Professor Paul Fearnhead

Professor Paul Fearnhead

Professor

Fylde College
Lancaster University
Bailrigg
Lancaster
United Kingdom
LA1 4YF

+44 (0)1524 594145

Research Interests

  • Computational statistics
  • Population genetics
  • Sequential Monte Carlo methods

Selected Publications

Optimal detection of changepoints with a linear computational cost

Killick, R., Fearnhead, P. & Eckley, I. 2012 In : Journal of the American Statistical Association. 107, 500, p. 1590-1598 9 p.

Research output: Contribution to journalJournal article

Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation (with Discussion)

Fearnhead, P. & Prangle, D. 06/2012 In : Journal of the Royal Statistical Society, Series B. 74, 3, p. 419-474 56 p.

Research output: Contribution to journalJournal article

Paul Fearnhead's Publications

2014

Sequential Monte Carlo methods for state and parameter estimation in abruptly changing environments

Nemeth, C., Fearnhead, P. & Mihaylova, L. 1/03/2014 In : IEEE Transactions on Signal Processing. 62, 5, p. 1245-1255 11 p.

Research output: Contribution to journalJournal article

Inference for reaction networks using the linear noise approximation

Fearnhead, P., Giagos, V. & Sherlock, C. 2014 In : Biometrics. 70, p. 457-466 10 p.

Research output: Contribution to journalJournal article

Particle learning approach to Bayesian model selection: an application from neurology

Taylor, S., Ridall, G., Sherlock, C. & Fearnhead, P. 2014 The contribution of young researchers to Bayesian statistics: Proceedings of BAYSM2013. Lanzarone, E. & Leva, F. (eds.). Springer, p. 165-167 3 p. (Springer Proceedings in Mathematics and Statistics; vol. 63)

Research output: Contribution in Book/Report/ProceedingsChapter

2013

Bayesian sequential experimental design for binary response data with application to electromyographic experiments

Azadi, N. A., Fearnhead, P., Ridall, G. & Blok, J. H. 7/10/2013 In : Bayesian Analysis. 14 p.

Research output: Contribution to journalJournal article

An adaptive sequential Monte Carlo sampler

Fearnhead, P. & Taylor, B. M. 2013 In : Bayesian Analysis. 8, 2, p. 411-438 28 p.

Research output: Contribution to journalJournal article

2012

Bearings-Only Tracking with Particle Filtering for Joint Parameter Learning and State Estimation

Fearnhead, P., Mihaylova, L., Vorley, D. & Nemeth, C. 7/07/2012 Information Fusion (FUSION), 2012 15th International Conference on. IEEE, p. 824-831 8 p.

Research output: Contribution in Book/Report/ProceedingsPaper

Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation (with Discussion)

Fearnhead, P. & Prangle, D. 06/2012 In : Journal of the Royal Statistical Society, Series B. 74, 3, p. 419-474 56 p.

Research output: Contribution to journalJournal article

Estimating the Relative Roles of Recombination and Point Mutation in the Generation of Single Locus Variants in Campylobacter jejuni and Campylobacter coli

Yu, S., Fearnhead, P., Holland, B. R., Biggs, P., Maiden, M. & French, N. 06/2012 In : Journal of Molecular Evolution. 74, 5-6, p. 273-280 8 p.

Research output: Contribution to journalJournal article

Particle Learning Methods for State and Parameter Estimation

Nemeth, C., Fearnhead, P., Mihaylova, L. & Vorley, D. 15/05/2012 Data Fusion & Target Tracking Conference (DF&TT 2012): Algorithms & Applications, 9th IET. 6 p.

Research output: Contribution in Book/Report/ProceedingsPaper

Optimal detection of changepoints with a linear computational cost

Killick, R., Fearnhead, P. & Eckley, I. 2012 In : Journal of the American Statistical Association. 107, 500, p. 1590-1598 9 p.

Research output: Contribution to journalJournal article

2011

Whole-genome comparison of two Campylobacter jejuni isolates of the same sequence type reveals multiple loci of different ancestral lineage

Biggs, P., Fearnhead, P., Hotter, G., Mohan, V., Collins-Emerson, J., Kwan, E., Besser, T., Cookson, A., Carter, P. & French, N. 11/11/2011 In : PLoS ONE. 6, 11, e27121

Research output: Contribution to journalJournal article

Analysis of changepoint models.

