Professor of Mathematical Statistics
Research Interests: Mathematical Statistics; specifically high-dimensional inference, Bayesian nonparametrics, statistics for PDEs and inverse problems, empirical process theory.
Publications
Comments on: High-dimensional simultaneous inference with the bootstrap
– Test
(2017)
26,
731
(doi: 10.1007/s11749-017-0558-y)
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions
– The Annals of Statistics
(2017)
45,
1664
(doi: 10.1214/16-AOS1504)
A sharp adaptive confidence ball for self-similar functions
– Stochastic Processes and their Applications
(2016)
126,
3913
(doi: 10.1016/j.spa.2016.04.017)
The mathematical work of Evarist Gine
– Stochastic Processes and their Applications
(2016)
126,
3607
(doi: 10.1016/j.spa.2016.05.005)
In Memoriam: Evarist Giné
– Stochastic Processes and their Applications
(2016)
126,
3605
(doi: 10.1016/j.spa.2016.04.022)
Mathematical Foundations of Infinite-Dimensional Statistical Models
(2015)
(doi: 10.1017/cbo9781107337862)
Discussion of "frequentist coverage of adaptive nonparametric bayesian credible sets"
– The Annals of Statistics
(2015)
43,
1455
(doi: 10.1214/14-AOS1270A)
High-frequency Donsker theorems for Levy measures
– Probability Theory and Related Fields
(2015)
164,
61
(doi: 10.1007/s00440-014-0607-3)
On signal detection and confidence sets for low rank inference problems
– Electronic Journal of Statistics
(2015)
9,
2675
(doi: 10.1214/15-EJS1087)
On the Bernstein–von Mises phenomenon for nonparametric Bayes procedures
– The Annals of Statistics
(2014)
42,
1941
(doi: 10.1214/14-AOS1246)
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