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
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.
See my ST912 slides: Principled subsampling and super-efficiency for Bayesian inference here.
My publication list can be found here.
Rm MSB 1.18
Dept of Statistics
University of Warwick
Tel: +44(0)24 7652 4631
Email: Gareth.O.Roberts at warwick dot ac dot uk