• Computational Statistics, particularly MCMC, particle filtering, Monte Carlo likelihood
• Stochastic processes, especially stability theory for Markov chains, Stochastic Differential Equations
• Stochastic simulation
• Inference for Stochastic Processes
• Statistical methodology for missing data
• Bayesian statistics
• Statistical inference for Infectious diseases

My publication list can be found here.

Rm D0.04
Dept of Statistics
University of Warwick
Coventry
CV4 7AL

Tel: +44(0)24 7652 4631
Email: Gareth.O.Roberts at warwick dot ac dot uk