Refereed publications

  • Vitali, D., Woolley, C. S. C., Ly, A., Nunes, M. A., Oporto Lisboa, L., Keogh, E. McBeth, J., Ehrhardt, B., Williams, A. C. C. and Eccleston, C. (2024) How well can we measure chronic pain impact in existing longitudinal cohort studies? Lessons learned. Journal of Pain. Author accepted version online: [Open Access link].
  • Knight, M. I., Nunes, M. A. and Hargreaves, J. K. (2024) Adaptive wavelet domain principal component analysis for nonstationary time series. Computational and Graphical Statistics, 33 (3), 941-954. [Open Access link]
  • Turnbull, K., Nemeth, C., Nunes, M. A. and McCormick, T. (2023) Sequential Estimation of Temporally Evolving Latent Space Network Models. Computational Statistics and Data Analysis, 179, 107627 [Open Access link]
  • McGonigle, E. T., Killick, R. and Nunes, M. A. (2022) Modelling Time-varying First and Second-order Structure of Time Series via Wavelets and Differencing. Electronic Journal of Statistics, 16(2), 4398-4448. [Open Access link]
  • McGonigle, E. T., Killick, R. and Nunes, M. A. (2022) Trend Locally Stationary Wavelet Processes. Journal of Time Series Analysis, 3 (6), 895-917. [Open Access link]
  • Wilson, R. E., Eckley, I. A., Nunes, M. A. and Park, T. (2021) A wavelet-based approach for imputation in nonstationary multivariate time series. Statistics and Computing, 31 (2), Article 18. [Open Access link]
  • McGonigle, E. T., Killick, R. and Nunes, M. A. (2021) Detecting changes in mean in the presence of time-varying autocovariance. Stat, 10 (1), e351. [Open Access link]
  • Lowther, A., Fearnhead, P., Nunes, M. A. and Jensen, K. (2020) Semi-automated simultaneous predictor selection for Regression-SARIMA models. Statistics and Computing, 30, 1759-1778. [Open Access link]
  • Monti, R. P., Gibberd, A., Roy, S., Nunes, M. A., Lorenz, R., Leech, R. Ogawa, T., Kawanabe, M. and Hyvärinen, A. (2020) Interpretable brain age prediction using linear latent variable models of functional connectivity. PLOS One, 15 (6), e0232296. [link].
  • Knight, M. I, Leeming, K., Nason, G. P. and Nunes, M. A. (2020) Generalised Network AutoRegressive Processes and the GNAR package. Journal of Statistical Software, 96 (5), 1-36. [Open Access link]
  • Wilson, R. E., Eckley, I. A., Nunes, M. A. and Park, T. (2019) Dynamic detection of anomalous regions within distributed acoustic sensing data streams using locally stationary time series. Data Mining and Knowledge Discovery, 33 (3), 748-772. [Open Access link]
  • Knight, M. I. and Nunes, M. A. (2019) Long memory estimation for complex-valued time series. Statistics and Computing, 29 (1), 517-536. [Open Access link]
  • Hamilton, J., Nunes, M. A., Knight, M. I. and Fryzlewicz, P. (2018) Complex-valued wavelet lifting and applications. Technometrics, 60 (1), 48-60. [Open Access link]
  • Knight, M. I., Nason, G. P. and Nunes, M. A. (2017) A wavelet lifting approach to long-memory estimation. Statistics and Computing, 27 (6), 1453-1471. [Open Access link]
  • Taylor, S. L., Eckley, I. A. and Nunes, M. A. (2017) Multivariate locally stationary 2D wavelet processes with application to colour texture analysis. Statistics and Computing, 27 (4), 1129-1143. [Open Access link]
  • Nunes, M. A. and Prangle, D. (2015) abctools: An R package for tuning Approximate Bayesian Computation analyses. The R Journal, 7/2, 189-205. [Open Access link]
  • Nunes, M. A., Taylor, S. L. and Eckley, I. A. (2014) A Multiscale Test of Spatial Stationarity for Textured Images in R. The R Journal, 6/1, 20-30. [Open Access link]
  • Taylor, S. L., Eckley, I. A. and Nunes, M. A. (2014) A Test of Stationarity for Textured Images. Technometrics, 56 (3), 291-301. [pdf]
  • Blum, M. G. B., Nunes, M. A., Prangle, D. and Sisson, S. A. (2013) A Comparative Review of Dimension Reduction Methods in Approximate Bayesian Computation. Statistical Science, 28 (2), 189-208. [Open Access link]
  • Knight, M. I., Nunes, M. A. and Nason, G. P. (2012) Spectral Estimation for Locally Stationary Time Series with Missing Observations. Statistics and Computing, 22 (4), 877-895. [pdf]
  • Nunes, M. A. and Balding, D. J. (2010) On Optimal Selection of Summary Statistics for Approximate Bayesian Computation. Statistical Applications in Genetics and Molecular Biology, 9 (1), Article 34. [pdf]
  • Nunes, M. A. and Nason, G. P. (2009) A Multiscale Variance Stabilization For Binomial Sequence Proportion Estimation. Statistica Sinica, 19 (4), 1491-1510. [pdf]
  • Nunes, M. A., Knight, M. I. and Nason, G. P. (2006) Adaptive Lifting for Nonparametric Regression. Statistics and Computing, 16 (2), 143-159. [pdf]

