Professor Gareth Roberts
phone: +44 (0)24 765 24631
email:
office: MSB 1.18
wikipedia: Gareth Roberts (statistician)
Google scholar page:
personal website: n/a
X:
office hours (by appointment):
Tuesday 10.30 - 11.30
Thursday 9.00 - 10.00
Publications
- McKimm, H., Wang, Andi Q., Pollock, M., Robert, Christian P., Roberts, Gareth O., 2024. Sampling using adaptive regenerative processes. Bernoulli
- Goncalves, Flavio B., ?atuszy?ski, Krzysztof G., Roberts, Gareth O., 2023. Exact Bayesian inference for diffusion-driven Cox processes. Journal of the American Statistical Association
- Goncalves, Flavio, Latuszynski, Krzysztof, Roberts, Gareth O., 2023. Exact Monte Carlo likelihood-based inference for jump-diffusion processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 85 (3), pp. 732-756
- Agrawal, Sanket, Vats, Dootika, ?atuszy?ski, Krzysztof, Roberts, Gareth O., 2023. Optimal scaling of MCMC beyond Metropolis. Advances in Applied Probability, 55 (2), pp. 492-509
- Chan, R., Pollock, M., Johansen, Adam M., Roberts, Gareth O., 2023. Divide-and-conquer fusion. Journal of Machine Learning Research, 24 (193), pp. 1-82
- Vasdekis, Georgios, Roberts, Gareth O., 2023. Speed up Zig-Zag. The Annals of Applied Probability, 33 (6A), pp. 4693-4746
- Jenkins, Paul, Pollock, M., Roberts, Gareth O., 2023. Flexible Bayesian inference for diffusion processes using splines. Methodology & Computing in Applied Probability, 25
- 'Vasdekis, Giorgos, 'Roberts, Gareth O., 2022. 'A note on the polynomial ergodicity of the one-dimensional zig-zag process. Journal of Applied Probability
- 'Roberts, Gareth O., 'Rosenthal, Jeffrey S., 'Tawn, Nicholas G., 2022. 'Skew brownian motion and complexity of the alps algorithm. Journal of Applied Probability, 59 (3), pp. 777-796
- Mider, Marcin, Jenkins, Paul, Pollock, Murray, Roberts, Gareth O., 2022. The computational cost of blocking for sampling discretely observed diffusions. Methodology and Computing in Applied Probability, 24, pp. 3007-3027
- Vats, Dootika, Gonçalves, Flavio B., Latuszynski , Krzysztof, Roberts, Gareth O., 2022. Efficient Bernoulli factory MCMC for intractable likelihoods. Biometrika, 109 (2), pp. 369-385
- Zhou, Quan, Yang, Jun, Vats, Dootika, Roberts, Gareth O., Rosenthal, Jeffrey S., 2022. Dimension-free mixing for high-dimensional Bayesian variable selection. Journal of the Royal Statistical Society Series B: Statistical Methodology, 84 (5), pp. 1751-1784
- Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2022. Football group draw probabilities and corrections. Journal of the Royal Statistical Society: Series A (Statistics in Society)
- Corbella, Alice, Spencer, Simon E. F., Roberts, Gareth O., 2022. Automatic Zig Zag sampling in practice. Statistics and Computing, 32
- Zanella, Giacomo, Roberts, Gareth, 2021. Multilevel linear models, Gibbs Samplers and multigrid decompositions (with discussion). Bayesian Analysis, 16 (4), pp. 1309-1391
- Durmus, Alain, Roberts, Gareth O., Vilmart, Gilles, Zygalakis, Konstantinos C., 2020. Fast Langevin based algorithm for MCMC in high dimensions. Annals of Applied Probability
- Tawn, Nicholas, Roberts, Gareth O., Rosenthal, Jeffrey S., 2020. Weight-preserving simulated tempering. Statistics and Computing, 30, pp. 27-41
- Griffin, Adam, Roberts, Gareth O., Spencer, Simon E. F., 2020. An epidemic model for an evolving pathogen with strain-dependent immunity. Mathematical Biosciences, 330
- Pollock, Murray, Fearnhead, Paul, Johansen, Adam M., Roberts, Gareth O., 2020. Quasi-stationary Monte Carlo and the ScaLE Algorithm. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 82 (5), pp. 1167-1221
