**Resarch
Group in Mathematical Statistics**

**Department
of Pure Mathematics and Mathematical Statistics**

We investigate the mathematical foundations of inference problems arising in contemporary statistics and data science, with a particular focus on statistical algorithms in `complex’ (e.g., non-convex) high- and infinite dimensional models, involving partial differential equations (PDE), stochastic processes, and inverse problems. The mathematics involved lies at the intersection of statistics, probability theory and analysis.

From 2015-2021 we were supported by a Consolidator Grant of the European Research Council (ERC), and from 2022-2027 we will be supported by an EPSRC programme grant

NEW: ERC Advanced Grant

NEW: FOCM 2023 Paris

NEW: AIP 2023 Göttingen

Research topics include:

*statistics for PDEs, inverse problems & stochastic processes**Bayesian nonparametrics and computation**confidence regions for high-dimensional statistical models**concentration of measure and empirical process theory*

*Current
group members:*

*Some
former group members:*

Randolf Altmeyer, Jan Bohr, Alexandra Carpentier, Matteo Giordano, Adam Kashlak, Hanne Kekkonen, Karim Lounici, Jakob Söhl, Kolyan Ray, Bharath Sriperumpudur, Sven Wang

*Past
activities:*

Video lecture at ICM 2022

Nachdiplom lectures at ETH Zurich

Video lecture at the BIRS workshop on `Statistical aspects of non-linear inverse problems’

Video of an invited talk at the 8

^{th}European Congress of MathematicsVideo of a talk at MIT in 10/20

Zoom Conference on

*Mathematical and Statistical Challenges in Uncertainty Quantification,*July 2020BNP12 meeting 2019 in Oxford

Birthday conference for Aad van der Vaart, June 2019

Young Researchers meeting in Mathematical Statistics, Paris, September 24-26, 2018

2018 Uncertainty quantification in complex, nonparametric statistical models (Lorentz Centre)

2017 Meeting in Mathematical Statistics (CIRM)

June 2017 Workshop on Statistical foundations of uncertainty quantification for inverse problems

2017 YES VIII Workshop on Uncertainty Quantification

Course on Concentration Inequalities by Stephane Boucheron

2015 Oberwolfach Workshop Probabilistic Techniques in Modern Statistics