monte Carlo Methods for State and Parameter Estimation in Abruptly Changing Environments
IEEE Transactions on Signal Processing | 2018-08-22 | Paper |
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
Statistics & Probability Letters | 2018-06-20 | Paper |
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
Statistics & Probability Letters | 2018-06-20 | Paper |
Bayesian detection of abnormal segments in multiple time series
Bayesian Analysis | 2018-02-23 | Paper |
Bayesian detection of abnormal segments in multiple time series
Bayesian Analysis | 2018-02-23 | Paper |
| Continious-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error | 2017-12-17 | Paper |
Exact Bayesian curve fitting and signal segmentation
IEEE Transactions on Signal Processing | 2017-09-20 | Paper |
A computationally efficient nonparametric approach for changepoint detection
Statistics and Computing | 2017-06-30 | Paper |
On optimal multiple changepoint algorithms for large data
Statistics and Computing | 2017-03-28 | Paper |
Augmentation schemes for particle MCMC
Statistics and Computing | 2016-11-16 | Paper |
Augmentation schemes for particle MCMC
Statistics and Computing | 2016-11-16 | Paper |
Convergence of Regression Adjusted Approximate Bayesian Computation
(available as arXiv preprint) | 2016-09-22 | Paper |
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
The Annals of Statistics | 2016-07-11 | Paper |
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
The Annals of Statistics | 2016-07-11 | Paper |
On optimal multiple changepoint algorithms for large data
Statistics and Computing | 2016-02-15 | Paper |
Comment on article by Wyse et al.
Bayesian Analysis | 2016-02-08 | Paper |
An adaptive sequential Monte Carlo sampler
Bayesian Analysis | 2016-02-02 | Paper |
An adaptive sequential Monte Carlo sampler
Bayesian Analysis | 2016-02-02 | Paper |
The random walk Metropolis: linking theory and practice through a case study
Statistical Science | 2016-01-05 | Paper |
The random walk Metropolis: linking theory and practice through a case study
Statistical Science | 2016-01-05 | Paper |
Bayesian sequential experimental design for binary response data with application to electromyographic experiments
Bayesian Analysis | 2015-12-21 | Paper |
Tractable diffusion and coalescent processes for weakly correlated loci
Electronic Journal of Probability | 2015-08-07 | Paper |
Bayesian analysis of isochores
Journal of the American Statistical Association | 2015-06-22 | Paper |
Estimating the relative rate of recombination to mutation in bacteria from single-locus variants using composite likelihood methods
The Annals of Applied Statistics | 2015-06-17 | Paper |
Estimating the relative rate of recombination to mutation in bacteria from single-locus variants using composite likelihood methods
The Annals of Applied Statistics | 2015-06-17 | Paper |
On the Asymptotic Efficiency of Approximate Bayesian Computation Estimators
(available as arXiv preprint) | 2015-06-10 | Paper |
Bayesian detection of abnormal segments in multiple time series
Bayesian Analysis | 2014-12-17 | Paper |
Bayesian detection of abnormal segments in multiple time series
Bayesian Analysis | 2014-12-17 | Paper |
Semi-automatic selection of summary statistics for ABC model choice
Statistical Applications in Genetics and Molecular Biology | 2014-10-07 | Paper |
Inference for reaction networks using the linear noise approximation
Biometrics | 2014-07-22 | Paper |
Markov chain Monte Carlo for exact inference for diffusions
Scandinavian Journal of Statistics | 2013-06-05 | Paper |
Optimal detection of changepoints with a linear computational cost
Journal of the American Statistical Association | 2013-01-31 | Paper |
| MCMC for state-space models | 2011-10-05 | Paper |
| On composite likelihoods in statistical genetics | 2011-02-10 | Paper |
A sequential smoothing algorithm with linear computational cost
Biometrika | 2010-08-19 | Paper |
Particle Filters for Partially Observed Diffusions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2009-06-10 | Paper |
The stationary distribution of allele frequencies when selection acts at unlinked loci
Theoretical Population Biology | 2007-06-13 | Paper |
An Exact Gibbs Sampler for the Markov-Modulated Poisson Process
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2007-05-24 | Paper |
Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2006-11-14 | Paper |
Ancestral processes for non-neutral models of complex diseases
Theoretical Population Biology | 2006-10-31 | Paper |
Consistency of estimators of the population-scaled recombination rate
Theoretical Population Biology | 2006-10-27 | Paper |
Approximate Likelihood Methods for Estimating Local Recombination Rates
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-29 | Paper |
On-Line Inference for Hidden Markov Models via Particle Filters
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-22 | Paper |
Exact Filtering for Partially Observed Continuous Time Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2004-09-24 | Paper |
Perfect simulation from population genetic models with selection.
Theoretical Population Biology | 2004-03-14 | Paper |
Haplotypes: the joint distribution of alleles at linked loci
Journal of Applied Probability | 2003-11-17 | Paper |
The common ancestor at a nonneutral locus
Journal of Applied Probability | 2002-12-15 | Paper |
