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Department of Pure Mathematics and Mathematical Statistics

 

Professor of Mathematical Statistics

Research Interests: Mathematical Statistics; specifically high-dimensional inference, Bayesian nonparametrics, statistics for PDEs and inverse problems, empirical process theory.

 

 

Publications

Discussion of “Frequentist coverage of adaptive nonparametric Bayesian credible sets”
R Nickl
– The Annals of Statistics
(2015)
43,
1455
High-frequency Donsker theorems for Levy measures
R Nickl, M Reiß, J Söhl, M Trabs
– Probability Theory and Related Fields
(2015)
164,
61
On signal detection and confidence sets for low rank inference problems
A Carpentier, R Nickl
– Electronic Journal of Statistics
(2015)
9,
2675
On the Bernstein–von Mises phenomenon for nonparametric Bayes procedures
I Castillo, R Nickl
– The Annals of Statistics
(2014)
42,
1941
Confidence sets in sparse regression
R Nickl, S Van De Geer
– The Annals of Statistics
(2013)
41,
2852
Spatially adaptive density estimation by localised Haar projections
F Gach, R Nickl, V Spokoiny
– Annales de l Institut Henri Poincaré Probabilités et Statistiques
(2013)
49,
900
Nonparametric Bernstein–von Mises theorems in Gaussian white noise
I Castillo, R Nickl
– The Annals of Statistics
(2013)
41,
1999
Adaptive confidence sets in $L^2$
AD Bull, R Nickl
– Probability Theory and Related Fields
(2013)
156,
889
A Donsker theorem for Lévy measures
R Nickl, M Reiß
– Journal of Functional Analysis
(2012)
263,
3306
RATES OF CONTRACTION FOR POSTERIOR DISTRIBUTIONS IN Lr-METRICS, 1 ≤ r ≤ ∞
E Gine, R Nickl
– The Annals of Statistics
(2011)
39,
2883
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Room

D2.05

Telephone

01223 765020