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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

Bernstein–von mises theorems for statistical inverse problems II: Compound poisson processes
R Nickl, J Söhl
– Electronic Journal of Statistics
(2019)
13,
3513
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
(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
– The 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
The mathematical work of Evarist Gine
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
Mathematical Foundations of Infinite-Dimensional Statistical Models
E Giné, R Nickl
(2015)
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Research Groups

Cantab Capital Institute for the Mathematics of Information
Statistical Laboratory

Room

D2.05

Telephone

01223 765020