Resarch Group in Mathematical Statistics
`Uncertainty Quantification and Modern Statistical Inference (UQMSI)'
Our research group investigates the mathematical underpinnings of modern statistical inference problems, with a particular focus on uncertainty quantification methodology (such as confidence statements and tests) in high- and infinite dimensional models. The mathematics involved lies at the intersection of theoretical statistics, probability theory and analysis. Currently (2015-2020) we are supported by a Consolidator Grant of the European Research Council (ERC), and also by CCIMI and CCA.
NEWS: 2018 Uncertainty quantification in complex, nonparametric statistical models (Lorentz Centre)
Research topics include:
confidence regions for high-dimensional statistical models
statistics for stochastic processes and inverse problems
concentration of measure and empirical process theory
Current group members:
Some former group members:
2017 Meeting in Mathematical Statistics (CIRM)
2017 YES VIII Workshop on Uncertainty Quantification
2015 Oberwolfach Workshop Probabilistic Techniques in Modern Statistics