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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

Discussion of "frequentist coverage of adaptive nonparametric bayesian credible sets"
R Nickl
– The Annals of Statistics
(2015)
43,
1455
A sharp adaptive confidence ball for self-similar functions
R Nickl, B Szabó
– Stochastic Processes and their Applications
(2014)
126,
3913
On the Bernstein–von Mises phenomenon for nonparametric Bayes procedures
I Castillo, R Nickl
– The Annals of Statistics
(2014)
42,
1941
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,
1
Confidence sets in sparse regression
R Nickl, S Van De Geer
– The Annals of Statistics
(2013)
41,
2852
A Donsker theorem for Lévy measures
R Nickl, M Reiß
– Journal of Functional Analysis
(2012)
263,
3306
Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
G Kerkyacharian, R Nickl, D Picard
– Probability Theory and Related Fields
(2012)
153,
363
Spatially adaptive density estimation by localised Haar projections
F Gach, R Nickl, V Spokoiny
– Annales de l'institut Henri Poincare (B) Probability and Statistics
(2011)
49,
900
Global uniform risk bounds for wavelet deconvolution estimators
K Lounici, R Nickl
– The Annals of Statistics
(2011)
39,
201
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Research Groups

Cantab Capital Institute for the Mathematics of Information
Statistical Laboratory

Room

D2.05

Telephone

01223 765020