STATSCALE RECENT PUBLICATIONS
2021
Rina Foygel Barber and Richard J. Samworth - Bernoulli, to appear (2021+)
Optimal Rates for Independence Testing via U-Statistic Permutation Tests
Thomas B. Berrett, Ioannis Kontoyiannis, and Richard J. Samworth - Ann. Statist., to appear (2021+)
High-Dimensional, Multiscale Online Changepoint Detection
Yudong Chen, Tengyao Wang and Richard J. Samworth - Roy. Statist. Soc., Ser. B, to appear (2021+)
The accompanying R package ocd is available from CRAN.
2020
Sparse Principal Component Analysis via Axis-Aligned Random Projections
Milana Gataric, Tengyao Wang and Richard J. Samworth - J. Roy. Statist. Soc., Ser B, 82, 329-359 (2020)
Goodness-of-Fit Testing in High-Dimensional Generalized Linear Models
Jana Janková, Rajen D. Shah, Peter Bühlmann and Richard J. Samworth - J. Roy. Statist. Soc., Ser. B, 82, 773-795. (2020)
Heterogeneous Idealization of Ion Channel Recordings – Open Channel Noise
Florian Pein, Annika Bartsch, Claudia Steinem and Axel Munk - IEEE (Oct 2020)
Minimax Rates in Sparse, High-Dimensional Changepoint Detection
Haoyang Liu, Chao Gao and Richard J. Samworth - Ann. Statist., to appear. (2020)
Local Nearest Neighbour Classification with Applications to Semi-Supervised Learning
Timothy I. Cannings, Thomas B. Berrett, Richard J. Samworth - Ann. Statist., 48, 1789-1814. (2020)
Idris Eckley, Claudia Kirch, Silke Weber - Annals of Applied Statistics (to appear) (2020)
Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise
Gaetano Romano, Guillem Rigaill, Vincent Runge, Paul Fearnhead (2020)
Relating and Comparing Methods for Detecting Changes in Mean
Paul Fearnhead, Guillem Rigaill - Stat, e291 (2020)
gfpop: an R Package for Univariate Graph-Constrained Change-point Detection
Vincent Runge, Toby Dylan Hocking, Gaetano Romano, Fatemeh Afghah, Paul Fearnhead, Guillem Rigaill (2020)
Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead, Guillaume Bourque - Journal of Machine Learning Research (to appear), (2020)
Fast Nonconvex Deconvolution of Calcium Imaging Data
Sean Jewell, Toby Dylan Hocking, Paul Fearnhead, Daniela Witten - Biostatistics (to appear) (2020)
Local Continuity of Log-Concave Projection, with Applications to Estimation Under Model MisspecificationRina Foygel Barber and Richard J. Samworth - Preprint (2020)
High-Dimensional Nonparametric Density Estimation via Symmetry and Shape Constraints
Min Xu and Richard J. Samworth - Ann. Statist., to appear (2020)
Adaptation in Multivariate Log-Concave Density Estimation
Oliver Y. Feng, Adityanand Guntuboyina; Arlene K. H. Kim, Richard J. Samworth - Ann. Statist, to appear (2020)
Modelling High-Dimensional Categorical Data Using Nonconvex Fusion Penalties
Benjamin G. Stokell, Rajen D. Shah, Ryan J. Tibshirani (Preprint, 2020)
Parallelisation of a Common Changepoint Detection Method
Samuel O. Tickle, Idris A. Eckley, Paul Fearnhead, Kaylea Haynes - Journal of Computational and Graphical Statistics, Volume 29, pages 149-161 (2020)
The Conditional Permutation Test for Independence While Controlling for Confounders
Thomas B. Berrett, Yi Wang, Rina Foygel Barber, Richard J. Samworth - J. Roy. Statist. Soc., Ser B, 82, 175-197. (2020)
2019
Nonparametric Independence Testing via Mutual Information
Thomas B. Berrett, Richard J. Samworth - Biometrika (2019)
The accompanying R package IndepTest is available from CRAN
Testing for a Change in Mean After Changepoint Detection
Sean Jewell, Paul Fearnhead, Daniela Witten (2019)
Bounding Distributional Errors via Density Ratios
Lutz Duembgen, Richard J. Samworth, and Jon Wellner - to appear in Bernoulli (2019)
Consistency of a Range of Penalised Cost Approaches for Detecting Multiple Changepoints
Chao Zheng, Idris A. Eckley, Paul Fearnhead (November, 2019)
Changepoint Detection in the Presence of Outliers
Paul Fearnhead, Guillem Rigaill - Journal of the American Statistical Association, volume 114 pages 169-183 (2019)
Detecting Changes in Slope with an L0 Penalty
Paul Fearnhead, Robert Maidstone, Adam Letchford - Journal of Computational and Graphical Statistics, volume 28 pages 265-275 (2019)
Most Recent Changepoint Detection in Panel Data
Lawrence Bardwell, Idris A. Eckley, Paul Fearnhead, Simon Smith, Martin Spott - Technometrics, 61, 88-98 (2019)
Fast Computation of a Projection Direction for Multivariate Changepoint Detection
Georg Hahn, Paul Fearnhead, Idris A. Eckley - in submission (2019)
High-Dimensional Principal Component Analysis with Heterogeneous Missingness
Ziwei Zhu, Tengyao Wang, Richard J. Samworth (2019)
Subset Multivariate Collective And Point Anomaly Detection
