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Faculty of Mathematics

 

Professor of Mathematical Statistics

Research Interests: Mathematical Statistics: nonparametric and high-dimensional inference, Bayesian nonparametrics, statistical inverse problems, empirical process theory

Publications

Uncertainty Quantification for Matrix Compressed Sensing and Quantum Tomography Problems
A Carpentier, J Eisert, D Gross, R Nickl
(2019)
74,
385
Adaptive confidence sets for matrix completion.
A Carpentier, O Klopp, M Löffler, R Nickl
– Bernoulli
(2018)
24,
2429
Inference on Covariance Operators via Concentration Inequalities: k-sample Tests, Classification, and Clustering via Rademacher Complexities
AB Kashlak, JAD Aston, R Nickl
– Sankhya A
(2019)
81A,
214
Comments on: High-dimensional simultaneous inference with the bootstrap
M Löffler, R Nickl
– Test
(2017)
26,
731
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions
R Nickl, J Söhl
– Annals of Statistics
(2017)
45,
1664
The mathematical work of Evarist Giné
V Koltchinskii, R Nickl, S van de Geer, JA Wellner
– Stochastic Processes and their Applications
(2016)
126,
3607
In Memoriam: Evarist Giné
V Koltchinskii, R Nickl, S van de Geer, J Wellner
– Stochastic Processes and their Applications
(2016)
126,
3605
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
Discussion of "frequentist coverage of adaptive nonparametric bayesian credible sets"
R Nickl
– The Annals of Statistics
(2015)
43,
1455
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Research Groups

Cantab Capital Institute for the Mathematics of Information
Statistical Laboratory

Room

D2.05

Telephone

01223 765020