Gareth Owen Roberts Federal Reserve System is a statistician and applied probabilist.
Education
Roberts was educated at Jesus College, Oxford, graduating in 1985 in Mathematics and subsequently went on to complete in 1988 a Doctor of Philosophy thesis on Some boundary hitting problems for diffusion processes under the supervision of Saul Jacka at the University of Warwick.
Career
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. 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. Following his Doctor of Philosophy, Roberts held various academic positions at the University of Nottingham, the University of Cambridge and Lancaster University before returning to the University of Warwick.