Alexander T. M. Fisch, Idris A. Eckley, Paul Fearnhead (September 2019)
The Hardness of Conditional Independence and the Generalised Covariance Measure
Rajen D. Shah, Jonas Peters - Annals of Statistics (2019)
Efficient Two-Sample Functional Estimation and the Super-Oracle Phenomenon
Thomas B. Berrett, Richard J. Samworth (2019)
2016-2018
A Test for the Absence of Aliasing in Locally Stationary Wavelet Time Series
Idris A. Eckley and G. P. Nason- Biometrika, 105, 833-848 (2018)
The XYZ Algorithm for Fast Interaction Search in High-Dimensional Data
Gian-Andrea Thanei, Nicolai Meinshausen, Rajen D. Shah - JMLR (August 2018)
A Linear Time Method for the Detection of Point and Collective Anomalies
Alexander Fisch, Idris Eckley, Paul Fearnhead - Pre-Print (June 2018)
On b-bit min-wise Hashing for Large-Scale Regression and Classification with Sparse Data
Rajen D. Shah, Nicolai Meinshausen - JMLR (April 2018)
High-Dimension Changepoint Estimation via Sparse Projection
Tengyao Wang, Richard J. Samworth - Royal Statistical Society, Ser. B, 80, 57-83 (January 2018)
Nonparametric Independence Testing via Mutual Information
Thomas B. Berrett, Richard J. Samworth - Preprint (November 2017)
A Log-linear Time Algorithm for Constrained Changepoint Detection
Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead, Guillaume Bourque (March 2017)
Efficiency of Change Point Tests in High Dimensional Settings
John A.D. Aston, Claudia Kirch (June 2016)
SOFTWARE PUBLICATIONS
CatReg: Solution Paths for Linear and Logistic Regression Models with SCOPE Penalty
Benjamin Stokell, Daniel Grose, Rajen Shah (2020)
R package available here, November 2020
anomaly: An R package for Detecting Anomalies in Data
Alexander Fisch, Daniel Grose, Idris Eckley, Paul Fearnhead (2020)
R package available here, July 2020
changepoint.mv: Changepoint Analysis for Multivariate Time Series
Lawrence Bardwell, Idris Eckley, Paul Fearnhead, Daniel Grose (2018)
R package available here, November 2018
IndepTest: Nonparametric Independence Tests Based on Entropy Estimation
Thomas B. Berrett, Daniel Grose, Richard J. Samworth (2017)
R package available here, updated April 2018
RELATED BACKGROUND PUBLICATIONS
Applications
Bayesian Detection of Abnormal Segments in Multiple Time Series
Lawrence Bardwell, Paul Fearnhead, Bayesian Analysis, 12 (1), 193-218
An Introduction to Applications of Wavelet Benchmarking with Seasonal Adjustment
Homesh Sayal, John A.D. Aston, Duncan Elliott, Hernando Ombao, Journal of the Royal Statistical Society, Series A, 180 (3) 863–889
The Uncertainty of Storm Season Changes: Quantifying the Uncertainty of Autocovariance Changepoints
Christopher F.H Nam, John A.D. Aston, Idris A. Eckley, Rebecca Killick, Technometrics, 57:194-206
Scalable Changepoint Algorithms
A Computationally Efficient Nonparametric Approach for Changepoint Detection
Kaylea Haynes, Paul Fearnhead, Idris Eckley - Statistics and Computing, 27 (5), 1293-1305
On Optimal Multiple Changepoint Algorithms for Large Data
Robert Maidstone, Toby Hocking, Guillem Rigaill, Paul Fearnhead - Statistics and Computing, 27 (2), 519-533
Computationally Efficient Changepoint Detection for a Range of Penalties
Kaylea Haynes, Idris Eckley, Paul Fearnhead - Journal of Computational and Graphical Statistics, 26 (1), 134-143
Optimal Detection of Changepoints with a Linear Computational Cost
Rebecca Killick, Paul Fearnhead, Idris Eckley - Journal of the American Statistical Association, 107, 1590-1598. (2012)
The Computational-Statistical Trade-off
Divide-and-Conquer with Sequential Monte Carlo
F. Lindsten, A.M. Johansen, C.A. Naesseth, B. Kirkpatrick, T.B. Schön, J.A.D. Aston, A. Bouchard-Côté, Journal of Computational and Graphical Statistics, Sept 2016
Statistical and Computational Trade-offs in Estimation of Sparse Principal Components
Tengyao Wang, Quentin Berthet, Richard J. Samworth, Annals of Statistics, 44, 1896-1930. (2016)
Computational and Statistical Tradeoffs via Convex Relaxation
Venkat Chandrasekaran, Michael I. Jordan, Proceedings of the National Academy of Science, 110, E1181–E1190 (2013)
High-dimensional Structured Data
Tests for Separability in Nonparametric Covariance Operators of Random Surfaces
J.A.D. Aston, D. Pigoli, S. Tavakoli. Annals of Statistics, 45, (4), 1431-1461.
Random Projection Ensemble Classification.
Tim I. Cannings, Richard J. Samworth J. Roy. Statist. Soc., Ser. B (with discussion), 79, 959-1035.(2017)
Variable Selection with Error Control: Another look at Stability Selection
Rajen D. Shah, Richard J. Samworth, Journal of the Royal Statistical Society, Series B, 75, 55-80. (2013)