Professor Paul Fearnhead

Distinguished Professor of Statistics

Research Interests

  • Bayesian & Computational statistics
  • Anomaly and Change Detection
  • Continuous-time Monte Carlo methods

Selected Publications

Fast Online Changepoint Detection via Functional Pruning CUSUM statistics
Romano, G., Eckley, I., Fearnhead, P., Rigaill, G. 15/10/2021 In:
Journal article

The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
Bierkens, J., Fearnhead, P., Roberts, G. 13/02/2019 In: Annals of Statistics. 47, 3, p. 1288-1320. 33 p.
Journal article

Optimal detection of changepoints with a linear computational cost
Killick, R., Fearnhead, P., Eckley, I. 17/10/2012 In: Journal of the American Statistical Association. 107, 500, p. 1590-1598. 9 p.
Journal 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 (Statistical Methodology). 74, 3, p. 419-474. 56 p.
Journal article

  • Bayesian and Computational Statistics
  • DSI - Foundations
  • STOR-i Centre for Doctoral Training