- Wang, Andi Q., Kolb, Martin, Roberts, Gareth O., Steinsaltz, David, 2019. Theoretical properties of quasi-stationary Monte Carlo methods. The Annals of Applied Probability, 29 (1), pp. 434-457
- Bierkins, Joris, Roberts, Gareth O., Zitt, Pierre-Andre, 2019. Ergodicity of the zigzag process. Annals of Applied Probability, 29 (4), pp. 2266-2301
- Tawn, Nicholas, Roberts, Gareth O., 2019. Accelerating parallel tempering : quantile tempering algorithm (QuanTA). Advances in Applied Probability, 51 (3), pp. 802-834
- Papaspiliopoulos, O., Roberts, Gareth O., Zanella, G., 2019. Scalable inference for crossed random effects models. Biometrika
- Zanella, Giacomo, Roberts, Gareth O., 2019. Scalable importance tempering and Bayesian variable selection. Journal of the Royal Statistical Society : Series B (Statistical Methodology), 81 (3), pp. 489-517
- Ernst, Philip A., Kendall, W. S., Roberts, Gareth O., Rosenthal, Jeff S., 2019. MEXIT : Maximal un-coupling times for stochastic processes. Stochastic Processes and their Applications, 129 (2), pp. 355-380
- Bierkens, Joris, Fearnhead, Paul, Roberts, Gareth O., 2019. The Zig-Zag process and super-efficient sampling for Bayesian analysis of big data. Annals of statistics, 47 (3), pp. 1288-1320
- Bierkens, Joris, Bouchard-Côté, Alexandre, Doucet, Arnaud, Duncan, Andrew B., Fearnhead, Paul, Lienart, Thibaut, Roberts, Gareth O., Vollmer, Sebastian J., 2018. Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Statistics & Probability Letters, 136, pp. 148-154
- Beskos, Alexandros, Roberts, Gareth O., Thiéry, Alexandre H., Pillai, Natesh S., 2018. Asymptotic analysis of the random walk Metropolis algorithm on ridged densities. The Annals of Applied Probability, 28 (5), pp. 2966-3001
- Fearnhead, Paul, Bierkens, Joris, Pollock, Murray, Roberts, Gareth O., 2018. Piecewise deterministic Markov processes for continuous-time Monte Carlo. Statistical Science, 33 (3), pp. 386-412
- Agapiou, Sergios, Roberts, Gareth O., Vollmer, Sebastian J., 2018. Unbiased Monte Carlo : posterior estimation for intractable/infinite-dimensional models. Bernoulli, 24 (3), pp. 1726-1786
- Bierkens, Joris, Roberts, Gareth O., 2017. A piecewise deterministic scaling limit of lifted metropopolis-Hastings in the Curie-Weiss model. Annals of Applied Probability
- Goncalves, Flavio B., Latuszynski, Krzysztof, Roberts, Gareth O., 2017. Barker's algorithm for Bayesian inference with intractable likelihoods. Brazilian Journal of Probability and Statistics, 31 (4), pp. 732-745
- Durmus, Alain, Roberts, Gareth O., Vilmart, Gilles, Zygalakis, Konstantinos C., 2017. Fast Langevin based algorithm for MCMC in high dimensions. The Annals of Applied Probability, 27 (4), pp. 2195-2237
- Griffin, Adam, Jenkins, Paul, Roberts, Gareth O., Spencer, Simon E. F., 2017. Simulation from quasi-stationary distributions on reducible state spaces. Advances in Applied Probability, 49 (3), pp. 960-980
- Bierkens, Joris, Roberts, Gareth O., 2017. A piecewise deterministic scaling limit of Lifted Metropolis-Hastings in the Curie-Weiss model. Annals of Applied Probability, 27 (2), pp. 846-882
- Pollock, Murray, Johansen, Adam M., Roberts, Gareth O., 2016. On the exact and e-strong simulation of (jump) diffusions. Bernoulli, 22 (2), pp. 794-856
- Sherlock, Chris, Thiéry, Alexandre H., Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2015. On the efficiency of pseudo-marginal random walk Metropolis algorithms. Annals of statistics, 43 (1), pp. 238-275
- Medina Aguayo, Felipe Javier, Lee, Anthony, Roberts, Gareth O., 2015. Stability of noisy Metropolis?Hastings. Statistics and Computing, pp. 1-25
