Nonparametric Statistics and Information Theory

17.12.2019, 13:00 Uhr  –  Campus Golm, Haus 9, Raum 2.22
Öffentlicher Vortrag

Dr. Ester Mariucci

In this talk I will briefly present the research topics I have worked on and discuss the main lines of my future research.
My research interests lie at the frontier between mathematical statistics and probability theory with a view towards applications. My main fields of research have been the theory of comparison of statistical experiments in the Le Cam sense, nonparametric statistics (both from a frequentist and a Bayesian perspective) and statistics for stochastic processes, especially for diffusion and jump processes.

To exemplify the research I have done so far, I will focus on two results: first, the asymptotic equivalence between diffusion processes and their corresponding Euler scheme; then, a nonparametric Bayesian approach to estimate log-concave functions.
Finally, I will discuss my projects for the future and give details of some lines of research.