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Paul Fearnhead

Scalable Monte Carlo for Bayesian Learning

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Jul 17, 2024
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Stochastic Gradient Piecewise Deterministic Monte Carlo Samplers

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Jun 27, 2024
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A Constant-per-Iteration Likelihood Ratio Test for Online Changepoint Detection for Exponential Family Models

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Feb 09, 2023
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A Log-Linear Non-Parametric Online Changepoint Detection Algorithm based on Functional Pruning

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Feb 06, 2023
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Automatic Change-Point Detection in Time Series via Deep Learning

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Nov 07, 2022
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Preferential Subsampling for Stochastic Gradient Langevin Dynamics

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Oct 28, 2022
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Continuously-Tempered PDMP Samplers

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May 29, 2022
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Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes

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Feb 18, 2022
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Fast Online Changepoint Detection via Functional Pruning CUSUM statistics

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Oct 15, 2021
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Reversible Jump PDMP Samplers for Variable Selection

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Oct 22, 2020
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