Professor Gareth Roberts
Office hours: Tuesday 10.30 - 11.30 or Thursday 9.00 - 10.00 by appointment.
My research interests include:
- Computational Statistics, particularly MCMC, particle filtering, Monte Carlo likelihood
- Stochastic processes, especially stability theory for Markov chains, Stochastic Differential Equations
- Stochastic simulation
- Inference for Stochastic Processes
- Statistical methodology for missing data
- Bayesian statistics
- Statistical Privacy
- Statistical inference for Infectious diseases
- Statistics in Sport
Eric Moulines, Michael Jordan, Christian Robert and I lead the OCEAN project.
In January I am giving an ST923 lecture course. The material covered will be (probably not quite all of) these slides:
Part 1 Part 2 Part 3 Part 4 Part 5
My publication list can be found here.
Rm MSB 1.18
Dept of Statistics
University of Warwick
Coventry
CV4 7AL
Tel: +44(0)24 7652 4631
Email: Gareth.O.Roberts at warwick dot ac dot uk