Gareth Owen Roberts FRS FLSW (born 1964) is a statistician and applied probabilist. He is Professor of Statistics in the Department of Statistics and Director of the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick.[2] He is an established authority on the stability of Markov chains, especially applied to Markov chain Monte Carlo (MCMC) theory methodology for a wide range of latent statistical models with applications in spatial statistics, infectious disease epidemiology and finance.[3][4][5]
Gareth Roberts | |
|---|---|
| Born | Gareth Owen Roberts 1964 (age 59–60)[citation needed] |
| Alma mater | Jesus College, Oxford University of Warwick |
| Awards |
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| Scientific career | |
| Fields | Markov chain Monte Carlo (MCMC) |
| Institutions | University of Warwick University of Lancaster University of Cambridge University of Nottingham University of Oxford |
| Thesis | Some boundary hitting problems for diffusion processes (1988) |
| Doctoral advisor | Saul Jacka[1] |
| Doctoral students | Steve Brooks[1] |
| Website | www2 |
Education
editRoberts was educated at Liverpool Blue Coat School and Jesus College, Oxford, graduating in 1985 in Mathematics[6] and subsequently went on to complete in 1988 a PhD thesis on Some boundary hitting problems for diffusion processes[7] under the supervision of Saul Jacka at the University of Warwick.
Career
editFollowing his PhD, Roberts held various academic positions at the University of Nottingham, the University of Cambridge and Lancaster University before returning to the University of Warwick.[2] He was a Fellow of St Catharine's College, Cambridge from 1992 to 1998.
Roberts is a talented tournament bridge player, whose achievements include winning the Great Northern Swiss Pairs in 1997,[8] and the Garden Cities Trophy in 2008 and 2013.[9][10]
Awards and honours
edit- 1995 – Raybould Fellowship
- 1997 – Royal Statistical Society's Guy medal in Bronze
- 1999 – Rollo Davidson Prize of the University of Cambridge
- 2004 – ISI highly cited researcher[6] (Mathematics: Ranked 16th [11])
- 2008 – Royal Statistical Society's Guy medal in Silver
- 2009 – Institute of Mathematical Statistics Medallion
- 2010 – Editor of Journal of the Royal Statistical Society (Series B)
- 2013 – Elected a Fellow of the Royal Society
- 2019 - Elected a Fellow of the Learned Society of Wales[12]
His nomination to become a Fellow of the Royal Society (FRS) in 2013 reads:
"Gareth Roberts is distinguished for his work spanning Applied Probability, Bayesian Statistics and Computational Statistics. He has made fundamental contributions to the theory, methodology and application of Markov chain Monte Carlo and related methods in Statistics. He has developed crucial convergence and stability theory, constructed a theory of optimal scaling for Metropolis–Hastings algorithms, and has introduced and explored the theory of adaptive MCMC algorithms. He has made pioneering contributions to infinite dimensional simulation problems and inference in stochastic processes. His work has already found practical application in the study of epidemics such as Avian Influenza and Foot and Mouth disease."[13]
- 2015 – Wolfson Research Merit Award from the Royal Society [14]
References
edit- ^ a b Gareth Roberts at the Mathematics Genealogy Project
- ^ a b "Researcher Biography" (PDF). Archived from the original (PDF) on 25 June 2009. Retrieved 17 October 2009.
- ^ Gareth Roberts publications indexed by Microsoft Academic
- ^ Gareth Roberts Publications List
- ^ "ISI Highly Cited Profile". Archived from the original on 19 May 2007. Retrieved 17 October 2009.
- ^ a b "ISI Highly Cited Profile". Archived from the original on 19 May 2007. Retrieved 17 October 2009.
- ^ "Some boundary hitting problems for diffusion processes". University of Warwick Library. Retrieved 25 January 2013.
- ^ "Great Northern Swiss Pairs". English Bridge Union. Retrieved 4 December 2016.
- ^ "The Garden Cities Trophy – the history". English Bridge Union. Retrieved 4 December 2016.
- ^ "Coventry and North Warwickshire Bridge Club win Garden Cities". English Bridge Union. Retrieved 4 December 2016.
- ^ "ISI Highly Cited Statistics – Mathematics".
- ^ Wales, The Learned Society of. "Gareth Owen Roberts". The Learned Society of Wales. Retrieved 31 August 2023.
- ^ Professor Gareth Roberts FRS
- ^ "Royal Society announces recipients of prestigious Wolfson Research Merit Awards". Royal Society. Retrieved 26 November 2018.