Uncertainty Quantification and Modern Statistical Inference

Project Information

UQMSI

Grant agreement ID: 647812

DOI 10.3030/647812

Project closed

EC signature date 20 April 2015

Start date 1 September 2015

End date 28 February 2021

Funded under

• EXCELLENT SCIENCE - European Research Council (ERC)

Total cost € 1 733 767,00

EU contribution € 1 733 767,00

Coordinated by

THE CHANCELLOR MASTERS AND SCHOLARS OF THE UNIVERSITY OF CAMBRIDGE
United Kingdom

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Peer reviewed articles (9)

Efficient nonparametric Bayesian inference for $X$-ray transforms

Author(s): François Monard, Richard Nickl, Gabriel P. Paternain
Published in: The Annals of Statistics, Issue 47/2, 2019, ISSN 0090-5364
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/18-aos1708

Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem

Author(s): Matteo Giordano, Richard Nickl
Published in: Inverse Problems, Issue 36/8, 2020, Page(s) 085001, ISSN 0266-5611
Publisher: Institute of Physics Publishing
DOI: 10.1088/1361-6420/ab7d2a

Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions

Author(s): Richard Nickl, Kolyan Ray
Published in: The Annals of Statistics, Issue 48/3, 2020, ISSN 0090-5364
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/19-aos1851

"Bernstein - von Mises theorems for statistical inverse problems I: Schr\""odinger equation"

Author(s): Nickl, Richard
Published in: Journal of the European Mathematical Society, Issue 4, 2019, ISSN 1435-9855
Publisher: European Mathematical Society Publishing House

Adaptive confidence sets for matrix completion

Author(s): Alexandra Carpentier, Olga Klopp, Matthias Löffler, Richard Nickl
Published in: Bernoulli, Issue 24/4A, 2018, Page(s) 2429-2460, ISSN 1350-7265
Publisher: Chapman & Hall
DOI: 10.3150/17-BEJ933

Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions

Author(s): Richard Nickl, Jakob Söhl
Published in: The Annals of Statistics, Issue 45/4, 2017, Page(s) 1664-1693, ISSN 0090-5364
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/16-AOS1504

Consistent Inversion of Noisy Non‐Abelian X‐Ray Transforms

Author(s): François Monard, Richard Nickl, Gabriel P. Paternain
Published in: Communications on Pure and Applied Mathematics, Issue 74/5, 2021, Page(s) 1045-1099, ISSN 0010-3640
Publisher: John Wiley & Sons Inc.
DOI: 10.1002/cpa.21942

Bernstein–von Mises theorems for statistical inverse problems II: compound Poisson processes

Author(s): Richard Nickl, Jakob Söhl
Published in: Electronic Journal of Statistics, Issue 13/2, 2019, ISSN 1935-7524
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/19-ejs1609

On signal detection and confidence sets for low rank inference problems

Author(s): Alexandra Carpentier, Richard Nickl
Published in: Electronic Journal of Statistics, Issue 9/2, 2015, ISSN 1935-7524
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/15-ejs1087