- Peavoy, Daniel, Franzke, Christian, Roberts, Gareth O., 2015. Systematic physics constrained parameter estimation of stochastic differential equations. Computational Statistics & Data Analysis, 83, pp. 182-199
- Craiu, Radu V., Gray, Lawrence F., Latuszynski, Krzysztof, Madras, Neal Noah, Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2015. Stability of adversarial Markov Chains, with an application to adaptive MCMC algorithms. The Annals of Applied Probability, 25 (6), pp. 3592-3623
- Jones, Galin L., Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2014. Convergence of conditional Metropolis-Hastings samplers. Advances in Applied Probability, 46 (2), pp. 422-445
- Brooks-Pollock, Ellen, Roberts, Gareth O., Keeling, Matthew James, 2014. A dynamic model of bovine tuberculosis spread and control in Great Britain. Nature, 511 (7508), pp. 228-231
- Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2014. Minimising MCMC variance via diffusion limits, with an application to simulated tempering. The Annals of Applied Probability, 24 (1), pp. 131-149
- Sermaidis, Giorgos, Papaspiliopoulos, Omiros, Roberts, Gareth O., Beskos, Alexandros, Fearnhead, Paul, 2013. Markov chain monte carlo for exact inference for diffusions. Scandinavian Journal of Statistics, 40 (2), pp. 294-321
- Peluchetti, Stefano, Roberts, Gareth O., Casella, Bruno, 2013. The strong weak convergence of the quasi-EA. Queueing Systems, 73 (4), pp. 447-460
- Latuszynski, Krzysztof, Roberts, Gareth O., 2013. CLTs and asymptotic variance of time-sampled Markov chains. Methodology and Computing in Applied Probability, 15 (1), pp. 237-247
- Latuszynski, Krzysztof, Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2013. Adaptive Gibbs samplers and related MCMC methods. Annals of Probability, 23 (1), pp. 66-98
- Roberts, Gareth O., Rosenthal, Jeffrey S., 2013. A note on formal constructions of sequential conditional couplings. Statistics & Probability Letters, 83 (9), pp. 2073-2076
- Beskos, Alexandros, Pillai, Natesh S., Roberts, Gareth O., Sanz-Serna, Jesus, Stuart, A. M., 2013. Optimal tuning of the hybrid monte-carlo algorithm. Bernoulli, 19 (5a), pp. 1501-1534
- Cotter, Simon L., Roberts, Gareth O., Stuart, A. M., White, David, 2013. MCMC methods for functions : modifying old algorithms to make them faster. Statistical Science, 28 (3), pp. 424-446
- Gonçalves, Flávio B., Roberts, Gareth O., 2013. Exact simulation problems for jump-diffusions. Methodology and Computing in Applied Probability
- Papaspiliopoulos, Omiros, Roberts, Gareth O., Stramer, Osnat, 2013. Data augmentation for diffusions. Journal of Computational and Graphical Statistics, 22 (3), pp. 665-688
- Neal, Peter, Roberts, Gareth O., Yuen, Wai Kong, 2012. Optimal scaling of random walk Metropolis algorithms with discontinuous target densities. Annals of Applied Probability, 22 (5), pp. 1880-1927
- Beskos, Alexandros, Peluchetti, Stefano, Roberts, Gareth O., 2012. e-Strong simulation of the Brownian path. Bernoulli, 18 (4), pp. 1223-1248
- Jewell, Chris P., Roberts, Gareth O., 2012. Enhancing Bayesian risk prediction for epidemics using contact tracing. Biostatistics, Vol.13 (No.4), pp. 567-579
- Marshall, T. (Tristan), Roberts, Gareth O., 2012. An adaptive approach to Langevin MCMC. Statistics and Computing, 22 (5), pp. 1041-1057
- Papaspiliopoulos, Omiros, Pokern, Yvo, Roberts, Gareth O., Stuart, A. M., 2012. Nonparametric estimation of diffusions : a differential equations approach. Biometrika, Vol.99 (No.3), pp. 511-531
