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Statistical Laboratory

Publications

Inferring diffusivity from killed diffusion
F Seizilles-De-Mazancourt, R Nickl
(2026)
On gradient stability in nonlinear PDE models and inference in interacting particle systems
A Castre, R Nickl
– arxiv preprint
(2026)
On low frequency inference for diffusions without the hot spots conjecture
GS Alberti, D Barnes, A Jambhale, R Nickl
– Mathematical Statistics and Learning
(2025)
8,
305
Inferring diffusivity from killed diffusion
R Nickl, F Seizilles
(2025)
Bayesian nonparametric inference in McKean–Vlasov models
R Nickl, GA Pavliotis, K Ray
– Annals of Statistics
(2025)
53,
170
On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problems
J Bohr, R Nickl
– Annales de l Institut Henri Poincaré Probabilités et Statistiques
(2024)
60,
2619
ON POSTERIOR CONSISTENCY OF DATA ASSIMILATION WITH GAUSSIAN PROCESS PRIORS: THE 2D-NAVIER-STOKES EQUATIONS
R Nickl, ES Titi
– The Annals of Statistics
(2024)
52,
1825
Bernstein-von Mises theorems for time evolution equations
R Nickl
(2024)
Consistent inference for diffusions from low frequency measurements
R Nickl
– Annals of Statistics
(2024)
52,
519
On free energy barriers in Gaussian priors and failure of cold start MCMC for high-dimensional unimodal distributions
AS Bandeira, A Maillard, R Nickl, S Wang
– Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
(2023)
381,
20220150
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Frontpage talks

Cambridge Statistics Clinic

Cambridge Statistics Clinic

22
Oct
16:30 - 17:30: Title to be confirmed
Peter Whittle Lecture

22
Oct
16:30 - 17:30: Title to be confirmed
Peter Whittle Lecture

23
Oct
14:00 - 15:30: Title to be confirmed
Statistics

Research Group

Statistical Laboratory

Room

D2.05

Telephone

01223 765020