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 8th European Congress of Mathematics
Video of a talk at MIT in 10/20
Zoom Conference on Mathematical and Statistical Challenges in Uncertainty Quantification, July 2020
BNP12 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