- Papaspiliopoulos, Omiros, Roberts, Gareth O., Sermaidis, Giorgos, 2011. Whether 'tis nobler in the mind to suffer the slings and arrows of outrageous mixing problems, or to take arms against a sea of troubles, and by opposing end them?. Journal of Computational and Graphical Statistics, Vol.20 (No.3), pp. 592-602
- Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2011. Quantitative non-geometric convergence bounds for independence samplers. Methodology and Computing in Applied Probability, 13 (2), pp. 391-403
- Neal, Peter, Roberts, Gareth O., 2011. Optimal scaling of random walk metropolis algorithms with non-gaussian proposals. Methodology and Computing in Applied Probability, Vol.13 (No.3), pp. 583-601
- Kalogeropoulos, Konstantinos, Dellaportas, Petros, Roberts, Gareth O., 2011. Likelihood-based inference for correlated diffusions. Canadian Journal of Statistics, 39 (1), pp. 52-72
- Casella, Bruno, Roberts, Gareth O., Stramer, Osnat, 2011. Stability of partially implicit Langevin schemes and their MCMC variants. Methodology and Computing in Applied Probability, Vol.13 (No.4), pp. 835-854
- Bai, Yan, Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2011. On the containment condition for adaptive Markov chain Monte Carlo algorithms. Advances and Applications in Statistics, 21 (1), pp. 1-54
- Atchadé, Yves F., Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2011. Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo. Statistics and Computing, Vol.21 (No.4), pp. 555-568
- Casella, Bruno, Roberts, Gareth O., 2011. Exact simulation of jump-diffusion processes with Monte Carlo applications. Methodology and Computing in Applied Probability, Vol.13 (No.3), pp. 449-473
- Danon, Leon, Ford, Ashley P., House, Thomas A., Jewell, Chris P., Keeling, Matthew James, Roberts, Gareth O., Ross, Joshua V., Vernon, Matthew C., 2011. Networks and the epidemiology of infectious disease. Interdisciplinary Perspectives on Infectious Diseases, Vol.2011
- Latuszynski, Krzysztof, Kosmidis, Ioannis, Papaspiliopoulos, Omiros, Roberts, Gareth O., 2011. Simulating events of unknown probabilities via reverse time martingales. Random Structures & Algorithms, 38 (4), pp. 441-452
- Fearnhead, Paul, Papaspiliopoulos, Omiros, Roberts, Gareth O., Stuart, A. M., 2010. Random-weight particle filtering of continuous time processes. Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol.72 (No.4), pp. 497-512
- Berthelsen, Kasper K., Breyer, Laird A., Roberts, Gareth O., 2010. Perfect posterior simulation for mixture and hidden Markov models. LMS Journal of Computation and Mathematics, Vol.13, pp. 246-259
- Roberts, Gareth O., Sangalli, Laura M., 2010. Latent diffusion models for survival analysis. Bernoulli, Vol.16 (No.2), pp. 435-458
- Yau, C., Papaspiliopoulos, Omiros, Roberts, Gareth O., Holmes, Christopher, 2010. Bayesian non-parametric hidden Markov models with applications in genomics. Journal of the Royal Statistical Society : Series B (Statistical Methodology), Vol.73 (No.1), pp. 37-57
- Kalogeropoulos, Konstantinos, Roberts, Gareth O., Dellaportas, Petros, 2010. Interference for stochastic volatility models using time change transformations. Annals of statistics, Vol.38 (No.2), pp. 784-807
- Sherlock, Chris, Fearnhead, Paul, Roberts, Gareth O., 2010. The random walk metropolis : linking theory and practice through a case study. Statistical Science, Vol.25 (No.2), pp. 172-190
- Beskos, Alexandros, Papaspiliopoulos, Omiros, Roberts, Gareth O., 2009. Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Annals of statistics, Vol.37 (No.1), pp. 223-245
