My main research interests are in nonparametric and high-dimensional statistics. Particular topics include shape-constrained density and other nonparametric function estimation problems, nonparametric classification, clustering and regression, Independent Component Analysis, the bootstrap and high-dimensional variable selection problems.

- Kim, A. K. H. and Samworth, R. J. (2014), Global rates of convergence in log-concave density estimation.
*Preprint*. (.pdf 436K)

- Chen, Y. and Samworth, R. J. (2014), Generalised additive and index models with shape constraints.
*Preprint*. (.pdf, 404K). The accompanying**R**package**scar**, short for**s**hape**c**onstrained**a**dditive**r**egression, is available from CRAN.

- Yu, Y., Wang, T. and Samworth, R. J. (2014), A useful variant of the Davis–Kahan theorem for statisticians.
*Preprint*. (.pdf, 188K)

- Wang, T., Berthet, Q. and Samworth, R. J. (2014), Statistical and computational trade-offs in estimation of sparse
principal components.
*Preprint*. (.pdf, 488K).

- Chen, Y. and Samworth, R. J. (2013), Smoothed log-concave maximum likelihood estimation with applications.
*Statist. Sinica*,**23**, 1373-1398. (.pdf, 500K)

- Shah, R. D. and Samworth, R. J. (2013), Variable selection with error control: Another look at Stability Selection,
*J. Roy. Statist. Soc., Ser. B*,**75**, 55-80. DOI: 10.1111/j.1467-9868.2011.01034.x (.pdf, 1.1M). Some associated**R**code can be found here.

- Shah, R. D. and Samworth, R. J. (2013), Invited discussion of
*Correlated variables in regression: clustering and sparse estimation*by P. Bühlmann, P. Rütimann, S. van de Geer and C.-H. Zhang,*J. Statist. Plann. Inf.*,**143**, 1866-1868. (.pdf 378K)

- Dümbgen, L., Samworth, R. J. and Schuhmacher, D. (2013), Stochastic search for semiparametric linear regression models. In
*From Probability to Statistics and Back: High-Dimensional Models and Processes -- A Festschrift in Honor of Jon A. Wellner. Eds M. Banerjee, F. Bunea, J. Huang, V. Koltchinskii, M. H. Maathuis*, pp. 78-90. (.pdf 224K).

- Yu, Y. and Samworth, R. J. (2013), Invited discussion of
*Large Covariance Estimation by Thresholding Principal Orthogonal Complements*by J. Fan, Y. Liao and M. Mincheva.*J. Roy. Statist. Soc., Ser. B.*,**75**, 656-658. (.pdf 364K)

- Samworth, R. J. and Yuan, M. (2012), Independent component analysis via nonparametric maximum likelihood estimation.
*Ann. Statist.*,**40**, 2973-3002. (.pdf, 556K)

- Samworth, R. J. (2012), Optimal weighted nearest neighbour classifiers,
*Ann. Statist.*,**40**, 2733-2763. DOI: 10.1214/12-AOS1049 (.pdf, 336K). Online supplement (.pdf, 308K). The optimal weighting scheme is implemented in the**R**packages 'FNN' (written by Shengqiao Li) and 'kknn' (written by Klaus Schliep), both available on CRAN .

- Samworth, R. J. (2012), Stein's Paradox.
*Eureka*,**62**, 38-41. (.pdf 608K)

- Samworth. R. J. (2011), Invited discussion of
*Adaptive confidence intervals for the test error in classification*by Laber and Murphy,*J. Amer. Statist. Assoc.*,**106**, 914-915 (.pdf, 88K).

- Dümbgen, L., Samworth, R. and Schuhmacher, D. (2011), Approximation by log-concave distributions with applications to regression,
*Ann. Statist.*,**39**, 702-730 (.pdf, 232K). A longer version of the paper is available here: (.pdf, 1.0MB)

- Cule, M., Samworth, R. and Stewart, M. (2010), Maximum likelihood estimation of a multi-dimensional log-concave density,
*J. Roy. Statist. Soc., Ser. B. (with discussion)*,**72**, 545-600. (.pdf, 3M). A longer version of the paper is also available here: (.pdf, 1.5M)

- Cule, M., Samworth, R. and Stewart, M. (2010), Rejoinder to
*Maximum likelihood estimation of a multi-dimensional log-concave density*,*J. Roy. Statist. Soc., Ser. B.*,**72**, 600-607. (.pdf, 116K)

- Cule, M. and Samworth, R. (2010), Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density.
*Electron. J. Stat.*,**4**, 254-270. (.pdf, 200K)

- Shah, R. D. and Samworth, R. J. (2010), Invited discussion of
*Stability selection*by Meinshausen and Bühlmann,*J. Roy. Statist. Soc., Ser. B*,**72**, 455-456. (.pdf, 48K)

- Samworth, R. J. and Wand, M. P. (2010), Asymptotics and optimal bandwidth selection for highest density region estimation,
*Ann. Statist.*,**38**, 1767-1792. (.pdf, 1.4M)

- Gramacy, R., Samworth, R. and King, R. (2010), Importance tempering,
*Statistics and Computing*,**20**, 1-7. (.pdf, 152K)

- Fan, J., Samworth, R. and Wu, Y. (2009), Ultrahigh dimensional feature selection: beyond the linear model,
*J. Machine Learning Research*,**10**, 2013-2038. (.pdf, 256K).

