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Rebecca Killick

Bio: Rebecca Killick is an academic researcher from Lancaster University. The author has contributed to research in topics: Series (mathematics) & Series (stratigraphy). The author has an hindex of 15, co-authored 54 publications receiving 2734 citations. Previous affiliations of Rebecca Killick include Fylde College, Lancaster University.


Papers
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Journal ArticleDOI
TL;DR: This work considers the problem of detecting multiple changepoints in large data sets and introduces a new method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost which is linear in the number of observations.
Abstract: In this article, we consider the problem of detecting multiple changepoints in large datasets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example, in genetics as we analyze larger regions of the genome, or in finance as we observe time series over longer periods. We consider the common approach of detecting changepoints through minimizing a cost function over possible numbers and locations of changepoints. This includes several established procedures for detecting changing points, such as penalized likelihood and minimum description length. We introduce a new method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost, which, under mild conditions, is linear in the number of observations. This compares favorably with existing methods for the same problem whose computational cost can be quadratic or even cubic. In simulation studies, we show that our new method can...

1,647 citations

Journal ArticleDOI
TL;DR: The changepoint package has been developed to provide users with a choice of multiple changepoint search methods to use in conjunction with a given changepoint method and in particular provides an implementation of the recently proposed PELT algorithm.
Abstract: One of the key challenges in changepoint analysis is the ability to detect multiple changes within a given time series or sequence. The changepoint package has been developed to provide users with a choice of multiple changepoint search methods to use in conjunction with a given changepoint method and in particular provides an implementation of the recently proposed PELT algorithm. This article describes the search methods which are implemented in the package as well as some of the available test statistics whilst highlighting their application with simulated and practical examples. Particular emphasis is placed on the PELT algorithm and how results differ from the binary segmentation approach.

1,068 citations

Journal ArticleDOI
TL;DR: In this article, the authors consider the problem of detecting multiple changepoints in large data sets and propose a new method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost which, under mild conditions, is linear in the number of observations.
Abstract: We consider the problem of detecting multiple changepoints in large data sets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example in genetics as we analyse larger regions of the genome, or in finance as we observe time-series over longer periods. We consider the common approach of detecting changepoints through minimising a cost function over possible numbers and locations of changepoints. This includes several established procedures for detecting changing points, such as penalised likelihood and minimum description length. We introduce a new method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost which, under mild conditions, is linear in the number of observations. This compares favourably with existing methods for the same problem whose computational cost can be quadratic or even cubic. In simulation studies we show that our new method can be orders of magnitude faster than these alternative exact methods. We also compare with the Binary Segmentation algorithm for identifying changepoints, showing that the exactness of our approach can lead to substantial improvements in the accuracy of the inferred segmentation of the data.

205 citations

Journal ArticleDOI
TL;DR: In this paper, changepoint analysis is used to detect changes in variability within GOMOS hindcast time-series for significant wave heights of storm peak events across the Gulf of Mexico for the period 1900-2005.

86 citations


Cited by
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Book ChapterDOI
01 Jan 2011
TL;DR: Weakconvergence methods in metric spaces were studied in this article, with applications sufficient to show their power and utility, and the results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables.
Abstract: The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the definitions and indicates how the theory will yield solutions to problems arising outside it. Chapter 1 sets out the basic general theorems, which are then specialized in Chapter 2 to the space C[0, l ] of continuous functions on the unit interval and in Chapter 3 to the space D [0, 1 ] of functions with discontinuities of the first kind. The results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables. " The book develops and expands on Donsker's 1951 and 1952 papers on the invariance principle and empirical distributions. The basic random variables remain real-valued although, of course, measures on C[0, l ] and D[0, l ] are vitally used. Within this framework, there are various possibilities for a different and apparently better treatment of the material. More of the general theory of weak convergence of probabilities on separable metric spaces would be useful. Metrizability of the convergence is not brought up until late in the Appendix. The close relation of the Prokhorov metric and a metric for convergence in probability is (hence) not mentioned (see V. Strassen, Ann. Math. Statist. 36 (1965), 423-439; the reviewer, ibid. 39 (1968), 1563-1572). This relation would illuminate and organize such results as Theorems 4.1, 4.2 and 4.4 which give isolated, ad hoc connections between weak convergence of measures and nearness in probability. In the middle of p. 16, it should be noted that C*(S) consists of signed measures which need only be finitely additive if 5 is not compact. On p. 239, where the author twice speaks of separable subsets having nonmeasurable cardinal, he means "discrete" rather than "separable." Theorem 1.4 is Ulam's theorem that a Borel probability on a complete separable metric space is tight. Theorem 1 of Appendix 3 weakens completeness to topological completeness. After mentioning that probabilities on the rationals are tight, the author says it is an