- Sherlock, Chris, Roberts, Gareth O., 2009. Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets. Bernoulli, Vol.15 (No.3), pp. 774-798
- Jewell, Chris P., Kypraios, Theodore, Neal, Peter, Roberts, Gareth O., 2009. Bayesian analysis for emerging infectious diseases. Bayesian analysis, Vol.4 (No.3), pp. 465-496
- Beskos, Alexandros, Roberts, Gareth O., Stuart, A. M., 2009. Optimal scalings for local Metropolis?Hastings chains on nonproduct targets in high dimensions. Annals of Applied Probability, Vol.19 (No.3), pp. 863-898
- Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2009. Examples of adaptive MCMC. Journal of Computational and Graphical Statistics, Vol.18 (No.2), pp. 349-367
- Jewell, Chris P., Keeling, Matthew James, Roberts, Gareth O., 2009. Predicting undetected infections during the 2007 foot-and-mouth disease outbreak. Journal of the Royal Society Interface, Vol.6 (No.41), pp. 1145-1151
- Andrieu, Christophe, Roberts, Gareth O., 2009. The pseudo-marginal approach for efficient Monte Carlo computations. Annals of statistics, Vol.37 (No.2), pp. 697-725
- Papaspiliopoulos, Omiros, Roberts, Gareth O., 2008. Stability of the Gibbs sampler for Bayesian hierarchical models. Annals of statistics, Vol.36 (No.1), pp. 95-117
- Casella, Bruno, Roberts, Gareth O., 2008. Exact Monte Carlo simulation of killed diffusions. Advances in Applied Probability, Vol.40 (No.1), pp. 273-291
- Beskos, Alexandros, Roberts, Gareth O., Stuart, A. M., Voss, Jochen, 2008. MCMC methods for diffusion bridges. Stochastics and Dynamics, Vol.8 (No.3), pp. 319-350
- Fearnhead, Paul, Papaspiliopoulos, Omiros, Roberts, Gareth O., 2008. Particle filters for partially observed diffusions. Royal Statistical Society. Journal. Series B: Statistical Methodology, 70 (4), pp. 755-777
- Neal, Peter, Roberts, Gareth O., 2008. Optimal scaling for random walk Metropolis on spherically constrained target densities. Methodology and Computing in Applied Probability, Vol.10 (No.2), pp. 277-297
- Beskos, Alexandros, Papaspiliopoulos, Omiros, Roberts, Gareth O., 2008. A factorisation of diffusion measure and finite sample path constructions. Methodology and Computing in Applied Probability, Vol.10 (No.1), pp. 85-104
- Papaspiliopoulos, Omiros, Roberts, Gareth O., 2008. Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models. Biometrika, Vol.95 (No.1), pp. 169-186
- Papaspiliopoulos, Omiros, Roberts, Gareth O., Skold, Martin, 2007. A general framework for the parametrization of hierarchical models. Statistical Science, Vol.22 (No.1), pp. 59-73
- Papaspiliopoulos, Omiros, Roberts, Gareth O., 2012. Importance sampling techniques for estimation of diffusion models. In Kessler, Mathieu; Linder, Alexander; Sørensen, Michael (eds.), Statistical methods for stochastic differential equations, Boca Raton, Florida, USA, CRC Press, pp. 311-340
- Peluchetti, Stefano, Roberts, Gareth O., 2012. A study of the efficiency of exact methods for diffusion simulation. In Plaskota, Leszek; Wozniakowski , Henryk (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2010, Berlin Heidelberg, Springer, pp. 161-187
- Jewell, Chris P., Brown, J., Keeling, Matthew James, Green, L., Roberts, Gareth O., 2013. Bayesian epidemic risk prediction-knowledge transfer and usability at all levels. Society of Veterinary Epidemiology and Preventive Medicine Annual Meeting, Madrid, Spain, 20-22 Mar 2013, Published in Society for Veterinary Epidemiology and Preventive Medicine, pp. 127-142
- Beskos, Alexandros, Roberts, Gareth O., Sanz-Serna, Chus, Stuart, A. M., Pillai, Natesh S., Pinski, F. J., 2009. MCMC methods in high dimension.. 2009-10 Program on Stochastic Dynamics Opening Tutorials & Workshops, Raleigh, NC, 30 Aug-2 Sep 2009