Eckley, I. A., Fearnhead, P. & Killick, R. 08/2011 Bayesian time-series models. Barber, D., Cemgil, A. T. & Chiappa, S. (eds.). Cambridge: Cambridge University Press, p. 203-224

Research output: Contribution in Book/Report/ProceedingsChapter

MCMC for state-space models

Fearnhead, P. 17/05/2011 Handbook of Markov Chain Monte Carlo : methods and applications. Brooks, S., Gelman, A., Jones, G. & Meng , . X-L. (eds.). London: Chapman and Hall, p. 513-529 (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

Research output: Contribution in Book/Report/ProceedingsChapter

Efficient Bayesian analysis of multiple changepoint models with dependence across segments.

Fearnhead, P. & Liu, Z. 04/2011 In : Statistics and Computing. 21, 2, p. 217-229

Research output: Contribution to journalJournal article

Composite likelihood methods in statistical genetics

Larribe, F. & Fearnhead, P. 2011 In : Statistica Sinica. 21, p. 43-69 27 p.

Research output: Contribution to journalJournal article

On Estimating the Ability of NBA Players.

Fearnhead, P. & Taylor, B. M. 2011 In : Journal of Quantitative Analysis in Sports. 7, 3, 11

Research output: Contribution to journalJournal article

2010

Spatio-temporal epidemiology of Campylobacter jejuni enteritis, in an area of Northwest England, 2000-2002

Gabriel, E., Wilson, D., Leatherbarrow, A. J. H., Cheesbrough, J., Gee, S., Bolton, E., Fox, A., Fearnhead, P., Hart, C. A. & Diggle, P. J. 10/2010 In : Epidemiology and Infection. 138, 10, p. 1384-1390 7 p.

Research output: Contribution to journalJournal article

Random weight particle filtering of continuous-time processes.

Fearnhead, P., Papaspiliopoulos, O., Roberts, G. O. & Stuart, A. 09/2010 In : Journal of the Royal Statistical Society, Series B. 72, 4, p. 497-512 16 p.

Research output: Contribution to journalJournal article

A sequential smoothing algorithm with linear computational cost.

Fearnhead, P., Wyncoll, D. & Tawn, J. 06/2010 In : Biometrika. 97, 2, p. 447-464 18 p.

Research output: Contribution to journalJournal article

Calculating strength of schedule, and choosing teams for March Madness.

Fearnhead, P. & Taylor, B. M. 05/2010 In : The American Statistician. 64, 2, p. 108-115 8 p.

Research output: Contribution to journalJournal article

The random walk Metropolis : linking theory and practice through a case study.

Sherlock, C., Fearnhead, P. & Roberts, G. 05/2010 In : Statistical Science. 25, 2, p. 172-190 19 p.

Research output: Contribution to journalJournal article

2009

Bayesian Analysis of Isochores.

Fearnhead, P. & Vasilieou, D. 1/03/2009 In : Journal of the American Statistical Association. 485, p. 132-141 10 p.

Research output: Contribution to journalJournal article

Rapid Evolution and the Importance of Recombination to the Gastroenteric Pathogen Campylobacter jejuni

Wilson, D. J., Gabriel, E., Leatherbarrow, A. J. H., Cheesbrough, J., Gee, S., Bolton, E., Fox, A., Hart, C. A., Diggle, P. J. & Fearnhead, P. 02/2009 In : Molecular Biology and Evolution. 26, 2, p. 385-397 13 p.

Research output: Contribution to journalJournal article

2008

Particle filters for partially-observed diffusions.

Fearnhead, P., Papaspiliopoulos, O. & Roberts, G. O. 09/2008 In : Journal of the Royal Statistical Society, Series B. 70, 4, p. 755-777 23 p.

Research output: Contribution to journalJournal article

Tracing the Source of Campylobacteriosi.

Wilson, D. J., Gabriel, E., Leatherbarrow, A. J. H., Cheesbrough, J., Gee, S., Bolton, E., Fox, A., Fearnhead, P., Hart, C. A. & Diggle, P. J. 09/2008 In : PLOS Genetics. 4, 9, e1000203

Research output: Contribution to journalJournal article

Computational Methods for Complex Stochastic Systems: A Review of Some Alternatives to MCMC.

Fearnhead, P. 06/2008 In : Statistics and Computing. 18, 2, p. 151-171 21 p.

Research output: Contribution to journalJournal article

2007

On the Choice of Genetic Distance in Spatial-Genetic Studies.

Fearnhead, P. 09/2007 In : Genetics. 177, p. 427-434 8 p.

Research output: Contribution to journalJournal article

Postprocessing of Genealogical Trees.

Meligkotsidou, L. & Fearnhead, P. 09/2007 In : Genetics. 177, p. 347-358 12 p.

