Over the past years, I focused on changepoint detection via fast dynamical programming algorithms. Lately, I have been looking at online changepoint and anomaly detection algorithms. I am also interested in producing scalable techniques robust to those scenarios where the usual normality assumptions fall. Additionally, my interests span from modeling in general to other topics in data science, such as machine learning, and MCMC.

Publications

Published

Online non-parametric changepoint detection with application to monitoring operational performance of network devices
E Austin, G Romano, IA Eckley, P Fearnhead - Computational Statistics & Data Analysis, In Press (2022)

Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise
G Romano, G Rigaill, V Runge, P Fearnhead - Journal of the American Statistical Association, In Press (2021)

Changes in microbial utilisation and fate of soil carbon following the addition of different fractions of anaerobic digestate to soils

M Cattin, K Semple, M Stutter, G Romano, A Lag Brotons, C Parry, B Surridge - European Journal of Soil Science (2021)

Pre-prints

Fast Online Changepoint Detection via Functional Pruning CUSUM statistics

G Romano, IA Eckley, P Fearnhead, G Rigaill (2021)

gfpop: an R Package for Univariate Graph-Constrained Change-point Detection

V Runge, T D Hocking, G Romano, F Afghah, P Fearnhead, G Rigaill, (2020)

Software

Conferences, Workshop and Events

Contributed

IMS Annual Meeting, London (27-30 June 2022)

FOCuS: Online Changepoint Detection via Functional Pruning CUSUM Statistics.

ISNPS2022, Paphos (20-24 June 2022)

NP-FOCuS: a Nonparametric Approach for Online Changepoint Detection.

EcoSta 2021 - Virtual Conference (24-26 Jun 2021)

Online changepoint detection with a constant per-iteration computational cost.

StatScale Workshop - Virtual Workshop (22-23 Apr 2021)

FOCuS: A CUSUM statistics for fast online changepoint detection.

CFE-CMStatistics - London (14-16 Dec 2019)

Detecting Abrupt Changes in Correlated Time-Series.

Attended

Changepoint and anomaly detection in big data settings - Paris

13-14 Nov 2019

APTS modules in Durham (8-12 Jul 2019)

Modules on Computer Intensive Statistics and on High-dimensional Statistics

APTS modules in Cambridge (10-14 Dec 2018)

Modules in Statistical Inference and Statistical Computing