PF
Paul Fearnhead
stat.COstat.MEstat.MLstat.APcs.LGmath.STModels, Geneticstat.THGenetics, PopulationRecombination, Genetic
On Valency
published · living versionsW_gcvy83s7·v1 · currentpublished
Bagel: A Fast Bayesian Online Changepoint Detection Algorithm for Linear Models via Posterior Merging
with Ziyang Yang, Dan Grose
1 version
Preprints & journals
115 papers in the corpus · 2001–2026Diffusion Models for High-Dimensional Clustered Data: Intrinsic-Dimension Adaptivity via Bayesian Classification2608.19067v1 · Yuga Iguchi, Paul Fearnhead2026 · 0 citationsarXiv
focus and focus-cpt: Fast Online Changepoint Detection in R and Python2607.19961v1 · Gaetano Romano, Kes Ward, Yuntang Fan et al.2026 · 0 citationsarXiv
An Efficient Likelihood Ratio Test for Online Changepoint Detection in the Presence of Autocorrelation2607.16106v1 · Yuntang Fan, Paul Fearnhead, Idris A. Eckley et al.2026 · 0 citationsarXiv
Tempered Guided Diffusion2605.03712v1 · Andreas Makris, Paul Fearnhead, Chris Nemeth2026 · 0 citationsarXiv
Scalable Model-Based Clustering with Sequential Monte Carlo2604.14810v1 · Connie Trojan, Pavel Myshkov, Paul Fearnhead et al.2026 · 0 citationsarXiv
Detecting interpolation errors in infant mortality counts in 20th Century England and Wales2601.15936v1 · Tessa Wilkie, Idris Eckley, Paul Fearnhead et al.2026 · 0 citationsarXiv
MCMC for State Space models2510.04932v1 · Paul Fearnhead, Chris Sherlock2025 · 0 citationsarXiv
Scalable calibration of individual-based epidemic models through categorical approximations2501.03950v3 · Lorenzo Rimella, Nick Whiteley, Chris Jewell et al.2025 · 0 citationsarXiv
Simulation based composite likelihood.40017662 · Rimella, Lorenzo, Jewell, Chris, Fearnhead, Paul2025 · 3 citationsStatistics and computing. 2025;35(3):58
Efficient Likelihood-Based Temporal Changepoint Detection in Spatio-Temporal Processes.41113516 · Agarwal, Gaurav, Eckley, Idris A, Fearnhead, Paul2026 · 3 citationsStatistics and computing. 2025;35(6):213
Scalable Monte Carlo for Bayesian Learning2407.12751v1 · Paul Fearnhead, Christopher Nemeth, Chris J. Oates et al.2024 · 2 citationsarXiv
Stochastic Gradient Piecewise Deterministic Monte Carlo Samplers2406.19051v1 · Paul Fearnhead, Sebastiano Grazzi, Chris Nemeth et al.2024 · 0 citationsarXiv
Diffusion Generative Modelling for Divide-and-Conquer MCMC2406.11664v1 · C. Trojan, P. Fearnhead, C. Nemeth2024 · 0 citationsarXiv
Post-selection inference for quantifying uncertainty in changes in variance2405.15670v2 · Rachel Carrington, Paul Fearnhead2024 · 0 citationsStatistics and Computing 36 (2026) 128
The Multiple Change-in-Gaussian-Mean Problem2405.06796v1 · Paul Fearnhead, Piotr Fryzlewicz2024 · 0 citationsarXiv
A communication-efficient, online changepoint detection method for monitoring distributed sensor networks2403.18549v2 · Ziyang Yang, Idris A. Eckley, Paul Fearnhead2024 · 9 citationsarXiv
Gamma-ray burst detection with Poisson-FOCuS and other trigger algorithms2312.08817v1 · Giuseppe Dilillo, Kes Ward, Idris A. Eckley et al.2023 · 4 citationsarXiv
Online Multivariate Changepoint Detection: Leveraging Links With Computational Geometry2311.01174v3 · Liudmila Pishchagina, Gaetano Romano, Paul Fearnhead et al.2023 · 1 citationarXiv
A Constant-per-Iteration Likelihood Ratio Test for Online Changepoint Detection for Exponential Family Models2302.04743v1 · Kes Ward, Gaetano Romano, Idris Eckley et al.2023 · 8 citationsarXiv
A Log-Linear Non-Parametric Online Changepoint Detection Algorithm based on Functional Pruning2302.02718v2 · Gaetano Romano, Idris A Eckley, Paul Fearnhead2023 · 7 citationsarXiv
Improving Power by Conditioning on Less in Post-selection Inference for Changepoints2301.05636v3 · Rachel Carrington, Paul Fearnhead2023 · 3 citationsStatistics and Computing 35 (2025) 8
Automatic Change-Point Detection in Time Series via Deep Learning2211.03860v3 · Jie Li, Paul Fearnhead, Piotr Fryzlewicz et al.2022 · 42 citationsJournal of the Royal Statistical Society Series B: Statistical Methodology, Volume 86, Issue 2, April 2024
Preferential Subsampling for Stochastic Gradient Langevin Dynamics2210.16189v3 · Srshti Putcha, Christopher Nemeth, Paul Fearnhead2022 · 0 citationsarXiv
Detecting A Single Change-point2210.07066v1 · Paul Fearnhead, Piotr Fryzlewicz2022 · 1 citationarXiv
