Richard Samworth

Name:	Richard Samworth
Affiliation:	University of Cambridge
E-mail:	(only provided to users who are logged into talks.cam)
Last login:	Tue May 21 21:44:26 +0000 2013

Public lists managed by Richard Samworth

• Cambridge Centre for Analysis talks
• Cambridge Statistics Clinic
• Statistics
• Statistics Reading Group

Talks given by Richard Samworth

Obviously this only lists talks that are listed through talks.cam. Furthermore, this facility only works if the speaker's e-mail was specified in a talk. Most talks have not done this.

• High-dimensional variable selection via sure independence screening
• The 1995 Benjamini and Hochberg paper on false discovery rates

Talks organised by Richard Samworth

This list is based on what was entered into the 'organiser' field in a talk. It may not mean that Richard Samworth actually organised the talk, they may have been responsible only for entering the talk into the talks.cam system.

• Discrete Fourier transform methods in the analysis of nonstationary time series
• What is the chance that the match is coincidence?
• Classification Using Censored Functional Data
• On the Computational and Statistical Interface and "Big Data"
• From depth to local depth : a focus on centrality
• Approximating Data
• The Bayesian Approach To Inverse Problems
• Frequentist coverage and adaptation of nonparametric Bayesian credible sets
• Optimization meets Statistics: Fast global convergence for high-dimensional statistical recovery
• Strong Oracle Optimality of Folded Concave Penalized Estimation
• Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
• Local Bilinear Multiple-Output Quantile Regression: from $L_1$ Optimization to Regression Depth
• When Bayesians Can't Handle the Truth
• Conflicts between optimality criteria for block designs with low replication
• Minimax Lower Bounds
• Stability
• Random Fraction of a Biased Sample: old models and a new one
• Interim Monitoring of Clinical Trials: Decision Theory, Dynamic Programming and Optimal Stopping
• A semiparametric model for heterogeneous panel data with fixed effects
• Suprema of Chaos Processes and the Restricted Isometry Property
• Wavelet-based estimation of the long memory parameter in Gaussian non-gappy and gappy time series
• Nonparametric regression for locally stationary time series
• Model and estimator selection for density estimation with L2-loss
• Likelihood based inference for current status data on a grid: a boundary phenomenon and an adaptive inference procedure
• Modelling Network Data
• Statistical inference for compound regression
• From statistical estimation to well localized frames, via heat kernel
• Grouping strategies for denoising
• Large-scale convex optimization for machine learning
• Log-concave distributions: definitions, properties, and consequences
• The distribution of the maximal difference between a Brownian bridge and its concave majorant
• Hilbert Space Embedding of Probability Measures: Theory and Applications
• Second-Order Comparison of Functional Data with Applications to DNA Geom
• Nonparametric estimation of the division rate of a size-structured population
• Goodness-of-fit tests for noisy directional data
• Safe Learning: How to Modify Bayesian Inference when All Models are Wrong
• Marginal Models for Dependent, Clustered, and Longitudinal Categorical Data
• Approximate Bayesian Computation for model selection
• Random forests
• Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Models
• Alias Detection and Spectral Correction for Locally Stationary Time Series
• The aggregation problems in learning theory
• Modelling electricity day-ahead prices by multivariate Levy semistationary processes
• Data-driven calibration of linear estimators with minimal penalties, with an application to multi-task regression
• Statistical problems in Astronomy and High Energy Physics
• On adaptation of false discovery rate
• Focussed Information Criteria for Model Selection and Model Averaging
• Boundary estimation in the presence of measurement error with unknown variance
• Statistical image processing for electron microscopy on molecular machines
• Bayesian Clustering with the Dirichlet-Process Prior
• Exact simulation
• Model criticism in complex Bayesian evidence synthesis for infectious disease models
• Nonparametric maximum likelihood estimation
• Frameworks for causal inference
• Online Expectation-Maximisation
• Recent Advances in Particle Based Simulation Methods
• An Introduction to Variational Methods for Approximate Inference in Graphical Models
• Reversible jump MCMC
• New approaches to Bayesian asymptotics
• An introduction to sequential Monte Carlo methods
• Compressed Sensing - Introduction and Future Aspects
• Bayesian Nonparametric Mixture Models
• When can we quantify uncertainty?
• The Dantzig Selector
• Ferguson's 1973 paper on the Dirichlet process
• Learning based on Data Compression
• The 1995 Benjamini and Hochberg paper on false discovery rates
• The 1995 wavelet paper of Donoho, Johnstone, Kerkyacharian and Picard
• Ronald Fisher's 1934 likelihood and inference paper
• David Cox's 1972 proportional hazards paper
• Charles Stein's 1956 inadmissibility paper