Research output: Contribution to journalJournal article

Genome-wide association study of prostate cancer identifies a second risk locus at 8q24.

Fearnhead, P. & 34 others Yeager, M., Orr, N., Hayes, R. B., Jacobs, K. B., Kraft, P., Wacholder, S., Minichiello, M. J., Kai, Y., Chatterjee, N., Zhaoming, W., Welch, R., Staats, B. J., Calle, E. E., Spencer-Fiegelsen, H., Thun, M. J., Rodriguez, C., Albanes, D., Virtamo, J., Weinstein, S., Schumacher, F. R., Giovannucci, E., Willett, W. C., Cancel-Tassin, G., Cussenot, O., Valeri, A., Andriole, G. L., Gelmann, E. P., Tucker, M., Gerhard, D. S., Fraumeni, J. F., Hoover, R., Hunter, D. J., Chanock, S. J. & Thomas, G. 05/2007 In : Nature Genetics. 39, 5, p. 645-649 5 p.

Research output: Contribution to journalJournal article

Filtering Methods for Mixture Models .

Fearnhead, P. & Meligkotsidou, L. 2007 In : Journal of Computational and Graphical Statistics. 16, 3, p. 586-607 22 p.

Research output: Contribution to journalJournal article

Online Inference for Multiple Changepoint Problems.

Fearnhead, P. & Liu, Z. 2007 In : Journal of the Royal Statistical Society: Series B. 69, 4, p. 589-605 17 p.

Research output: Contribution to journalJournal article

2006

sequenceLDhot: Detecting Recombination Hotspots.

Fearnhead, P. 12/2006 In : Bioinformatics. 22, 24, p. 3061-3066 6 p.

Research output: Contribution to journalJournal article

Perfect Simulation From Nonneutral Population Genetic Models: Variable Population Size and Population Subdivision.

Fearnhead, P. 11/2006 In : Genetics. 174, p. 1397-1406 10 p.

Research output: Contribution to journalJournal article

The stationary distribution of allele frequencies when selection acts at unlinked loci.

Fearnhead, P. 11/2006 In : Theoretical Population Biology. 70, 3, p. 376-386 11 p.

Research output: Contribution to journalJournal article

Exact and efficient Bayesian inference for multiple changepoint problems.

Fearnhead, P. 06/2006 In : Statistics and Computing. 16, 2, p. 203-213 11 p.

Research output: Contribution to journalJournal article

Observed diffusion processes (with discussion).

Beskos, A., Papaspiliopoulos, O., Roberts, G. O. & Fearnhead, P. 06/2006 In : Journal of the Royal Statistical Society, Series B. 68, 3, p. 333-382 50 p.

Research output: Contribution to journalJournal article

An exact Gibbs sampler for the Markov Modulated Poisson Process.

Fearnhead, P. & Sherlock, C. 2006 In : Journal of the Royal Statistical Society Series B. 68, 5, p. 767-784 18 p.

Research output: Contribution to journalJournal article

2005

Maximum likelihood estimation of coalesce times in genealogical trees.

Meligkotsidou, L. & Fearnhead, P. 1/12/2005 In : Genetics. 171, 4, p. 2073-2084 12 p.

Research output: Contribution to journalJournal article

Using Random Quasi-Monte-Carlo Within Particle Filters, With Application to Financial Time Series.

Fearnhead, P. 12/2005 In : Journal of Computational and Graphical Statistics. 14, 4, p. 751-769 19 p.

Research output: Contribution to journalJournal article

Analysis of Recombination in Campylobacterjejuni from MLST Population Data.

Fearnhead, P., Smith, N. G. C., Barrigas, M., Fox, A. & French, N. 09/2005 In : Journal of Molecular Evolution. 61, 3, p. 333-340 8 p.

Research output: Contribution to journalJournal article

Spatial epidemiology and natural population structure of Campylobacter jejuni colonizing a farmland ecosystem.

French, N., Barrigas, M., Brown, P., Ribiero, P., Williams, N., Leatherbarrow, H., Birtles, R., Bolton, E., Fearnhead, P. & Fox, A. 08/2005 In : Environmental Microbiology. 7, 8, p. 1116-1126 11 p.

Research output: Contribution to journalJournal article

Exact Bayesian curve fitting and signal segmentation.

Fearnhead, P. 06/2005 In : IEEE Transactions on Signal Processing. 53, 6, p. 2160-2166 7 p.

Research output: Contribution to journalJournal article

Direct simulation for discrete mixture distributions.

