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Contact

Physical Address:
Brink Hall 300

Mailing Address:
875 Perimeter Drive, MS 1103
Moscow, ID 83844-1103

Phone: 208-885-6742

Fax: 208-885-5843

Email: mathstat@uidaho.edu

Web: Department of Mathematics and Statistical Science

Previous Wellner Lectures

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

Title

Nonparametric Inference Under Shape Constraints: Past, Present and Future

Speaker

Richard J. 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.

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.

Awards

  • 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

Previous Lectures

University of Idaho Wellner Lecture

Nonparametric Inference Under Shape Constraints: Past, Present and Future by Richard Samworth

The 2018 Jon A. Wellner Lecture

Thursday, September 6, 2018
3:00 p.m. – Refreshments in Paul Joyce Faculty-Staff Lounge, Brink Hall
4:00 p.m. – Lecture in TLC 031

Title

New Multiplier Inequalities and Applications

Speaker

Jon A. Wellner, Ph.D.
Professor of Statistics and Biostatistics, University of Washington

Abstract

Multiplier inequalities have proved to be one of the key tools of modern empirical process theory, with applications to central limit theorems, bootstrap theory, and weighted likelihood methods in statistics. In this talk I will review some classical multiplier inequalities, present a new multiplier inequality, and discuss several statistical applications. The applications include new results concerning convergence rates of least squares estimators (LSE) in regression models with possibly heavy-tailed errors. Particular cases involving sparse linear regression and shape restrictions will be mentioned.

[This talk is based on the University of Washington Ph.D. work of Qiyang (Roy) Han.]

Wellner Lecture Video

Contact

Physical Address:
Brink Hall 300

Mailing Address:
875 Perimeter Drive, MS 1103
Moscow, ID 83844-1103

Phone: 208-885-6742

Fax: 208-885-5843

Email: mathstat@uidaho.edu

Web: Department of Mathematics and Statistical Science