Sneha Girap (Editor)

Gareth Roberts (statistician)

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Doctoral advisor  Saul Jacka
Name  Gareth Roberts

Role  Statistician
Notable students  Steve Brooks
Gareth Roberts (statistician) www2warwickacukfacscistatisticsstaffacadem
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 students  Alexandros Beskos Steve Brooks Flavio B. Goncalves Chris Jewell Konstantinos Kalogeropoulos Theodore Kypraios John Leichty Omiros Papaspiliopoulos
Education  University of Warwick, University of Oxford

Professor gareth roberts new challenges in computational statistics


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. 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.

Contents

Conferencia the bayesian computational revolutions por gareth roberts


Education

Roberts was educated at Jesus College, Oxford, graduating in 1985 in Mathematics and subsequently went on to complete in 1988 a PhD thesis on Some boundary hitting problems for diffusion processes 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.. He was a Fellow of St Catharine's College, Cambridge from 1992-1998.

Roberts is a talented tournament bridge player, whose achievements include winning the Great Northern Swiss Pairs in 1997, and the Garden Cities Trophy in 2008 and 2013.

Awards and honours

  • 2013 - Elected a Fellow of the Royal Society
  • 2010 - Editor of Journal of the Royal Statistical Society (Series B)
  • 2009 - Institute of Mathematical Statistics Medallion
  • 2008 - Royal Statistical Society's Guy medal in Silver
  • 2004 - ISI highly cited researcher (Mathematics: Ranked 16th )
  • 1999 - Rollo Davidson Prize of the University of Cambridge
  • 1997 - Royal Statistical Society's Guy medal in Bronze
  • 1995 - Raybould Fellowship
  • His nomination to become a Fellow of the Royal Society (FRS) in 2013 reads:

    "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."

    References

    Gareth Roberts (statistician) Wikipedia


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