STATSCALE RECENT PUBLICATIONS
2022
The Projected Covariance Measure for Assumption-Lean Variable Significance Testing
Anton Rask Lundborg, Ilmun Kim, Rajen D. Shah, Richard J. Samworth (2022)
Nonparametric, Tuning-Free Estimation of S-Shaped Functions
Oliver Y. Feng, Yining Chen, Qiyang Han, Raymond J. Carroll and Richard J. Samworth (2022) -
J. Roy. Statist. Soc., Ser. B, 84, 1324-1352.
Structure Learning for Directed Trees
Martin Emile Jakobsen, Rajen D. Shah, Peter Bühlmann and Jonas Peters (2022) JMLR
Edward Austin, Gaetano Romano, Idris A. Eckley, Paul Fearnhead (2022) - Computational Statistics & Data Analysis, Volume 177, January 2023, 107551
Optimal Nonparametric Testing of Missing Completely At Random, and its Connections to Compatibility
Thomas B. Berrett and Richard J. Samworth (May 2022)
High-Dimensional Principal Component Analysis with Heterogeneous Missingness
Ziwei Zhu, Tengyao Wang, Richard J. Samworth (2022) -J. Roy. Statist. Soc., Ser. B, 84, 2000-2031.
A Unifying Tutorial on Approximate Message Passing
Oliver Y. Feng, Ramji Venkataramanan, Cynthia Rush and Richard J. Samworth (2022+), Foundations and Trends in Machine Learning, 15, 335-536
High-Dimensional Principal Component Analysis with Heterogeneous Missingness
Ziwei Zhu, Tengyao Wang. and Richard J. Samworth (2022+) J. Roy. Statist. Soc., Ser. B, to appear.
High-Dimensional Changepoint Estimation with Heterogeneous Missingness
Bertille Follaine, Tengyao Wang and Richard J. Samworth (2022) J. Roy. Statist. Soc., Ser. B, 84, 1023-1055.
High-Dimensional Regression with Potential Prior Information on Variable Importance
Benjamin G. Stokell and Rajen D. Shah (2022) Statistics and Computing, to appear
High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modelling
Haeran Cho, Hyeyoung Maeng, Idris A. Eckley, Paul Fearnhead (April,2022)
Collective Anomaly Detection in High-Dimensional VAR Models
Hyeyoung Maeng, Idris A. Eckley and Paul Fearnhead (May, 2022) Statistica Sinica Preprint No: SS- 2021-0181
Limit Laws for Empirical Optimal Solutions in Random Linear Programs
Marcel Klatt, Axel Munk and Yoav Zemel (2022) Annals of Operations Research, in press
Double-Estimation-Friendly Inference for High-Dimensional Misspecified Models
Rajen D. Shah and Peter Bühlmann (2022) Statistical Science, to appear
High-Dimensional, Multiscale Online Changepoint Detection
Yudong Chen, Tengyao Wang and Richard J. Samworth (2022) J. Roy. Statist. Soc., Ser. B, 84, 234-266.
The accompanying R package ocd is available from CRAN.
Isotonic Regression with Unknown Permutations: Statistics, Computation, and Adaptation
Ashwin Pananjady and Richard J. Samworth (2022) Ann.Statist., 50, 324-350
2021
Conditional Independence Testing in Hilbert Spaces with Applications to Functional Data Analysis
Anton Rask Lundborg, Rajen D. Shah and Jonas Peters (2021) J. Roy. Statist. Soc., Ser. B., to appear
Cross-validation for Change-Point Regression: Pitfalls and Solutions
Florian Pein and Rajen D. Shah (2021) Preprint
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
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
Henry W. J. Reeve, Timothy I. Cannings and Richard J. Samworth (2021) Ann. Statist., 49, 3618-3649.
A New Computational Framework for Log-Concave Density Estimation
Wenyu Chen, Rahul Mazumder and Richard J. Samworth (2021) Preprint
Henry W. J. Reeve, Timothy I. Cannings and Richard J. Samworth (2021) Preprint
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)
Optimal Rates for Independence Testing via U-Statistic Permutation Tests
Thomas B. Berrett, Ioannis Kontoyiannis and Richard J. Samworth (2021) Ann. Statist., 49, 2457-2490
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)
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
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)
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, 106, 547-566
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) J. Roy. Statist. Soc., Ser. B, 80, 57-83
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
DeCAFS: Detecting Changes in Autocorrelated and Fluctuating Signals
Gaetano Romano, Guillem Rigaill, Vincent Runge, Paul Fearnhead (2022)
FOCuS: Fast Online Changepoint Detection via Functional Pruning CUSUM statistics
Gaetano Romano, Idris Eckley, Paul Fearnhead, Guillem Rigaill (2022)
R package available here
crossvalidationCP: Cross-Validation for Change-Point Regression
Florian Pein (2021)
R package available here, December 2021
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)