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SuSTaIn management

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Confidence regions and shape regularisation

Laurie Davies, Arne Kovac and Monika Meise have devised a new approach to the problem of nonparametric regression. The basis is a confidence region derived from the data by controlling the sums of the residuals on intervals of various sizes and locations. In the paper which has just been accepted for publication in the Annals of Statistics they show that by minimising the number of local extreme values within these regions it is possible to obtain optimal rates of convergence. These results can be derived by nothing more complicated than a Taylor expansion. Read more...

Executive Committee

The day-to-day running of SuSTaIn is in the hands of the current Director (Guy Nason), Christophe Andrieu, Sean Collins, Peter Green.

Corporate Board

The Executive Committee is backed by a Corporate Board, whose members are the Director of SuSTaIn, the Head of School of Mathematics, The Research Director for the Faculty of Science and the University Pro Vice-Chancellor for Research.

Scientific Advisory Panel

We are pleased to say that Rainer Dahlhaus (Heidelberg), Richard Gill (Utrecht), Peter Hall FRS (Melbourne), Steffen Lauritzen (Oxford), and Mike West (Duke) have agreed to serve.