I am a lecturer (roughly equivalent to assistant professor) in the Department of Mathematics, Imperial College London, where I hold an EPSRC research fellowship until January 2020.

I am an associate editor for Journal of the Royal Statistical Society, Series B and a member of the Research Section Committee of the Royal Statistical Society, responsible for handling JRSSB discussion papers.

Much of my current research concerns inference for interest parameters in the presence of a large number of nuisance parameters.


Biographical outline

2008-2011: PhD, University of Cambridge, UK
2011-2014: Research Fellow, University of Bristol, UK
2014-2016: Research Fellow, Princeton University, USA
2016-present: Lecturer, Imperial College London, UK

Recent publications

Battey, H. S. (2019)
On sparsity scales and covariance matrix transformations.
Biometrika, 106, 605-617.

Battey, H. S., Cox, D. R. and Jackson, M. V. (2019)
On the linear in probability model for binary data.
R. Soc. Open Sci., 6, 190067.

Battey, H. S. and Cox, D. R. (2018)
Large numbers of explanatory variables: a probabilistic assessment.
Proc. R. Soc. Lond. A., 474, 20170631. Software.

Avella, M., Battey, H. S., Fan, J. and Li, Q. (2018)
Robust estimation of high-dimensional covariance and precision matrices.
Biometrika, 105, 271-284. Supplementary file.

Battey, H. S., Fan, J., Liu, Lu and Zhu, Z. (2018)
Distributed testing and estimation in sparse high dimensional models.
Ann. Statist., 46, 1352-1382. Supplementary file.

Cox, D. R. and Battey, H. S. (2017)
Large numbers of explanatory variables, a semi-descriptive analysis.
Proc. Nat. Acad. Sci., 114 (32), 8592-8595. Software.

Battey, H. S. (2017)
Eigen structure of a new class of structured covariance and inverse covariance matrices.
Bernoulli, 23, 3166-3177.

Nieto-Reyes, A. and Battey, H. S. (2016)
A topologically valid definition of depth for functional data.
Statistical Science, 31 61-79.

Plus 5 earlier publications.
For a complete list, see https://www.imperial.ac.uk/people/h.battey/publications.html.