Research page
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, the bootstrap and high-dimensional variable selection problems.
Publications and Preprints
- Samworth, R. J. (2011), Optimal weighted nearest neighbour classifiers. Submitted. (.pdf, 284K)
- Chen, Y. and Samworth, R. J. (2011), Smoothed log-concave maximum likelihood estimation with applications. Submitted. (.pdf, 500K)
- Shah, R. D. and Samworth, R. J. (2012), Variable selection with error control: Another look at Stability Selection, J. Roy. Statist. Soc., Ser. B, to appear. (.pdf, 344K). Some associated R code can be found here.
- Dümbgen, L., Samworth, R. J. and Schuhmacher, D. (2011), Stochastic search for semiparametric linear regression models, to appear in `From Probability to Statistics and Back: High-Dimensional Models and Processes'. A Festschrift in Honor of Jon Wellner. (.pdf 224K).
- 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. J. 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. L., Samworth, R. J. and Stewart, M. I. (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. L., Samworth, R. J. and Stewart, M. I. (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. L. and Samworth, R. J. (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), 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. B., Samworth, R. J. 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. J. 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. L., Gramacy, R. B. and Samworth, R. J. (2009), LogConcDEAD: an R package for maximum likelihood estimation of a multivariate log-concave density, J. Statist. Software, 29, Issue 2.
- Cule, M. L. and Samworth, R. J. (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. J. (2008), 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. L., Gramacy, R. B., Samworth, R. J. 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. J. and Gowland, R. L. (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. J., 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. J. and Poore, H. R. (2005), Understanding past ocean circulations: a nonparametric regression case study, Statistical Modelling , 5, 289-307. (.pdf, 1.7M)
- Johnson, O. T. and Samworth, R. J. (2005), Central Limit Theorem and convergence to stable laws in Mallows distance, Bernoulli, 11, 829-845. (.pdf, 176K)
- Samworth, R. J. (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. J. (2003), A note on methods of restoring consistency to the bootstrap, Biometrika, 90, 985-990. (.pdf, 164K)
- Samworth, R. J. and Johnson, O. T. (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. J. (2000), Shrinkage Estimators , Part III Essay, University of Cambridge. (.pdf, 288K)