Research page

Publications and Preprints

• Chen, Y. and Samworth, R. J. (2012), 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., to appear. (.pdf 236K)

• 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).

• 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), 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. 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)

Selected recent talks

• 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)