Richard Nickl’s Publications Page
[A] Mathematical foundations of infinite-dimensional statistical models. (with E. Giné). 690p., Cambridge University Press (2016).
 Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions. (with K. Ray). arXiv preprint (2018)
 Convergence rates for penalised least squares estimators in PDE-constrained regression problems. (with S. van de Geer, S. Wang). arXiv preprint (2018)
 Bernstein - von Mises theorems for statistical inverse problems II: compound Poisson processes. (with J. Söhl). arXiv preprint (2017)
 Efficient estimation of linear functionals of principal components. (with V. Koltchinskii, M. Löffler). Annals of Statistics, to appear.
 Bernstein - von Mises theorems for statistical inverse problems I: Schrödinger equation. Journal of the European Mathematical Society (JEMS), to appear.
 A conversation with Dick Dudley. (with V. Koltchinskii, P. Rigollet). Statistical Science, to appear.
 Efficient nonparametric Bayesian inference for X-ray transforms. (with F. Monard, G.P. Paternain). Annals of Statistics 47 (2019) 1113-1147.
 Adaptive confidence sets for matrix completion. (with A. Carpentier, O. Klopp, M. Löffler). Bernoulli 24 (2018) 2429-2460.
 On Bayesian inference for some statistical inverse problems with partial differential equations. Bernoulli News 24 (2) (2017) 5-9
 Inference on covariance operators via concentration inequalities: k-sample tests, classification, and clustering via Rademacher complexities. (with A. Kashlak, J. Aston). Sankhya A (special volume on statistics on manifolds), to appear.
 Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions. (with J. Söhl). Annals of Statistics 45 (2017) 1664-1693.
 Comments on: High-dimensional simultaneous inference with the bootstrap. (with M. Löffler). TEST 26 (2017) 731-733.
 High-frequency Donsker theorems for Lévy Measures. (with M. Reiß, J. Söhl, M. Trabs). Probability Theory and Related Fields 164 (2016) 61-108.
 The mathematical work of Evarist Giné. (with V. Koltchinskii, S. van de Geer, J. Wellner). Stochastic Processes and Applications (memorial issue for E. Giné) 126 (2016) 3607-3622 [Catalan translation]
 On signal detection and confidence sets in low rank inference problems. (with A. Carpentier). Electronic Journal of Statistics 9 (2015) 2675-2688.
 Uncertainty quantification for matrix compressed sensing and quantum tomography problems. (with A. Carpentier, J. Eisert, D. Gross). arXiv preprint (2015)
 Invited Discussion of: “Frequentist coverage of adaptive nonparametric Bayesian credible sets”. Annals of Statistics 43 (2015) 1429-1436.
 On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures. (with I. Castillo). Annals of Statistics 42 (2014) 1941-1969.
 Confidence Sets in Sparse Regression. (with S. van de Geer). Annals of Statistics 41 (2013) 2852-2876.
 Nonparametric Bernstein-von Mises Theorems in Gaussian White Noise. (with I. Castillo). Annals of Statistics 41 (2013) 1999-2028.
 Adaptive Confidence Sets in L_2. (with A. Bull). Probability Theory and Related Fields 156 (2013) 889-919.
 Spatially Adaptive Density Estimation by Localised Haar Projections. (with F. Gach , V. Spokoiny), Annales de l’Institut Henri Poincaré (Probab. Statist.) 49 (2013) 900-914.
 A Donsker Theorem for Lévy Measures. (with M. Reiß). Journal of Functional Analysis 263 (2012) 3306-3332.
 Concentration Inequalities and Confidence Bands for Needlet Density Estimators on Compact Homogeneous Manifolds. (with G. Kerkyacharian, D. Picard). Probability Theory and Related Fields 153 (2012) 363-404.
 Rates of Contraction for Posterior Distributions in L_r-metrics, 1 ≤r≤∞. (with E. Giné). Annals of Statistics 39 (2011) 2883-2911.
 On Adaptive Inference and Confidence Bands. (with M. Hoffmann). Annals of Statistics 39 (2011) 2383-2409.
 Global Uniform Risk Bounds for Wavelet Deconvolution Estimators. (with K. Lounici). Annals of Statistics 39 (2011) 201-231.
 Adaptive Estimation of the Distribution Function and its Density in Sup-Norm Loss by Wavelet and Spline Projections. (with E. Giné). Bernoulli 16 (2010) 1137-1163.
 Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference. (with B.M. Pötscher). Mathematical Methods of Statistics 19 (2010) 327-364.
 Confidence Bands in Density Estimation. (with E. Giné). Annals of Statistics 38 (2010) 1122-1170.
 Uniform Limit Theorems for Wavelet Density Estimators. (with E. Giné). Annals of Probability 37 (2009) 1605-1646.
 An Exponential Inequality for the Distribution Function of the Kernel Density Estimator, with Applications to Adaptive Estimation. (with E. Giné). Probability Theory and Related Fields 143 (2009) 569-596.
 On Convergence and Convolutions of Random Signed Measures. Journal of Theoretical Probability 22 (2009) 38-56.
 Uniform Central Limit Theorems for Sieved Maximum Likelihood and Trigonometric Series Estimators on the Unit Circle. In: High Dimensional Probability V: The Luminy Volume (eds. C. Houdré, V. Koltchinskii, D. Mason, M. Peligrad) IMS Collections 5 (2009) 338-356.
 Adaptation on the Space of Finite Signed Measures. (with E. Giné). Mathematical Methods of Statistics 17 (2008), 113-122.
 A Simple Adaptive Estimator of the Integrated Square of a Density. (with E. Giné). Bernoulli 14 (2008), 47-61.
 Uniform Central Limit Theorems for Kernel Density Estimators. (with E. Giné). Probability Theory and Related Fields 141 (2008), 333-387.
 Donsker-Type Theorems for Nonparametric Maximum Likelihood Estimators. Probability Theory and Related Fields 138 (2007), 411-449.
 Bracketing Metric Entropy Rates and Empirical Central Limit Theorems for Function Classes of Besov- and Sobolev-Type. (with B.M. Pötscher). Journal of Theoretical Probability, 20 (2007), 177-199.
 Empirical and Gaussian Processes on Besov classes. In: High Dimensional Probability IV, (eds. E. Giné, V. Koltchinskii, W. Li, J. Zinn). IMS Lecture Notes 51 (2006), 185-195.