Gareth Roberts (statistician)

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Gareth Roberts
Born Gareth Owen Roberts
1964 (age 60–61)[citation needed]
Fields Markov Chain Monte Carlo (MCMC)
Institutions University of Warwick
University of Lancaster
University of Cambridge
University of Nottingham
University of Oxford
Alma mater Jesus College, Oxford
University of Warwick
Thesis Some boundary hitting problems for diffusion processes (1988)
Doctoral advisor Saul Jacka[1]
Doctoral students Alexandros Beskos
Steve Brooks[1]
Flávio B. Gonçalves
Chris Jewell
Konstantinos Kalogeropoulos
Theodore Kypraios
John Leichty [1]
Omiros Papaspiliopoulos
Notable awards <templatestyles src="Plainlist/styles.css"/>
Website
www2.warwick.ac.uk/fac/sci/statistics/staff/academic-research/roberts

Gareth Owen Roberts FRS (born 1964) is a statistician and applied probabilist. He is Professor of Statistics in the Department of Statistics and Director of the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick.[2] He is an established authority on the stability of Markov chains, especially applied to Markov Chain Monte Carlo (MCMC) theory methodology for a wide range of latent statistical models with applications in spatial statistics, infectious disease epidemiology and finance.[3][4][5]


Education

Roberts was educated at Jesus College, Oxford, graduating in 1985 in Mathematics [6] and subsequently went on to complete in 1988 a PhD thesis on Some boundary hitting problems for diffusion processes[7] under the supervision of Saul Jacka at the University of Warwick.

Career

Following his PhD, Roberts held various academic positions at the University of Nottingham, the University of Cambridge and Lancaster University before returning to the University of Warwick.[2]

Awards and honours

His nomination to become a Fellow of the Royal Society (FRS) in 2013 reads:

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"Gareth Roberts is distinguished for his work spanning Applied Probability, Bayesian Statistics and Computational Statistics. He has made fundamental contributions to the theory, methodology and application of Markov Chain Monte Carlo and related methods in Statistics. He has developed crucial convergence and stability theory, constructed a theory of optimal scaling for Metropolis–Hastings algorithms, and has introduced and explored the theory of adaptive MCMC algorithms. He has made pioneering contributions to infinite dimensional simulation problems and inference in stochastic processes. His work has already found practical application in the study of epidemics such as Avian Influenza and Foot and Mouth disease."[9]

References

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  1. ↑ 1.0 1.1 1.2 Gareth Roberts at the Mathematics Genealogy Project
  2. ↑ 2.0 2.1 Lua error in package.lua at line 80: module 'strict' not found.
  3. ↑ List of publications from Microsoft Academic Search
  4. ↑ Gareth Roberts Publications List
  5. ↑ ISI Highly Cited Profile
  6. ↑ 6.0 6.1 Lua error in package.lua at line 80: module 'strict' not found.
  7. ↑ Lua error in package.lua at line 80: module 'strict' not found.
  8. ↑ Lua error in package.lua at line 80: module 'strict' not found.
  9. ↑ Professor Gareth Roberts FRS
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