It’s been quite a long time since the last in-person talk. On 12th Oct, our Fellow – Professor Richard Samworth gave an inspiring talk about Stein’s Lemma.
Title: Stein’s paradox
Abstract: Stein’s paradox is one of the most striking results in Statistics. Although it appears to be a basic problem in mathematical statistics, it turns out to have profound implications for the analysis of modern, high-dimensional data. I will describe both the result and some of its consequences.