StatScale Publications

Modelling High-Dimensional Categorical Data Using Nonconvex Fusion Penalties

Benjamin G. StokellRajen D. ShahRyan J. Tibshirani (Preprint, 2020)

Consistency of a Range of Penalised Cost Approaches for Detecting Multiple Changepoints

Chao Zheng, Idris A. Eckley, Paul Fearnhead (November, 2019)

Parallelisation of a Common Changepoint Detection Method

Samuel O. Tickle, Idris A. Eckley, Paul Fearnhead, Kaylea Haynes - Journal of Computational and Graphical Statistics, (to appear)

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

The Conditional Permutation Test for Independence While Controlling for Confounders

Thomas B. Berrett, Yi Wang, Rina Foygel Barber, Richard J. Samworth - Journal of the Royal Statistical Society, Series B - October 2019

Subset Multivariate Collective And Point Anomaly Detection

Alexander T. M. Fisch, Idris A. Eckley, Paul Fearnhead - September 2019

Goodness-of-Fit Testing in High-Dimensional Generalized Linear Models

Jana JankováRajen D. ShahPeter Bühlmann and Richard J. Samworth - 2019

Minimax Rates in Sparse, High-Dimensional Changepoint Detection

Liu, H., Gao, C. and Richard J. Samworth - 2019

Local Nearest Neighbour Classification with Applications to Semi-Supervised Learning

Timothy I. Cannings, Thomas B. Berrett, Richard J. Samworth  - Annals of Statistics, to appear - 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


Nonparametric Independence Testing via Mutual Information

Thomas B. Berrett, Richard J. Samworth - Biometrika, to appear - 2019

The accompanying R package IndepTest is available from CRAN

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,

Most Recent Changepoint Detection in Panel Data
Lawrence Bardwell, Paul Fearnhead, Idris Eckley, Simon Smith, Martin Spott --  Technometrics June 2018


Changepoint Detection in the Presence of Outliers

Paul Fearnhead, Guillem Rigaill - Journal of the American Statistical Association - June 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 - April 2018, JMLR

Fast Nonconvex Deconvolution of Calcium Imaging
Data Sean Jewell, Toby Dylan Hocking, Paul Fearnhead, Daniela Witten - Preprint February 2018


High-Dimension Changepoint  Estimation via Sparse Projection

Tengyao Wang, Richard J. Samworth - Roy. Statist. Soc., 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


Detecting Changes in Slope with an L0 Penalty
Paul Fearnhead, Robert Maidstone, Adam Letchford - Journal of Computational and Graphical Statistics, August 2018

Efficiency of Change Point Tests in High Dimensional Settings
John A.D. Aston, Claudia Kirch - June 2016


Related Background



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)