Dom-Owens-UoB
Former Statistics PhD Student @ University of Bristol, Compass CDT
University of Bristol
Pinned Repositories
gpc
A fast, sparse, parallel implementation of Pseudo-Marginal Inference for Gaussian Process Classification with Large Datasets in R and Rcpp, based on Pseudo-Marginal Bayesian Inference for Gaussian Processes.
bc
ChangePointCalc
R package for change-points estimation in linear regression model via DP and SGL
Dom-Owens-UoB.github.io
Personal website Dom-Owens-UoB.github.io
moseg
Methods for data segmentation under a sparse regression model
mosum.py
MOSUM procedure for multiple change point estimation
mosumvar
moving sum data segmentation for VAR models
ngc
Implements methods for estimating graphical Granger causality
fnets
Implementation of the FNETS methodology proposed in Barigozzi, Cho and Owens (2024) for network estimation and forecasting of high-dimensional time series
Changepoints.jl
A Julia package for the detection of multiple changepoints in time series.
Dom-Owens-UoB's Repositories
Dom-Owens-UoB/moseg
Methods for data segmentation under a sparse regression model
Dom-Owens-UoB/mosum.py
MOSUM procedure for multiple change point estimation
Dom-Owens-UoB/ChangePointCalc
R package for change-points estimation in linear regression model via DP and SGL
Dom-Owens-UoB/Dom-Owens-UoB.github.io
Personal website Dom-Owens-UoB.github.io
Dom-Owens-UoB/mosumvar
moving sum data segmentation for VAR models
Dom-Owens-UoB/ngc
Implements methods for estimating graphical Granger causality
Dom-Owens-UoB/bc
Dom-Owens-UoB/Changepoints.jl
A Julia package for the detection of multiple changepoints in time series.
Dom-Owens-UoB/FinProject
COMPASS SM1/SC1 financial data project
Dom-Owens-UoB/mosumfvar
data segmentation and forecasting for VAR-driven factor models