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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

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 Poincare (B) Probability and Statistics
(2013)
49,
900
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,
889
A Donsker theorem for Lévy measures
R Nickl, M Reiß
– Journal of Functional Analysis
(2012)
263,
3306
Rates of contraction for posterior distributions in L r-metrics, 1 ≤r ≤∞
E Gine, R Nickl
– The Annals of Statistics
(2011)
39,
2883
On adaptive inference and confidence bands
M Hoffmann, R Nickl
– The Annals of Statistics
(2011)
39,
2383
Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
G Kerkyacharian, R Nickl, D Picard
– Probability Theory and Related Fields
(2011)
153,
363
Global uniform risk bounds for wavelet deconvolution estimators
K Lounici, R Nickl
– The Annals of Statistics
(2011)
39,
201
Efficient simulation-based minimum distance estimation and indirect inference
R Nickl, BM Pötscher
– Mathematical Methods of Statistics
(2011)
19,
327
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Research Group

Cantab Capital Institute for the Mathematics of Information

Room

D2.05

Telephone

01223 765020