Paul Fearnhead

35 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9386-2341

Lancaster University

Publications

Online multivariate changepoint detection: leveraging links with computational geometry — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2026
Poisson-FOCuS: An Efficient Online Method for Detecting Count Bursts with Application to Gamma Ray Burst Detection — Journal of the American Statistical Association 2025
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
High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling — Journal of the American Statistical Association 2024
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
Automatic change-point detection in time series via deep learning — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2024
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
Reversible Jump PDMP Samplers for Variable Selection — Journal of the American Statistical Association 2023
Fast Online Changepoint Detection via Functional Pruning CUSUM Statistics — Journal of Machine Learning Research 2023 (name-matched, not ORCID-linked)
Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise — Journal of the American Statistical Association 2022
Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring — The Annals of Applied Statistics 2022
Testing for a change in mean after changepoint detection — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
Stochastic Gradient Markov Chain Monte Carlo — Journal of the American Statistical Association 2021
Constrained Dynamic Programming and Supervised Penalty Learning Algorithms for Peak Detection in Genomic Data — Journal of Machine Learning Research 2020 (name-matched, not ORCID-linked)
Quasi-stationary Monte Carlo and the ScaLE algorithm — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2020
Changepoint Detection in the Presence of Outliers — Journal of the American Statistical Association 2019
The Zig-Zag process and super-efficient sampling for Bayesian analysis of big data — The Annals of Statistics 2019
Convergence of regression-adjusted approximate Bayesian computation — Biometrika 2018
On the asymptotic efficiency of approximate Bayesian computation estimators — Biometrika 2018
Particle Metropolis-adjusted Langevin algorithms — Biometrika 2016
Estimating the relative rate of recombination to mutation in bacteria from single-locus variants using composite likelihood methods — The Annals of Applied Statistics 2015
Optimal Detection of Changepoints With a Linear Computational Cost — Journal of the American Statistical Association 2012
Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2012
Random-weight particle filtering of continuous time processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2010
A sequential smoothing algorithm with linear computational cost — Biometrika 2010
Bayesian Analysis of Isochores — Journal of the American Statistical Association 2009
Particle filters for partially observed diffusions — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2008
On-line inference for multiple changepoint problems — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2007
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
An exact Gibbs sampler for the Markov-modulated Poisson process — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2006
Exact filtering for partially observed continuous time models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2004
On-line inference for hidden Markov models via particle filters — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2003
Approximate likelihood methods for estimating local recombination rates — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2002
Discussion on the meeting on ‘Statistical modelling and analysis of genetic data’ — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2002
Scalable calibration of individual-based epidemic models through categorical approximations — Journal of the American Statistical Association