Book Chapters & Peer-reviewed Conference Proceedings

  • Nunes, M. A., Knight, M. I. and Nason, G. P. (2015) Modelling and Prediction of Time Series Arising on a Graph. In Antoniadis, A., Poggi, J.-M. and Brossat, X. (eds.) Lecture Notes in Statistics: Modeling and Stochastic Learning for Forecasting in High Dimension, 217, 183-192. [link]
  • Knight, M. I. and Nunes, M. A. (2007) An Adaptive Lifting Algorithm and Applications. In Proceedings of the 56th Session of ISI. [pdf]

Discussion Contributions

  • Knight, M.I. and Nunes, M. A. (2017) Should we sample a time series more frequently? Decision support via multirate spectrum estimation (contribution to discussion). Journal of the Royal Statistical Society A, 180. Epub: [link] (Discussion p. 388-389).

Book Reviews

  • Review of Shumway, R. H. and Stoffer, D. S. Time Series: A Data Analysis Approach Using R (2019). In Journal of Time Series Analysis. 41 (3), 485-486. [link]
  • Review of Kolaczyk, E. D. and Csárdi, G. Statistical Analysis of Network Data with R (2015). In Journal of Statistical Software, 66, Book Review 1. [link]

PhD Thesis

  • Nunes, M. A. (2006) Some New Multiscale Methods for Curve Estimation and Binomial Data. Ph.D. Thesis, University of Bristol. [pdf]


Software

Please see my GitHub page for bug fixes and code updates.

  • Nunes, M. A. and Knight, M. I. (2005) adlift. [CRAN]
  • Knight, M.I. and Nunes, M. A. (2008) nlt. [CRAN]
  • Nunes, M. A. (2009) binhf. [CRAN]
  • Nason, G.P., Jansen, M. and Nunes, M. A. (2009) LiftVor.
  • Nason, G. P., Nunes, M. A., Fryzlewicz, P. and Eckley, I. A. (2012) AutoSpec.
  • Nunes, M. A., Prangle, D. and Rodrigues, G. (2013) abctools. [CRAN]
  • Taylor, S. L., Nunes, M. A., and Eckley, I. A. (2014) LS2Wstat. [CRAN]
  • Knight, M. I., Nunes, M. A. and Nason, G. P. (2016) liftLRD. [CRAN]
  • Nunes, M. A., Knight, M. I., Hamilton, J. and Fryzlewicz, P. (2017) CNLTreg. [CRAN]
  • Hamilton, J., Nunes, M. A., Knight, M. I., and Fryzlewicz, P. (2017) CNLTtsa. [CRAN]
  • Nunes, M. A. and Knight, M. I. (2018) CliftLRD. [CRAN]
  • Leeming, K., Nason, G. P., Nunes, M. A. and Knight, M. I. (2018) GNAR. [CRAN]