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: Young Researchers meeting in Mathematical Statistics, Paris, September 24-26, 2018
NEWS: BNP12 meeting 2019 in Oxford
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:
2018 Uncertainty quantification in complex, nonparametric statistical models (Lorentz Centre)
2017 Meeting in Mathematical Statistics (CIRM)
2017 YES VIII Workshop on Uncertainty Quantification
2015 Oberwolfach Workshop Probabilistic Techniques in Modern Statistics