- Jewell, Chris P., Kypraios, Theodore, Christley, R. M., Roberts, Gareth O., 2009. A novel approach to real-time risk prediction for emerging infectious diseases: a case study in Avian Influenza H5N1. GisVet 2007 Conference, Copenhagen, Denmark, AUG 20-24, 2007, Published in Preventive Veterinary Medicine, pp. 19-28
- Latuszynski, Krzysztof, Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2011. Adaptive Gibbs samplers and related MCMC methods. University of Warwick. Centre for Research in Statistical Methodology
- Latuszynski, Krzysztof, Roberts, Gareth O., 2011. CLTs and asymptotic variance of time-sampled Markov chains. University of Warwick. Centre for Research in Statistical Methodology
- Latuszynski, Krzysztof, Kosmidis, Ioannis, Papaspiliopoulos, Omiros, Roberts, Gareth O., 2009. Simulating events of unknown probabilities via reverse time martingales. University of Warwick. Centre for Research in Statistical Methodology
- Bai, Yan, Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2009. On the containment condition for adaptive Markov Chain Monte Carlo algorithms. University of Warwick. Centre for Research in Statistical Methodology
- Sherlock, Chris, Fearnhead, Paul, Roberts, Gareth O., 2009. The random walk Metropolis : linking theory and practice through a case study. University of Warwick. Centre for Research in Statistical Methodology
- Yau, C., Papaspiliopoulos, Omiros, Roberts, Gareth O., Holmes, Christopher, 2009. Bayesian nonparametric hidden Markov models with application to the analysis of copy-number-variation in mammalian genomes. University of Warwick. Centre for Research in Statistical Methodology
- Papaspiliopoulos, Omiros, Roberts, Gareth O., 2009. Importance sampling techniques for estimation of diffusions models. University of Warwick. Centre for Research in Statistical Methodology
- Pokern, Yvo, Papaspiliopoulos, Omiros, Roberts, Gareth O., Stuart, A. M., 2009. Non parametric Bayesian drift estimation for one-dimensional diffusion processes. University of Warwick. Centre for Research in Statistical Methodology
- Roberts, Gareth O., Rosenthal, Jeffrey S. (Jeffrey Seth), 2009. Quantitative non-geometric convergence bounds for independence samplers. University of Warwick. Centre for Research in Statistical Methodology
- Marshall, Tristan, Roberts, Gareth O., 2009. An ergodicity result for adaptive Langevin algorithms. University of Warwick. Centre for Research in Statistical Methodology
- Peluchetti, Stefano, Roberts, Gareth O., 2008. An empirical study of the efficiency of EA for diffusion simulation. University of Warwick. Centre for Research in Statistical Methodology
- Peluchetti, Stefano, Roberts, Gareth O., Casella, Bruno, 2008. The strong weak convergence of the quasi-EA. University of Warwick. Centre for Research in Statistical Methodology
- Casella, Bruno, Roberts, Gareth O., 2008. Exact simulation of jump-diffusion processes with Monte Carlo applications. University of Warwick. Centre for Research in Statistical Methodology
- Roberts, Gareth O., Sangalli, Laura M., 2007. Latent diffusion models for event history analysis. University of Warwick. Centre for Research in Statistical Methodology
- Fearnhead, Paul, Papaspiliopoulos, Omiros, Roberts, Gareth O., Stuart, A. M., 2007. Filtering systems of coupled stochastic differential equations partially observed at high frequency. University of Warwick. Centre for Research in Statistical Methodology
- Roberts, Gareth O., 1988. Some boundary hitting problems for diffusion processes.
