Richard Nickl

16 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0889-5422

Department of Pure Mathematics and Mathematical Statistics, University of Cambridge

Publications

• Bayesian nonparametric inference in McKean–Vlasov models — The Annals of Statistics 2025
• On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations — The Annals of Statistics 2024
• Consistent inference for diffusions from low frequency measurements — The Annals of Statistics 2024
• Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors — The Annals of Statistics 2021
• Efficient estimation of linear functionals of principal components — The Annals of Statistics 2020
• Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions — The Annals of Statistics 2020 (name-matched, not ORCID-linked)
• Efficient nonparametric Bayesian inference for $X$-ray transforms — The Annals of Statistics 2019
• Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions — The Annals of Statistics 2017
• Discussion of “Frequentist coverage of adaptive nonparametric Bayesian credible sets” — The Annals of Statistics 2015 (name-matched, not ORCID-linked)
• On the Bernstein–von Mises phenomenon for nonparametric Bayes procedures — The Annals of Statistics 2014
• Nonparametric Bernstein–von Mises theorems in Gaussian white noise — The Annals of Statistics 2013 (name-matched, not ORCID-linked)
• Confidence sets in sparse regression — The Annals of Statistics 2013 (name-matched, not ORCID-linked)
• On adaptive inference and confidence bands — The Annals of Statistics 2011
• Global uniform risk bounds for wavelet deconvolution estimators — The Annals of Statistics 2011
• Rates of contraction for posterior distributions in Lr-metrics, 1 ≤ r ≤ ∞ — The Annals of Statistics 2011 (name-matched, not ORCID-linked)
• Confidence bands in density estimation — The Annals of Statistics 2010 (name-matched, not ORCID-linked)