Fearnhead, P. 04/2005 In : Statistics and Computing. 15, 2, p. 125-133 9 p.

Research output: Contribution to journalJournal article

A Comparison of Three Estimators of the Population-Scaled Recombination Rate: Accuracy and Robustness.

Smith, N. G. C. & Fearnhead, P. 2005 In : Genetics. 171, p. 2051-2062 12 p.

Research output: Contribution to journalJournal article

A novel method with improved power to detect recombination hotspots from polymorphism data reveals multiple hotspots in human genes.

Fearnhead, P. & Smith, N. G. C. 2005 In : American Journal of Human Genetics. 77, 5, p. 781-794 14 p.

Research output: Contribution to journalJournal article

2004

A second order approximation to the log-likelihood surface for mixture models, with application to the EM algorithm.

Fearnhead, P. 1/09/2004 In : Journal of Computational & Graphical Statistics. 13, 3, p. 739-750 12 p.

Research output: Contribution to journalJournal article

Application of Coalescent Methods to Reveal Fine-Scale Rate Variation and Recombination Hotspots.

Fearnhead, P., Harding, R. M., Schneider, J. A., Myers, S. & Donnelly, P. 08/2004 In : Genetics. 167, 4, p. 2067-2081 15 p.

Research output: Contribution to journalJournal article

Exact filtering for partially-oberved continuous-time models.

Fearnhead, P. & Meligkotsidou, L. 08/2004 In : Journal of the Royal Statistical Society: Series B. 66, 3, p. 771-789 19 p.

Research output: Contribution to journalJournal article

Filtering recursions for calculating likelihoods for queues based on inter-departure time data.

Fearnhead, P. 08/2004 In : Statistics and Computing. 14, 3, p. 261-266 6 p.

Research output: Contribution to journalJournal article

Particle filters for mixture models with an unknown number of components.

Fearnhead, P. 01/2004 In : Statistics and Computing. 14, 1, p. 11-21 11 p.

Research output: Contribution to journalJournal article

2003

On-Line Inference for Hidden Markov Models via Particle Filters.

Fearnhead, P. & Clifford, P. 11/2003 In : Journal of the Royal Statistical Society. Series B (Statistical Methodology). 65, 4, p. 887-899 13 p.

Research output: Contribution to journalJournal article

Consistency of estimators of the population-scaled recombination rate.

Fearnhead, P. 08/2003 In : Theoretical Population Biology. 64, 1, p. 67-79 13 p.

Research output: Contribution to journalJournal article

Haplotypes: the joint distribution of alleles at linked loci.

Fearnhead, P. 06/2003 In : Journal of Applied Probability. 40, 2, p. 505-512 8 p.

Research output: Contribution to journalJournal article

Ancestral processes for non-neutral models of complex diseases.

Fearnhead, P. 03/2003 In : Theoretical Population Biology. 63, 2, p. 115-130 16 p.

Research output: Contribution to journalJournal article

2002

MCMC, sufficient statistics and particle filters.

Fearnhead, P. 1/12/2002 In : Journal of Computational and Graphical Statistics. 11, 4, p. 848-862 15 p.

Research output: Contribution to journalJournal article

Approximate likelihood methods for estimating local recombination rates (with discussion).

Fearnhead, P. & Donnelly, P. 10/2002 In : Journal of the Royal Statistical Society Series B (Statistical Methodology). 64, 4, p. 657-680 24 p.

Research output: Contribution to journalJournal article

A coalescent-based method for detecting and estimating recombination from gene sequences.

McVean, G., Awadalla, P. & Fearnhead, P. 03/2002 In : Genetics. 160, 3, p. 1231-1241 11 p.

Research output: Contribution to journalJournal article

The common ancestor at a non-neutral locus.

Fearnhead, P. 2002 In : Journal of Applied Probability. 39, 1, p. 38-54 17 p.

Research output: Contribution to journalJournal article

2001

Estimating recombination rates from population genetic data.

Fearnhead, P. & Donnelly, P. 11/2001 In : Genetics. 159, 3, p. 1299-1318 20 p.

Research output: Contribution to journalJournal article

Perfect simulation of population genetic models with selection.

Fearnhead, P. 2001 In : Theoretical Population Biology. 59, 4, p. 263-279 17 p.

Research output: Contribution to journalJournal article

1999

An improved particle filter for non-linear problems

Carpenter, J., Clifford, P. & Fearnhead, P. 02/1999 In : IEE Proceedings - Radar, Sonar and Navigation. 146, 1, p. 2-7

Research output: Contribution to journalJournal article