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Cantab Capital Institute for the Mathematics of Information

 

Professor of Mathematical Statistics

Research Interests: Mathematical Statistics; specifically high-dimensional inference, Bayesian nonparametrics, statistics for PDEs and inverse problems, empirical process theory.

 

 

Publications

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)
Discussion of "frequentist coverage of adaptive nonparametric bayesian credible sets"
R Nickl
– The Annals of Statistics
(2015)
43,
1455
High-frequency Donsker theorems for Lévy 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
On the Bernstein–von Mises phenomenon for nonparametric Bayes procedures
I Castillo, R Nickl
– The Annals of Statistics
(2014)
42,
1941
Confidence sets in sparse regression
R Nickl, S Van De Geer
– The Annals of Statistics
(2013)
41,
2852
Spatially adaptive density estimation by localised Haar projections
F Gach, R Nickl, V Spokoiny
– Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
(2013)
49,
900
Nonparametric Bernstein–von Mises theorems in Gaussian white noise
I Castillo, R Nickl
– The Annals of Statistics
(2013)
41,
1999
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Research Group

Cantab Capital Institute for the Mathematics of Information

Room

D2.05

Telephone

01223 765020