Professor Paul Fearnhead

Professor

Research Interests

  • Computational statistics
  • Population genetics
  • Sequential Monte Carlo methods

Estimating the relative rate of recombination to mutation in bacteria from single-locus variants using composite likelihood methods
Fearnhead, P., Yu, S., Biggs, P., Holland, B., French, N. 5/11/2014 In: arxiv.org.
Journal article

On optimal multiple changepoint algorithms for large data
Maidstone, R., Hocking, T., Rigaill, G., Fearnhead, P. 5/09/2014 In: arxiv.org.
Journal article

Augmentation schemes for particle MCMC
Fearnhead, P., Meligkotsidou, L. 29/08/2014 In: arxiv.org.
Journal article

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.
Journal article

Particle Metropolis adjusted Langevin algorithms for state space models
Nemeth, C., Fearnhead, P. 4/02/2014 In: arxiv.org.
Journal article

Semi-automatic selection of summary statistics for ABC model choice
Prangle, D., Fearnhead, P., Cox, M., Biggs, P., French, N. 02/2014 In: Statistical Applications in Genetics and Molecular Biology. 13, 1, p. 67-82. 15 p.
Journal article

Bayesian sequential experimental design for binary response data with application to electromyographic experiments
Azadi, N.A., Fearnhead, P., Ridall, G., Blok, J.H. 2014 In: Bayesian Analysis. 14 p.
Journal article

Classification of non‐stationary time series
Krzemieniewska, K., Eckley, I., Fearnhead, P. 2014 In: Stat. 3, 1, p. 144-157. 13 p.
Journal 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.
Journal article

Particle learning approach to Bayesian model selection: an application from neurology
Taylor, S., Ridall, G., Sherlock, C., Fearnhead, P. 2014 In: The contribution of young researchers to Bayesian statistics. Springer p. 165-167. 3 p. ISBN: 9783319020839. Electronic ISBN: 9783319020846.
Chapter

Markov chain Monte Carlo for exact inference for diffusions
Sermaidis, G., Papaspiliopoulos, O., Roberts, G., Beskos, A., Fearnhead, P. 06/2013 In: Scandinavian Journal of Statistics. 40, 2, p. 294-321. 27 p.
Journal article

An adaptive sequential Monte Carlo sampler
Fearnhead, P., Taylor, B.M. 2013 In: Bayesian Analysis. 8, 2, p. 411-438. 28 p.
Journal article

Bearings-Only Tracking with Particle Filtering for Joint Parameter Learning and State Estimation
Fearnhead, P., Mihaylova, L., Vorley, D., Nemeth, C. 7/07/2012 In: Information Fusion (FUSION), 2012 15th International Conference on. IEEE p. 824-831. 8 p.
Paper

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 (Statistical Methodology). 74, 3, p. 419-474. 56 p.
Journal 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.
Journal article

Particle Learning Methods for State and Parameter Estimation
Nemeth, C., Fearnhead, P., Mihaylova, L., Vorley, D. 15/05/2012 In: Data Fusion & Target Tracking Conference (DF&TT 2012): Algorithms & Applications, 9th IET. 6 p.
Paper

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.
Journal article

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
Journal article

Analysis of changepoint models.
Eckley, I.A., Fearnhead, P., Killick, R. 08/2011 In: Bayesian time-series models. Cambridge : Cambridge University Press p. 203-224. ISBN: 9780521196765.
Chapter

MCMC for state-space models
Fearnhead, P. 17/05/2011 In: Handbook of Markov Chain Monte Carlo . London : Chapman and Hall p. 513-529. ISBN: 978-1420079418.
Chapter

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.
Journal article

Composite likelihood methods in statistical genetics
Larribe, F., Fearnhead, P. 2011 In: Statistica Sinica. 21, p. 43-69. 27 p.
Journal article

On Estimating the Ability of NBA Players.
Fearnhead, P., Taylor, B.M. 2011 In: Journal of Quantitative Analysis in Sports. 7, 3
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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.
Journal 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 (Statistical Methodology). 72, 4, p. 497-512. 16 p.
Journal 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.
Journal 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.
Journal 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.
Journal article

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

Particle filters for partially-observed diffusions.
Fearnhead, P., Papaspiliopoulos, O., Roberts, G.O. 09/2008 In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 70, 4, p. 755-777. 23 p.
Journal 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
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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.
Journal article

On the Choice of Genetic Distance in Spatial-Genetic Studies.
Fearnhead, P. 09/2007 In: Genetics. 177, p. 427-434. 8 p.
Journal article

Postprocessing of Genealogical Trees.
Meligkotsidou, L., Fearnhead, P. 09/2007 In: Genetics. 177, p. 347-358. 12 p.
Journal article

Genome-wide association study of prostate cancer identifies a second risk locus at 8q24.
Yeager, M., Orr, N., Hayes, R.B., Jacobs, K.B., Kraft, P., Wacholder, S., Minichiello, M.J., Fearnhead, P., 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.
Journal 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.
Journal article

Online Inference for Multiple Changepoint Problems.
Fearnhead, P., Liu, Z. 2007 In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 69, 4, p. 589-605. 17 p.
Journal article

sequenceLDhot: Detecting Recombination Hotspots.
Fearnhead, P. 12/2006 In: Bioinformatics. 22, 24, p. 3061-3066. 6 p.
Journal 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.
Journal 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.
Journal 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.
Journal 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 (Statistical Methodology). 68, 3, p. 333-382. 50 p.
Journal 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 (Statistical Methodology). 68, 5, p. 767-784. 18 p.
Journal article

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.
Journal 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.
Journal 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.
Journal 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.
Journal 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.
Journal article

Direct simulation for discrete mixture distributions.
Fearnhead, P. 04/2005 In: Statistics and Computing. 15, 2, p. 125-133. 9 p.
Journal 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.
Journal 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.
Journal article

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.
Journal 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.
Journal article

Exact filtering for partially-oberved continuous-time models.
Fearnhead, P., Meligkotsidou, L. 08/2004 In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 66, 3, p. 771-789. 19 p.
Journal 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.
Journal 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.
Journal article

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.
Journal 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.
Journal 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.
Journal 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.
Journal article

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.
Journal 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.
Journal 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.
Journal article

The common ancestor at a non-neutral locus.
Fearnhead, P. 2002 In: Journal of Applied Probability. 39, 1, p. 38-54. 17 p.
Journal article

Estimating recombination rates from population genetic data.
Fearnhead, P., Donnelly, P. 11/2001 In: Genetics. 159, 3, p. 1299-1318. 20 p.
Journal article

Perfect simulation of population genetic models with selection.
Fearnhead, P. 2001 In: Theoretical Population Biology. 59, 4, p. 263-279. 17 p.
Journal article

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.
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