- Fan, J., Feng, Y., Samworth, R. and Wu, Y. (2009), SIS, An
**R**package for (Iterative) Sure Independence Screening for generalized linear models and Cox's proportional hazards models, available from CRAN

- Cule, M., Gramacy, R. B. and Samworth, R. (2009), LogConcDEAD: an
**R**package for maximum likelihood estimation of a multivariate log-concave density,*J. Statist. Software*,**29**, Issue 2.

- Cule, M. and Samworth, R. (2009) Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. In
*Challenges in Statistical Theory: Complex Data Structures and Algorithmic Optimization. Mathematisches Forschungsinstitut Oberwolfach, Report No. 39/2009, 438-440*. Eds.: Beran RJ, Klüppelberg C and Polonik W. (.pdf, 64K)

- Hall, P., Park, B. U. and Samworth, R. J. (2008), Choice of neighbor order in nearest-neighbor classification,
*Ann. Statist.*,**36**, 2135-2152. (.pdf, 196K). A longer version of the paper is also available here: (.pdf, 236K)

- Samworth, R. (2008), Invited discussion of
*Sure independence screening for ultra-high dimensional feature space*by Fan and Lv,*J. Roy. Statist. Soc., Ser. B*,**70**, 888-889. (.pdf, 84K).

- Cule, M., Gramacy, R., Samworth, R. and Chen, Y. (2007),
*LogConcDEAD*, An**R**package for log-concave density estimation in arbitrary dimensions, version 1.4.2 available from CRAN

- Samworth, R. and Gowland, R. (2007), Estimation of adult skeletal age-at-death: statistical assumptions and applications,
*International Journal of Osteoarchaeology*,**17**, 174-188. (.pdf, 200K)

- Poore, H. R., Samworth, R., White, N. J., Jones, S. M. and McCave, I. N. (2006), Neogene overflow of northern component water at the Greenland-Scotland ridge,
*Geochem. Geophys. Geosyst.*,**7**, Q06010, doi:10.1029/2005GC001085. (.pdf, 2.5M)

- Samworth, R. and Poore, H. (2005), Understanding past ocean circulations: a nonparametric regression case study,
*Statistical Modelling*,**5**, 289-307. (.pdf, 1.7M)

- Johnson, O. and Samworth, R. (2005), Central Limit Theorem and convergence to stable laws in Mallows distance,
*Bernoulli*,**11**, 829-845. (.pdf, 176K)

- Samworth, R. (2005), Small confidence sets for the mean of a spherically symmetric distribution,
*J. Roy. Statist. Soc., Ser. B*,**67**, 343-361. (.pdf, 512K)

- Hall, P. and Samworth, R. J. (2005), Properties of bagged nearest-neighbour classifiers,
*J. Roy. Statist. Soc., Ser. B*,**67**, 363-379. (.pdf, 300K).

- Samworth, R. J. (2004),
*Some mathematical and theoretical aspects of the bootstrap*, Ph.D. thesis, University of Cambridge. (.pdf, 1.5M)

- Samworth, R. (2003), A note on methods of restoring consistency to the bootstrap,
*Biometrika*,**90**, 985-990. (.pdf, 164K)

- Samworth, R. J. (2014), New challenges in high-dimensional statistical inference,
*Poster*. (.pdf, 684K)

- Samworth, R. J. (2014), Big Data: a new era for Statistics,
*The Eagle, to appear*. (.pdf, 148K)

- Samworth, R. and Johnson, O. (2005), The empirical process in Mallows distance, with application to goodness-of-fit tests,
*Preprint*. (.pdf, 296K)

- Samworth, R. J. (2004), Some asymptotic results for the bootstrap distribution of the sample mean,
*Preprint*. (.pdf, 228K)

- Samworth, R. J. (2003), Bootstrap diagnostics and inconsistency,
*Preprint*. (.pdf, 280K)

- Samworth, R. (2000),
*Shrinkage Estimators*, Part III Essay, University of Cambridge. (.pdf, 288K)

*Log-concavity: New theory and methodology*(Berlin, January 2013) (.pdf, 392K)

*Log-concave density estimation with applications*(Lund, September 2012) (.pdf, 244K)

*High-dimensional variable selection in Statistics*(Cambridge, September 2012) (.pdf, 268K)

*Independent component analysis via nonparametric maximum likelihood estimation*(Istanbul, July 2012) (.pdf, 256K)

*Variable selection with error control: Another look at Stability Selection*(Tsukuba, July 2012) (.pdf, 256K)

*Optimal weighted nearest neighbour classifiers*(Essex, May 2012) (.pdf, 256K)