Oxford Man Institute of Quantitative Finance, University of Oxford
18-22 July 2011
Event Date:
18 July, 2011 (All day) to 22 July, 2011 (All day)
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Gareth Roberts works in applied probability. His research focusses on stochastic processes and their application in computational statistics. He has established crucial results on the Markov chain Monte Carlo technique, an essential part of modern Bayesian statistical modelling. Roberts' work involves explorations of the mathematical foundations of computational algorithms, and it combines both a deep theoretical understanding with a keen sense of the way such results can be used to guide and enhance practical applications.