STATSCALE RECENT PUBLICATIONS

2021

Nonparametric, Tuning-Free Estimation of S-Shaped Functions

Oliver Y. Feng, Yining Chen, Qiyang Han, Raymond J. Carroll and Richard J. Samworth (2021)

J. Roy. Statist. Soc., Ser. B, to appear

Adaptation in Multivariate Log-Concave Density Estimation

Oliver Y. Feng, Adityanand Guntuboyina; Arlene K. H. Kim and Richard J. Samworth (2021) Ann. Statist., 49, 129-153

Bounding Distributional Errors via Density Ratios

Lutz Dümbgen, Richard J. Samworth and Jon Wellner (2021) Bernoulli, 27, 818-852

Local Continuity of Log-Concave Projection, with Applications to Estimation Under Model Misspecification

Rina Foygel Barber and Richard J. Samworth -  (2021) Bernoulli, 27, 2437-2472


High-Dimensional Nonparametric Density Estimation via Symmetry and Shape Constraints

Min Xu and Richard J. Samworth (2021) Ann. Statist., 49, 650-672

Minimax Rates in Sparse, High-Dimensional Changepoint Detection

Haoyang Liu, Chao Gao and Richard J. Samworth (2021) Ann. Statist., 49, 1081-1112

Adaptive Transfer Learning

Henry W. J. Reeve, Timothy I. Cannings and Richard J. Samworth (2021+) Ann. Statist., to appear

Isotonic Regression with Unknown Permutations: Statistics, Computation, and Adaptation

Ashwin Pananjady and Richard J. Samworth (2021+) Ann. Statist., to appear

A Unifying Tutorial on Approximate Message Passing

Oliver Y. Feng, Ramji Venkataramanan, Cynthia Rush and Richard J. Samworth (2021) Preprint

A New Computational Framework for Log-Concave Density Estimation

Wenyu Chen, Rahul Mazumder and Richard J. Samworth (2021) Preprint

High-Dimensional Changepoint Estimation with Heterogeneous Missingness

Bertille Follaine, Tengyao Wang and Richard J. Samworth (2021) Preprint

Optimal Subgroup Selection

Henry W. J. Reeve, Timothy I. Cannings and Richard J. Samworth (2021) Preprint

Collective Anomaly Detection in High-Dimensional VAR Models

Hyeyoung Maeng, Idris A. Eckley and Paul Fearnhead (May, 2021)

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

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

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

Rebecca E. Wilson, Idris A. Eckley, Matthew A. Nunes and 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

Optimal Rates for Independence Testing via U-Statistic Permutation Tests

Thomas B. Berrett, Ioannis Kontoyiannis and Richard J. Samworth (2021+) Ann. Statist., to appear  

High-Dimensional, Multiscale Online Changepoint Detection

Yudong Chen, Tengyao Wang and Richard J. Samworth (2021+) Roy. Statist. Soc., Ser. B, to appear

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 and Paul Fearnhead

anomaly: Detection of Anomalous Structure in Time Series Data

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

Scalable changepoint and anomaly detection in cross-correlated data with an application to condition monitoring

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

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

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

Fast Nonconvex Deconvolution of Calcium Imaging Data

Sean Jewell, Toby Dylan Hocking, Paul Fearnhead and Daniela Witten (2020) Biostatistics 21 (4), 709-726

Sparse Principal Component Analysis via Axis-Aligned Random Projections

Milana Gataric, Tengyao Wang and Richard J. Samworth (2020) J. Roy. Statist. Soc., Ser B, 82, 329-359


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

Jana Janková, Rajen D. Shah, Peter Bühlmann and Richard J. Samworth (2020) J. Roy. Statist. Soc., Ser. B, 82, 773-795 

Heterogeneous Idealization of Ion Channel Recordings – Open Channel Noise

Florian Pein, Annika Bartsch, Claudia Steinem and Axel Munk (Oct 2020) IEEE

Local Nearest Neighbour Classification with Applications to Semi-Supervised Learning

Timothy I. Cannings, Thomas B. Berrett and Richard J. Samworth (2020) Ann. Statist., 48, 1789-1814

A Novel Change Point Approach for the Detection of Gas Emission Sources Using Remotely Contained Concentration Data

Idris Eckley, Claudia Kirch and Silke Weber (2020) Annals of Applied Statistics (to appear)

Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise

Gaetano Romano, Guillem Rigaill, Vincent Runge and Paul Fearnhead (2020)

Relating and Comparing Methods for Detecting Changes in Mean

Paul Fearnhead and Guillem Rigaill (2020) Stat, e291

gfpop: an R Package for Univariate Graph-Constrained Change-Point Detection

Vincent Runge, Toby Dylan Hocking, Gaetano Romano, Fatemeh Afghah, Paul Fearnhead and Guillem Rigaill (2020)