3,554 citations

Journal ArticleDOI
TL;DR: An R Bioconductor package, Maftools, is described, which offers a multitude of analysis and visualization modules that are commonly used in cancer genomic studies, including driver gene identification, pathway, signature, enrichment, and association analyses, and is independent of larger alignment files.
Abstract: Numerous large-scale genomic studies of matched tumor-normal samples have established the somatic landscapes of most cancer types. However, the downstream analysis of data from somatic mutations entails a number of computational and statistical approaches, requiring usage of independent software and numerous tools. Here, we describe an R Bioconductor package, Maftools, which offers a multitude of analysis and visualization modules that are commonly used in cancer genomic studies, including driver gene identification, pathway, signature, enrichment, and association analyses. Maftools only requires somatic variants in Mutation Annotation Format (MAF) and is independent of larger alignment files. With the implementation of well-established statistical and computational methods, Maftools facilitates data-driven research and comparative analysis to discover novel results from publicly available data sets. In the present study, using three of the well-annotated cohorts from The Cancer Genome Atlas (TCGA), we describe the application of Maftools to reproduce known results. More importantly, we show that Maftools can also be used to uncover novel findings through integrative analysis.

1,990 citations

Journal ArticleDOI
TL;DR: This work considers the problem of detecting multiple changepoints in large data sets and introduces a new method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost which is linear in the number of observations.
Abstract: In this article, we consider the problem of detecting multiple changepoints in large datasets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example, in genetics as we analyze larger regions of the genome, or in finance as we observe time series over longer periods. We consider the common approach of detecting changepoints through minimizing a cost function over possible numbers and locations of changepoints. This includes several established procedures for detecting changing points, such as penalized likelihood and minimum description length. We introduce a new method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost, which, under mild conditions, is linear in the number of observations. This compares favorably with existing methods for the same problem whose computational cost can be quadratic or even cubic. In simulation studies, we show that our new method can...

1,647 citations

Journal ArticleDOI
TL;DR: The analysis of time series: An Introduction, 4th edn. as discussed by the authors by C. Chatfield, C. Chapman and Hall, London, 1989. ISBN 0 412 31820 2.
Abstract: The Analysis of Time Series: An Introduction, 4th edn. By C. Chatfield. ISBN 0 412 31820 2. Chapman and Hall, London, 1989. 242 pp. £13.50.

1,583 citations

Journal ArticleDOI
TL;DR: The changepoint package has been developed to provide users with a choice of multiple changepoint search methods to use in conjunction with a given changepoint method and in particular provides an implementation of the recently proposed PELT algorithm.
Abstract: One of the key challenges in changepoint analysis is the ability to detect multiple changes within a given time series or sequence. The changepoint package has been developed to provide users with a choice of multiple changepoint search methods to use in conjunction with a given changepoint method and in particular provides an implementation of the recently proposed PELT algorithm. This article describes the search methods which are implemented in the package as well as some of the available test statistics whilst highlighting their application with simulated and practical examples. Particular emphasis is placed on the PELT algorithm and how results differ from the binary segmentation approach.

1,068 citations