Research
| Title | Funder | Award start | Award end |
|---|---|---|---|
| On intelligenCE And Networks: Synergistic research in Bayesian Statistics, Microeconomics and Computer Sciences - YR 6 | UK Research and Innovation | 01 Mar 2023 | 28 Feb 2029 |
| Probabilistic AI Hub - full stage, Outline 76178 | EPSRC | 01 Feb 2024 | 31 Jan 2029 |
| Pooling INference and COmbining Distributions Exactly: A Bayesian Approach (PINCODE) | EPSRC | 01 Jul 2023 | 30 Jun 2027 |
| Fast martingales, randomised gradients and large deviations for heavy-tailed target distributions | EPSRC | 01 Oct 2021 | 01 Apr 2025 |
| CoSInES (COmputational Statistical INference for Engineering and Security) | EPSRC | 01 Oct 2018 | 30 Sep 2024 |
| New Approaches for Bayesian Data Science:Tackling Challenges from the Health Sciences - Full Proposal | EPSRC | 01 Apr 2018 | 31 Jul 2024 |
| TIL, GCHQ PDRA Funding Support for COSINES EPSRC main award under 57626 | GCHQ | 01 Jan 2021 | 31 Mar 2022 |
| ATI Fellowship | Alan Turing Institute | 01 Oct 2018 | 30 Sep 2020 |
| Solving intractable likelihood problems through exact Monte Carlo methods | Royal Society | 01 May 2015 | 30 Apr 2020 |
| Intractable Likelihood: New Challenges from Modern Applications (ILike) - Programme Grant Outline | EPSRC | 01 Jan 2013 | 30 Jun 2018 |
| Enabling Quantification of Uncertainty for Large-Scale Inverse Problems (EQUIP) Programme Grant | EPSRC | 01 Jun 2013 | 31 May 2018 |
| Enabling Quantification of Uncertainty for Large-Scale Inverse Problems (EQUIP) - Programme Grant | EPSRC | 01 Jun 2013 | 31 May 2018 |
| CRiSM 2 | EPSRC | 01 Oct 2012 | 30 Sep 2016 |
| Real-time modelling of a Pandemic Influenza Outbreak | National Institute for Health Research (DoH) | 01 Oct 2012 | 30 Sep 2015 |
| MASDOC - A Proposal for a Centre for Doctoral Training in the Mathematical Sciences | EPSRC | 01 Oct 2010 | 01 Oct 2014 |
| MASDOC - A Proposal for a Centre for Doctoral Training in the Mathematical Sciences | EPSRC | 01 Oct 2010 | 01 Oct 2014 |
| A longitudinal model for the spread of bovine tuberculosis | BBSRC | 01 Aug 2011 | 31 Jul 2014 |
| InFER: Likelihood-based Inference for Epidemic Risk | BBSRC | 01 Oct 2009 | 30 Jun 2013 |
| Inference for Diffusions and Related Processes | EPSRC | 01 May 2009 | 30 Apr 2012 |
| Warwick Symposium 2008/9 - Challenge in Scientific Computing | EPSRC | 01 Sep 2008 | 31 Aug 2011 |
| Warwick Symposium 2008/9 - Challenge in Scientific Computing | EPSRC | 01 Sep 2008 | 31 Aug 2011 |
| Bayesian Statistical Modelling and Inference for Infectious Diseases within Human Populations | National Institute for Health Research (DoH) | 01 Oct 2009 | 01 May 2010 |
| Langevin Algorithms: Questions at the Numerical Analysis/Applied Probability Interface | EPSRC | 01 May 2007 | 31 Jul 2008 |