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 inference for Infectious diseases

Eric Moulines, Michael Jordan, Christian Robert and I lead the OCEAN project. I'm currently advertising generously-funded PhD positions in OCEAN. For more information, see here.

I lead the CoSInES project.

I am leading the Warwick involvement of the project New approaches to Bayesian Data Science: Tacking Challenges from the Health Sciences.

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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