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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

A conversation with dick dudley
V Koltchinskii, R Nickl, P Rigollet
– Statistical Science
(2019)
34,
169
Bernstein–von Mises theorems for statistical inverse problems II: compound Poisson processes
R Nickl, J Söhl
– Electronic Journal of Statistics
(2019)
13,
3513
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: The Indian Journal of Statistics
(2018)
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
A sharp adaptive confidence ball for self-similar functions
R Nickl, B Szabó
– Stochastic Processes and their Applications
(2016)
126,
3913
In Memoriam: Evarist Giné
V Koltchinskii, R Nickl, S van de Geer, J Wellner
– Stochastic Processes and their Applications
(2016)
126,
3605
The mathematical work of Evarist Gine
V Koltchinskii, R Nickl, S van de Geer, JA Wellner
– Stochastic Processes and their Applications
(2016)
126,
3607
On signal detection and confidence sets for low rank inference problems
A Carpentier, R Nickl
– Electronic Journal of Statistics
(2015)
9,
2675
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Research Groups

Cantab Capital Institute for the Mathematics of Information
Statistical Laboratory

Room

D2.05

Telephone

01223 765020