Gareth Roberts (statistician)
| Gareth Roberts | |
|---|---|
| Born | Gareth Owen Roberts 1964 (age 52–53) |
| 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 |
| Doctoral students | Alexandros Beskos Steve Brooks Flávio B. Gonçalves Chris Jewell Konstantinos Kalogeropoulos Theodore Kypraios John Leichty Omiros Papaspiliopoulos |
| Notable awards |
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Website www2 |
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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.
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.
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.
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.
His nomination to become a Fellow of the Royal Society (FRS) in 2013 reads:
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