Jon A. Wellner Lecture

The 2019 Jon A. Wellner Lecture

Tuesday, September 24, 2019
3:00 p.m. – Refreshments
4:00 p.m. – Lecture

Title

Nonparametric Inference Under Shape Constraints: Past, Present and Future

Speaker

Richard Samworth, Ph.D.
Professor of Statistical Science and Director of the Statistical Laboratory, University of Cambridge

Abstract

Traditionally, we think of statistical methods as being divided into parametric approaches, which can be restrictive, but where estimation is typically straightforward (e.g. using maximum likelihood), and nonparametric methods, which are more flexible but often require careful choices of tuning parameters. The area of nonparametric inference under shape constraints sits somewhere in the middle, seeking in some ways the best of both worlds. I will give an introduction to this currently very active area, providing some history, recent developments and a future outlook.

Previous Lectures

About the Jon A. Wellner Lecture

The Jon A. Wellner Lecture was established by Jon and Vera Wellner to provide educational experiences outside the classroom for students and faculty and to help to raise the profile of the University of Idaho by bringing well-known experts in the fields of statistics and probability to Moscow.