Publications
StatScale Publications
Modelling High-Dimensional Categorical Data Using Nonconvex Fusion Penalties
Benjamin G. Stokell, Rajen D. Shah, Ryan 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 Janková, Rajen D. Shah, Peter 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
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)