Inference on Extended-Spectrum Beta-Lactamase Escherichia coli and Klebsiella pneumoniae data through SMC2208.11331v1 · Lorenzo Rimella, Simon Alderton, Melodie Sammarro et al.2022 · 2 citationsarXiv
cpop: Detecting changes in piecewise-linear signals2208.11009v1 · Paul Fearnhead, Daniel Grose2022 · 19 citationsarXiv
Poisson-FOCuS: An efficient online method for detecting count bursts with application to gamma ray burst detection2208.01494v1 · Kes Ward, Giuseppe Dilillo, Idris Eckley et al.2022 · 15 citationsarXiv
Approximating optimal SMC proposal distributions in individual-based epidemic models2206.05161v4 · Lorenzo Rimella, Christopher Jewell, Paul Fearnhead2022 · 5 citationsarXiv
Continuously-Tempered PDMP Samplers2205.09559v3 · Matthew Sutton, Robert Salomone, Augustin Chevallier et al.2022 · 1 citationarXiv
Testing for a Change in Mean After Changepoint Detection.36419504 · Jewell, Sean, Fearnhead, Paul, Witten, Daniela2023 · 53 citationsJournal of the Royal Statistical Society. Series B, Statistical methodology. 2022;84(4):1082-1104
High-dimensional time series segmentation via factor-adjusted vector autoregressive modelling2204.02724v3 · Haeran Cho, Hyeyoung Maeng, Idris A. Eckley et al.2022 · 1 citationarXiv
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes2202.09129v1 · Augustin Chevallier, Fr'ed'eric Cazals, Paul Fearnhead2022 · 4 citationsarXiv
Concave-Convex PDMP-based sampling2112.12897v1 · Matthew Sutton, Paul Fearnhead2021 · 3 citationsarXiv
PDMP Monte Carlo methods for piecewise-smooth densities2111.05859v1 · Augustin Chevallier, Sam Power, Andi Q. Wang et al.2021 · 3 citationsarXiv
Fast Online Changepoint Detection via Functional Pruning CUSUM statistics2110.08205v3 · Gaetano Romano, Idris Eckley, Paul Fearnhead et al.2021 · 29 citationsJournal of Machine Learning Research, 2023
Collective anomaly detection in High-dimensional VAR Models2105.07538v1 · Hyeyoung Maeng, Idris Eckley, Paul Fearnhead2021 · 4 citationsarXiv
A computationally efficient, high-dimensional multiple changepoint procedure with application to global terrorism incidence2011.03599v2 · S. O. Tickle, I. A. Eckley, P. Fearnhead2020 · 7 citationsarXiv
Reversible Jump PDMP Samplers for Variable Selection2010.11771v1 · Augustin Chevallier, Paul Fearnhead, Matthew Sutton2020 · 13 citationsarXiv
anomaly : Detection of Anomalous Structure in Time Series Data2010.09353v2 · Alex Fisch, Daniel Grose, Idris A. Eckley et al.2020 · 5 citationsarXiv
Scalable changepoint and anomaly detection in cross-correlated data with an application to condition monitoring2010.06937v2 · Martin Tveten, Idris A. Eckley, Paul Fearnhead2020 · 11 citationsarXiv
Fast nonconvex deconvolution of calcium imaging data.30753436 · Jewell, Sean W, Hocking, Toby Dylan, Fearnhead, Paul et al.2021 · 87 citationsBiostatistics (Oxford, England). 2020;21(4):709-726
Innovative And Additive Outlier Robust Kalman Filtering With A Robust Particle Filter2007.03238v1 · Alexander T. M. Fisch, Idris A. Eckley, P. Fearnhead2020 · 35 citationsarXiv
Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise2005.01379v1 · Gaetano Romano, Guillem Rigaill, Vincent Runge et al.2020 · 40 citationsarXiv
gfpop: an R Package for Univariate Graph-Constrained Change-Point Detection2002.03646v2 · Vincent Runge, Toby Dylan Hocking, Gaetano Romano et al.2020 · 17 citationsarXiv
Semi-automated simultaneous predictor selection for Regression-SARIMA models2001.02883v1 · Aaron Lowther, Paul Fearnhead, Matthew Nunes et al.2020 · 3 citationsarXiv
Consistency of a range of penalised cost approaches for detecting multiple changepoints1911.01716v2 · Chao Zheng, Idris A. Eckley, Paul Fearnhead2019 · 10 citationsarXiv
Subset Multivariate Collective And Point Anomaly Detection1909.01691v1 · Alexander T M Fisch, Idris A Eckley, Paul Fearnhead2019 · 15 citationsarXiv
Evaluation of extremal properties of GARCH(p,q) processes1908.06835v1 · Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn2019 · 0 citationsarXiv
Stochastic gradient Markov chain Monte Carlo1907.06986v1 · Christopher Nemeth, Paul Fearnhead2019 · 139 citationsarXiv
Stochastic Gradient MCMC for Nonlinear State Space Models1901.10568v3 · Christopher Aicher, Srshti Putcha, Christopher Nemeth et al.2019 · 5 citationsarXiv
Career total: 268 works. 115 are in this corpus.Showing the 50 most recent.
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