Professor of Statistics, Statistical Laboratory, University of Cambridge
Teaching Fellow, St John's College
High-dimensional statistical inference
Centre for Mathematical Sciences
Cambridge , Cambridgeshire CB3 0WB
I obtained my PhD in Statistics from the University of Cambridge in 2004, and after a Research Fellowship at St John's College, joined the Statistical Laboratory as a Lecturer in 2005. I subsequently became a Reader (2010) and Professor of Statistics (2013), and remain a Fellow of St John's.
Departments and Institutes
My main research interests are in nonparametric and high-dimensional statistics. Particular topics include shape-constrained density and other nonparametric function estimation problems, nonparametric classification, clustering and regression, Independent Component Analysis, the bootstrap and high-dimensional variable selection problems.
Analytics ; Network Inference ; Statistics ; Machine Learning
Shah, R. D. and Samworth, R. J. (2013) Variable selection with error control: Another look at Stability Selection, J. Roy. Statist. Soc., Ser. B, 75, 55-80.
Samworth, R. J. and Yuan, M. (2012) Independent component analysis via nonparametric maximum likelihood estimation. Ann. Statist., 40, 2973-3002.
Samworth, R. J. (2012) Optimal weighted nearest neighbour classifiers, Ann. Statist., 40, 2733-2763.
Dümbgen, L., Samworth, R. and Schuhmacher, D. (2011) Approximation by log-concave distributions with applications to regression, Ann. Statist., 39, 702-730.
Cule, M., Samworth, R. and Stewart, M. (2010) Maximum likelihood estimation of a multi-dimensional log-concave density, J. Roy. Statist. Soc., Ser. B. (with discussion), 72, 545-607.