skip to content

Faculty of Mathematics

 

 

Professor of Mathematical Statistics

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

 

 

Publications

On low frequency inference for diffusions without the hot spots conjecture
GS Alberti, D Barnes, A Jambhale, R Nickl
– Mathematical Statistics and Learning
(2025)
8,
305
Inferring diffusivity from killed diffusion
R Nickl, F Seizilles
(2025)
Bayesian nonparametric inference in McKean–Vlasov models
R Nickl, GA Pavliotis, K Ray
– The Annals of Statistics
(2025)
53,
170
On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problems
J Bohr, R Nickl
– Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
(2024)
60,
2619
ON POSTERIOR CONSISTENCY OF DATA ASSIMILATION WITH GAUSSIAN PROCESS PRIORS: THE 2D-NAVIER–STOKES EQUATIONS
R Nickl, ES Titi
– Annals of Statistics
(2024)
52,
1825
Bernstein-von Mises theorems for time evolution equations
R Nickl
(2024)
Consistent inference for diffusions from low frequency measurements
R Nickl
– Annals of Statistics
(2024)
52,
519
On free energy barriers in Gaussian priors and failure of cold start MCMC for high-dimensional unimodal distributions
AS Bandeira, A Maillard, R Nickl, S Wang
– Philos Trans A Math Phys Eng Sci
(2023)
381,
20220150
On polynomial-time computation of high-dimensional posterior measures by Langevin-type algorithms
R Nickl, S Wang
– Journal of the European Mathematical Society
(2022)
26,
1031
STATISTICAL GUARANTEES for BAYESIAN UNCERTAINTY QUANTIFICATION in NONLINEAR INVERSE PROBLEMS with GAUSSIAN PROCESS PRIORS
F Monard, R Nickl, GP Paternain
– Annals of Statistics
(2021)
49,
3255
  • 1 of 6
  • >

Research Group

Statistical Laboratory

Room

D2.05

Telephone

01223 765020