Professor Paul Fearnhead
Distinguished Professor of StatisticsResearch Interests
- Bayesian & Computational statistics
- Anomaly and Change Detection
- Continuous-time Monte Carlo methods
Research Overview
I work at the interface of Statistics and Computation: aiming to develop new statistical methods and algorithms that are fast computationally and efficient statistically.
Recent work has included introducing pruning ideas that substantially speed-up state-of-the-art algorithms for offline and online change detection; and working on a new paradigm for Monte Carlo methods in Bayesian statistics based on simulating continous-time Markov processes.
Additional Information
Away from work I play bridge (mainly online in Warwickshire and Oxfordshire) and chess for https://poultonchess.wordpress.com
Selected Publications
Bierkens, J., Fearnhead, P., Roberts, G. 13/02/2019 In: Annals of Statistics. 47, 3, p. 1288-1320. 33 p.
Journal article
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
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
All Publications
01/09/2024 → 31/08/2029
Research
01/04/2024 → 31/03/2025
Research
01/02/2024 → 31/01/2029
Research
11/10/2021 → 10/10/2024
Research
01/08/2020 → 31/03/2026
Research
01/10/2018 → 30/09/2024
Research
01/04/2018 → 31/07/2024
Research
01/06/2016 → 31/05/2023
Research
01/01/2013 → 30/06/2018
Research
Changepoints and Time Series
Bayesian and Computational Statistics, STOR-i Centre for Doctoral Training
Changepoints and Time Series, STOR-i Centre for Doctoral Training
Changepoints and Time Series, STOR-i Centre for Doctoral Training
STOR-i Centre for Doctoral Training
- Bayesian and Computational Statistics
- Changepoints and Time Series
- DSI - Foundations
- Statistical Artificial Intelligence
- STOR-i Centre for Doctoral Training