Jon A. Wellner Lecture
The 2019 Jon A. Wellner Lecture
Tuesday, September 24, 2019
3:00 p.m. – Refreshments
4:00 p.m. – Lecture
Nonparametric Inference Under Shape Constraints: Past, Present and Future
Richard 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 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.