Constrained Dynamic Programming and Supervised Penalty Learning Algorithms for Peak Detection in Genomic Data

Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead and Guillaume Bourque (2020) Journal of Machine Learning Research (to appear)

Modelling High-Dimensional Categorical Data Using Nonconvex Fusion Penalties

Benjamin G. Stokell, Rajen D. Shah and Ryan J. Tibshirani (2020) Preprint

Parallelisation of a Common Changepoint Detection Method

Samuel O. Tickle, Idris A. Eckley, Paul Fearnhead and Kaylea Haynes (2020) Journal of Computational and Graphical Statistics, Volume 29, pages 149-161

The Conditional Permutation Test for Independence While Controlling for Confounders

Thomas B. Berrett, Yi Wang, Rina Foygel Barber and Richard J. Samworth (2020) J. Roy. Statist. Soc., Ser B, 82, 175-197

 

2019

Nonparametric Independence Testing via Mutual Information

Thomas B. Berrett and Richard J. Samworth (2019) Biometrika

The accompanying R package IndepTest is available from CRAN

Testing for a Change in Mean After Changepoint Detection

Sean Jewell, Paul Fearnhead and Daniela Witten (2019)

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

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

Changepoint Detection in the Presence of Outliers

Paul Fearnhead and Guillem Rigaill (2019) Journal of the American Statistical Association, volume 114 pages 169-183

Detecting Changes in Slope with an L0 Penalty

Paul Fearnhead, Robert Maidstone and Adam Letchford (2019) Journal of Computational and Graphical Statistics, volume 28 pages 265-275

Most Recent Changepoint Detection in Panel Data

Lawrence Bardwell, Idris A. Eckley, Paul Fearnhead, Simon Smith and Martin Spott (2019) Technometrics, 61, 88-98

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

Georg Hahn, Paul Fearnhead and Idris A. Eckley (2019) Statistics and Computing 30 (6), 1691-1705

High-Dimensional Principal Component Analysis with Heterogeneous Missingness

Ziwei Zhu, Tengyao Wang and Richard J. Samworth (2019)

Subset Multivariate Collective And Point Anomaly Detection

Alexander T. M. Fisch, Idris A. Eckley and Paul Fearnhead (September 2019)

The Hardness of Conditional Independence and the Generalised Covariance Measure

Rajen D. Shah and Jonas Peters (2019) Annals of Statistics

Efficient Two-Sample Functional Estimation and the Super-Oracle Phenomenon

Thomas B. Berrett and Richard J. Samworth (2019)

2016-2018

Parallelisation of a Common Changepoint Detection Method

Samuel O. Tickle, Idris A. Eckley, Paul Fearnhead and Kaylea Haynes (Oct 2018)

A Test for the Absence of Aliasing in Locally Stationary Wavelet Time Series

​Idris A. Eckley and G. P. Nason (2018) Biometrika, 105, 833-848

The XYZ Algorithm for Fast Interaction Search in High-Dimensional Data

Gian-Andrea Thanei, Nicolai Meinshausen and Rajen D. Shah (August 2018) JMLR

A Linear Time Method for the Detection of Point and Collective Anomalies

Alexander Fisch, Idris Eckley and Paul Fearnhead (June 2018) Preprint

On b-bit min-wise Hashing for Large-Scale Regression and Classification with Sparse Data

Rajen D. Shah and Nicolai Meinshausen (April 2018) JMLR

High-Dimension Changepoint  Estimation via Sparse Projection

Tengyao Wang and Richard J. Samworth (January 2018) Royal Statistical Society, Ser. B, 80, 57-83

Nonparametric Independence Testing via Mutual Information

Thomas B. Berrett and Richard J. Samworth (November 2017) Preprint


A Log-linear Time Algorithm for Constrained Changepoint Detection

Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead and Guillaume Bourque (March 2017)

Efficiency of Change Point Tests in High Dimensional Settings
John A.D. Aston and Claudia Kirch (June 2016)

 

SOFTWARE PUBLICATIONS

CatReg: Solution Paths for Linear and Logistic Regression Models with SCOPE Penalty

Benjamin Stokell, Daniel Grose and 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 and Paul Fearnhead (2020)

R package available here, July 2020

changepoint.mv: Changepoint Analysis for Multivariate Time Series

Lawrence Bardwell, Idris Eckley, Paul Fearnhead and Daniel Grose (2018)

R package available here, November 2018

IndepTest: Nonparametric Independence Tests Based on Entropy Estimation

Thomas B. Berrett, Daniel Grose and  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)