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