Jon A. Wellner Lecture
The 2019 Jon A. Wellner Lecture
Tuesday, September 24, 2019
3:00 p.m. – Refreshments in the Paul J. Joyce Faculty-Staff Lounge, Brink Hall
4:00 p.m. – Lecture in TLC 031
Nonparametric Inference Under Shape Constraints: Past, Present and Future
Richard J. Samworth, Ph.D.
Professor of Statistical Science and Director of the Statistical Laboratory, University of Cambridge
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.
About the Speaker
Professor Richard J. Samworth's main research interests are in nonparametric and high-dimensional statistics. Particular topics include shape-constrained estimation problems; data perturbation methods (e.g. subsampling, bootstrap sampling, random projections, knockoffs); nonparametric classification; (conditional) independence testing; estimation of entropy and other functionals; changepoint detection and estimation; missing data; variable selection; and applications, including genetics, archaeology and oceanography.
- Fellow of the American Statistical Association
- Fellow of the Institute of Mathematical Statistics
- The Royal Statistical Society?s Research Prize in 2008
- The Guy Medal in Bronze, Royal Statistical Society, in 2012
- The COPSS Presidents' Award 2018
- IMS Medallion Lecture 2018
- The Adams Prize 2017
- Philip Leverhulme Prize 2014
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.