Gareth Roberts (statistician)
| Gareth Roberts | |
|---|---|
| Born |
Gareth Owen Roberts 1964 (age 51–52) |
| 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 |
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Website www2 | |
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
- 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 [6] (Mathematics: Ranked 16th [8])
- 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."[9]
References
- 1 2 3 Gareth Roberts at the Mathematics Genealogy Project
- 1 2 "Researcher Biography" (PDF).
- ↑ List of publications from Microsoft Academic Search
- ↑ Gareth Roberts Publications List
- ↑ ISI Highly Cited Profile
- 1 2 "ISI Highly Cited Profile".
- ↑ "Some boundary hitting problems for diffusion processes". University of Warwick Library. Retrieved 25 January 2013.
- ↑ "ISI Highly Cited Statistics - Mathematics".
- ↑ Professor Gareth Roberts FRS
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