##### STATSCALE RECENT PUBLICATIONS

2021

Analysis of Patchclamp Recordings: Model-Free Multiscale Methods and Software

Florian Pein, Benjamin Eltzner, Axel Munk - European Biophysics Journal (April, 2021)

A Wavelet-based Approach for Imputation in Nonstationary Multivariate Time Series

Rebecca E. Wilson, Idris A. Eckley, Matthew A. Nunes, Timothy Park - (Feb 2021)

Conditional Independence Testing in Hilbert Spaces with Applications to Functional Data Analysis

Anton Rask Lundborg, Rajen D. Shah, and Jonas Peters (2021) Preprint

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

A Computationally Efficient, High-Dimensional Multiple Changepoint Procedure with Application to Global Terrorism Incidence

Samuel O. Tickle, Idris A. Eckley, Paul Fearnhead

anomaly: Detection of Anomalous Structure in Time Series Data

Alexander T. M. Fisch, Daniel Grose, Idris A. Eckley, Paul Fearnhead, Lawrence Bardwell - (Oct 2020)

Martin Tveten, Idris A. Eckley, Paul Fearnhead - (Oct 2020)

Innovative And Additive Outlier Robust Kalman Filtering With A Robust Particle Filter

Alexander T. M. Fisch, Idris A. Eckley, Paul Fearnhead - (July 2020)

Fast Nonconvex Deconvolution of Calcium Imaging Data

Sean Jewell, Toby Dylan Hocking, Paul Fearnhead, Daniela Witten - Biostatistics 21 (4), 709-726(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)

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)

BayesProject: Fast computation of a projection direction for multivariate changepoint detection

Georg Hahn, Paul Fearnhead, Idris A. Eckley - Statistics and Computing 30 (6), 1691-1705

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

Parallelisation of a Common Changepoint Detection Method

Samuel O. Tickle, Idris A. Eckley, Paul Fearnhead, Kaylea Haynes (Oct 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 T. M. 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)