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Details of Grant 

EPSRC Reference: EP/K000993/1
Title: Adaptive nonparametric statistical inference
Principal Investigator: Bull, Dr AD
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Pure Maths and Mathematical Statistics
Organisation: University of Cambridge
Scheme: EPSRC Fellowship
Starts: 01 October 2012 Ends: 30 September 2015 Value (£): 205,344
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:
Panel DatePanel NameOutcome
01 Aug 2012 EPSRC Mathematics Fellowships - August 2012 Announced
04 Jul 2012 Mathematics Prioritisation Panel Meeting July 2012 Announced
Summary on Grant Application Form
Many problems in science and industry require us to estimate functions: we may be recovering an image of a galaxy in astronomy, or estimating dose responses in medicine; estimating income distributions in economics, or temperature distributions in meteorology; or recovering a transmission from a noisy channel in signal processing.

A good solution to these problems should be adaptive, performing well over a wide range of function classes. While much recent research has focused on describing such methods, in general they do not come with a guarantee of accuracy, and in practise this is often insufficient: for example, we may need to distinguish important features of a galaxy from random noise; detect significant differences in income distributions; or ensure accurate decoding of a signal.

Answering these questions requires adaptive confidence sets, but these objects are not yet well understood; adaptive estimates cannot simply be extended to produce confidence sets, and adaptive inference is in fact significantly more challenging. In this project, I will provide new insight into adaptive confidence sets, and develop new methodology applying them to a range of complex problems.

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Organisation Website: http://www.cam.ac.uk