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C3 Guest Lecture Series

Retrospective Simulation
Gareth Roberts
I am Professor of Statistics and Director of CRiSM at the University of Warwick, having previously held academic positions at Nottingham, Cambridge and Lancaster. I obtained my PhD also at the University 
of Warwick in 1989. My work spans probability and statistics with particular interests in computational statistics (especially MCMC and SMC), simulation and inference of stochastic processes, and inference for infectious disease epidemiology.
Abstract: 
This presentation will present retrospective simulation as a general though extremely simple methodology for stochastic simulation with huge computational advantages. Simple examples will be given, though the
talk will also discuss more substantial application in areas such as simulation of diffusion processes and Bayesian computation for Dirichlet mixture models.
Date: 
January 17, 2013
Time: 
1:00pm- 2:00pm
Room: 
234 Larsen

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