Paul Fearnhead

Full Professor, Lancaster University

Joined

July 2019

Names

Paul Fearnhead

Emails

****@lancaster.ac.uk (Confirmed)

Personal Links

Career & Education History

Full Professor

Lancaster University (lancaster.ac.uk)

Present

Advisors, Relations & Conflicts

No relations added

Expertise

Bayesian Statistics

Present

Computational Statistics

Present

Changepoints

Present

Publications

Scalable Model-Based Clustering with Sequential Monte Carlo
Connie Trojan, Pavel Myshkov, Paul Fearnhead, James Hensman, Tom Minka, Christopher Nemeth
- AISTATS 2026 Poster
- Readers: Everyone
Online non-parametric changepoint detection with application to monitoring operational performance of network devices
Edward Austin, Gaetano Romano, Idris A. Eckley, Paul Fearnhead
- Published: 01 Jan 2023, Last Modified: 28 Apr 2023
- Comput. Stat. Data Anal. 2023
- Readers: Everyone
gfpop: An R Package for Univariate Graph-Constrained Change-Point Detection
Vincent Runge, Toby Dylan Hocking, Gaetano Romano, Fatemeh Afghah, Paul Fearnhead, Guillem Rigaill
- Published: 01 Jan 2023, Last Modified: 28 Apr 2023
- J. Stat. Softw. 2023
- Readers: Everyone
Automatic Change-Point Detection in Time Series via Deep Learning
Jie Li, Paul Fearnhead, Piotr Fryzlewicz, Tengyao Wang
- Published: 01 Jan 2022, Last Modified: 28 Apr 2023
- CoRR 2022
- Readers: Everyone
Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes
Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn
- Published: 01 Jan 2022, Last Modified: 28 Apr 2023
- Stat. Comput. 2022
- Readers: Everyone
Generalized Functional Pruning Optimal Partitioning (GFPOP) for Constrained Changepoint Detection in Genomic Data
Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead, Guillaume Bourque
- Published: 01 Jan 2022, Last Modified: 28 Apr 2023
- J. Stat. Softw. 2022
- Readers: Everyone
Innovative and Additive Outlier Robust Kalman Filtering With a Robust Particle Filter
Alexander Tristan Maximilian Fisch, Idris A. Eckley, Paul Fearnhead
- Published: 01 Jan 2022, Last Modified: 28 Apr 2023
- IEEE Trans. Signal Process. 2022
- Readers: Everyone
A linear time method for the detection of collective and point anomalies
Alexander Tristan Maximilian Fisch, Idris A. Eckley, Paul Fearnhead
- Published: 01 Jan 2022, Last Modified: 28 Apr 2023
- Stat. Anal. Data Min. 2022
- Readers: Everyone
Efficient computation of the the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes
Augustin Chevallier, Frédéric Cazals, Paul Fearnhead
- Published: 01 Jan 2022, Last Modified: 28 Apr 2023
- AISTATS 2022
- Readers: Everyone
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes
Augustin Chevallier, Frédéric Cazals, Paul Fearnhead
- Published: 01 Jan 2022, Last Modified: 28 Apr 2023
- CoRR 2022
- Readers: Everyone

View all 37 publications

Co-Authors

View all 45 co-authors