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Paul Fearnhead

  1. Optimal Detection of Changepoints With a Linear Computational Cost
    2012/10/17 by Rebecca Killick, R. Killick, P. Fearnhead +3 · 112 citations
    Computer Science · Biochemistry, Genetics and Molecular Biology · #Algorithms and Data Compression #Gene expression and cancer classification #Bayesian Methods and Mixture Models
  2. Exact and efficient Bayesian inference for multiple changepoint problems
    2006/05/09 by Paul Fearnhead · 11 citations
    Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference #Statistical Methods and Inference
  3. On Optimal Multiple Changepoint Algorithms for Large Data
    2014/09/05 by Robert Maidstone, Maidstone, Robert, Toby Dylan Hocking +5 · 3 citations
    Computer Science · Mathematics · Biochemistry, Genetics and Molecular Biology · #Time Series Analysis and Forecasting #Statistical Methods and Inference #Genetic Associations and Epidemiology
  4. On optimal multiple changepoint algorithms for large data
    2016/02/15 by Robert Maidstone, Toby Hocking, Toby Dylan Hocking +2 · 3 citations
    Biochemistry, Genetics and Molecular Biology · Computer Science · #Algorithms and Data Compression #Fractal and DNA sequence analysis #Gene expression and cancer classification
  5. Particle approximations of the score and observed information matrix for parameter estimation in state space models with linear computational cost
    2013/06/04 by Christopher Nemeth, Nemeth, Christopher, Paul Fearnhead +3 · 3 citations
    Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Machine Learning (stat.ML) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
  6. Changepoint Detection in the Presence of Outliers
    2016/09/23 by Paul Fearnhead, Guillem Rigaill, Fearnhead, Paul +1 · 2 citations
    Computer Science · Decision Sciences · #Advanced Statistical Process Monitoring #Anomaly Detection Techniques and Applications #Applications (stat.AP) #Computation (stat.CO) #FOS: Computer and information sciences #Imbalanced Data Classification Techniques #Machine Learning (stat.ML) #Methodology (stat.ME)
  7. On the Asymptotic Efficiency of Approximate Bayesian Computation Estimators
    2015/06/10 by Wentao Li, Paul Fearnhead, Li, Wentao +1 · 3 citations
    Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics
  8. Detecting changes in slope with an L0 penalty
    2017/01/06 by Robert Maidstone, Paul Fearnhead, Maidstone, Robert +3 · 2 citations
    Mathematics · Engineering · #Statistical Methods and Inference #Fault Detection and Control Systems #Advanced Statistical Methods and Models
  9. cpop: Detecting changes in piecewise-linear signals
    2022/08/23 by Paul Fearnhead, Daniel Grose, Fearnhead, Paul +1 · 2 citations
    Computer Science · #Data Analysis with R
  10. PDMP Monte Carlo methods for piecewise-smooth densities
    2021/11/10 by Augustin Chevallier, Sam Power, Chevallier, Augustin +5 · 2 citations
    Mathematics · Computer Science · #Markov Chains and Monte Carlo Methods #Bayesian Methods and Mixture Models #Statistical Methods and Bayesian Inference
  11. Asymptotics of ABC
    2017/06/23 by Paul Fearnhead, Fearnhead, Paul · 1 citation
    Computer Science · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Polynomial and algebraic computation #Statistics Theory (math.ST)
  12. Generalized Functional Pruning Optimal Partitioning (GFPOP) for Constrained Changepoint Detection in Genomic Data
    2018/09/29 by Toby Dylan Hocking, Guillem Rigaill, Hocking, Toby Dylan +5 · 1 citation
    Biochemistry, Genetics and Molecular Biology · Computer Science · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Gene expression and cancer classification #Genetic Associations and Epidemiology
  13. Online Multivariate Changepoint Detection: Leveraging Links With Computational Geometry
    2023/11/02 by Liudmila Pishchagina, Gaetano Romano, Pishchagina, Liudmila +7 · 1 voice · 2 citations
    Mathematics · Computer Science · Biochemistry, Genetics and Molecular Biology · #Statistical Methods and Inference #Data Analysis with R #Genetic Associations and Epidemiology
  14. Subset Multivariate Collective And Point Anomaly Detection
    2019/09/04 by Alexander T. M. Fisch, Idris A. Eckley, Fisch, Alexander T M +3 · 1 citation
    Computer Science · Decision Sciences · #Advanced Statistical Process Monitoring #Anomaly Detection Techniques and Applications #Computation (stat.CO) #Data Stream Mining Techniques #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistics Theory (math.ST)
  15. Reversible Jump PDMP Samplers for Variable Selection
    2020/10/22 by Augustin Chevallier, Chevallier, Augustin, Paul Fearnhead +3 · 1 citation
    Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods
  16. A computationally efficient, high-dimensional multiple changepoint procedure with application to global terrorism incidence
    2020/11/06 by S. O. Tickle, Idris A. Eckley, Tickle, S. O. +3 · 1 citation
    Mathematics · Psychology · #Advanced Statistical Methods and Models #Applications (stat.AP) #FOS: Computer and information sciences #Mental Health Research Topics #Methodology (stat.ME)
  17. A linear time method for the detection of point and collective anomalies
    2018/06/05 by Alexander T. M. Fisch, Fisch, Alexander T. M., Idris Arthur Eckley +3 · 1 citation
    Mathematics · Computer Science · Decision Sciences · #Advanced Statistical Methods and Models #Anomaly Detection Techniques and Applications #Advanced Statistical Process Monitoring
  18. Stochastic Gradient Piecewise Deterministic Monte Carlo Samplers
    2024/06/27 by Paul Fearnhead, Fearnhead, Paul, Sebastiano Grazzi +5 · 1 citation
    Computer Science · Mathematics · #Stochastic Gradient Optimization Techniques #Mathematical Approximation and Integration #Markov Chains and Monte Carlo Methods
  19. Efficient penalty search for multiple changepoint problems
    2014/12/11 by Kaylea Haynes, Haynes, Kaylea, Idris A. Eckley +3 · 1 citation
    Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Computation (stat.CO) #FOS: Computer and information sciences #Machine Learning (stat.ML) #Optimal Experimental Design Methods
  20. An Efficient Likelihood Ratio Test for Online Changepoint Detection in the Presence of Autocorrelation
    2026/07/17 by Yuntang Fan, Paul Fearnhead, Idris A. Eckley +1 · 1 citation
    #stat.ME #stat.CO #stat.ML
  21. focus and focus-cpt: Fast Online Changepoint Detection in R and Python
    2026/07/22 by Gaetano Romano, Kes Ward, Yuntang Fan +4
    #stat.ME