Gareth Roberts | |
Birth Name: | Gareth Owen Roberts |
Fields: | Markov chain Monte Carlo (MCMC) |
Workplaces: | University of Warwick University of Lancaster University of Cambridge University of Nottingham University of Oxford |
Alma Mater: | Jesus College, Oxford University of Warwick |
Doctoral Advisor: | Saul Jacka |
Doctoral Students: | Steve Brooks |
Thesis Title: | Some boundary hitting problems for diffusion processes |
Thesis Url: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.237500 |
Thesis Year: | 1988 |
Gareth Owen Roberts FRS FLSW (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.[1] 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.[2] [3]
Roberts was educated at Liverpool Blue Coat School and Jesus College, Oxford, graduating in 1985 in Mathematics[4] and subsequently went on to complete in 1988 a PhD thesis on Some boundary hitting problems for diffusion processes[5] 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.[1] He was a Fellow of St Catharine's College, Cambridge from 1992 to 1998.
Roberts is a talented tournament bridge player, whose achievements include winning the Great Northern Swiss Pairs in 1997,[6] and the Garden Cities Trophy in 2008 and 2013.[7] [8]
His nomination to become a Fellow of the Royal Society (FRS) in 2013 reads: