**Please note that this webpage is out of date, following my move to Bristol. My current webpage can be found at http://www.maths.bris.ac.uk/~mazjcr/.** You should have been redicrected there automatically.

Dr Jonathan Rougier (Jonty)Currently:Lecturer in Statistics Department of Mathematical Sciences Durham University Science Laboratories South Road Durham DH1 3LE tel: +44(0)191 334 3111 email J.C.Rougier@durham.ac.uk |
From 1 January:Lecturer in Statistics Department of Mathematics Bristol University 1 February - 31 May:University Fellow ISDS, Duke University Visiting SAMSI | |

"[B]egin upon the precept ... that the things we see are to be weighed in the scale with what we know" (Meredith, The Egoist, 1879) |

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I study model-based inference for complex systems. I work with directly with experts in the Natural Sciences who want to make better predictions, and I develop the necessary statistical methodology. Rougier (2006) describes a fairly simple inferential approach, applicable to Climate Science.

One key challenge is to devise intuitive and flexible ways to describe the ways in which scientists judge that their models are informative about the underlying system; see, for example, Goldstein and Rougier (2004, 2006b). These will also allow us to unify results from several different models of the same system.

I focus mainly on large problems, where the models can be expensive
to evaluate. One approach is to use the model-evaluations to
construct an *emulator*, which is a stochastic representation of
the underlying model (which is typically deterministic); see, for
example, the talk Introduction to
emulators, or the short paper Inference in Ensemble Experiments. Another is
to adopt a Bayes
Linear approach; see, for example, Goldstein and Rougier (2006a).

*The probability of rapid climate change*(PI Peter Challoner, National Oceanography Centre, Southampton). Funded under the NERC-RAPID Directed Programme.*RAPID modelling intercomparison project*(PI Jonathan Gregory, Reading and the Met Office). Funded under the same programme.*PaleoQUMP: using paleodata to reduce uncertainties in climate prediction*(PI Sandy Harrison, Bristol). Funded under the NERC-QUEST Directed Programme.*Met Office.*External Expert, funded by DEFRA (TBC).

*Managing uncertainty in complex models*(MUCM, PI Tony O'Hagan, Sheffield). Funded by a Basic Technologies grant from the Research Councils UK.*SAMSI year-long program: Development, Assessment and Utilization of Complex Computer Models*(Organiser: Jim Berger, Duke University, North Carolina).*Uncertainty Analysis for Random Computer Models*(Mentor: Michael Goldstein, Durham). Statistics Mobility Fellowship, funded by the EPSRC.

**Navigation**:
Work in progress
Forthcoming
Statistics
Economics
Other

A more complete list of academic papers is available on my official university webpage.

*Inference in ensemble experiments*. For a Philosophical Transactions Series A special issue on ensemble experiments in climate. Joint work with David Sexton.*Lightweight emulators for complex multivariate functions.*A step away from the gaussian process gold-standard towards something a bit more `quick and dirty', but with its own quirky elegance.*Emulating the sensitivity of the HadAM3 climate model using ensembles from different but related experiments.*Building an emulator for a*very*complicated scalar function. Joint work with David Sexton, James Murphy (both at the Met Office), and Dave Stainforth (Oxford). Available as a pdf file.

- M. Goldstein and J.C. Rougier (2006a), Bayes
Linear Calibrated Prediction for Complex Systems,
*Journal of the American Statistical Association*, forthcoming. This paper was previously entitled "Calibrated Bayesian forecasting using large computer simulators". Available as a pdf file (A4 paper). - J.C. Rougier (2006), Probabilistic
Inference for Future Climate Using an Ensemble of Climate Model
Evaluations,
*Climatic Change*, forthcoming. Late draft available as a pdf file. - M. Goldstein and J.C.Rougier (2006b),
Reified Bayesian Modelling and Inference for Physical Systems,
*Journal of Statistical Planning and Inference*, forthcoming as a discussion paper. Late draft available as a pdf file (older version).

- J.C Rougier (2005), Probabilistic Leak Detection in Pipelines
Using the Mass Imbalance Approach.
*Journal of Hydraulic Research*,**43(5)**, 556-566. - M. Goldstein and J.C. Rougier (2004),
Probabilistic formulations for transferring inferences from
mathematical models to physical systems,
*SIAM Journal on Scientific Computing*,**26(2)**, 467-487. - J.C. Rougier and M. Goldstein (2001), A Bayesian Analysis of Fluid
Flow in Pipelines,
*Applied Statistics*,**50(1)**, 77-93. - P.S. Craig, M. Goldstein, J.C. Rougier and A.H. Seheult (2001),
Bayesian forecasting for complex systems using computer simulators,
*Journal of the American Statistical Association*,**96**, 717-729.

- P.R. Holmes and J.C. Rougier (2005), Trading Volume and Contract
Rollover in Futures Contracts,
*Journal of Empirical Finance*,**12(2)**, 317-338. - S.C. Parker and J.C. Rougier (2001), Measuring social mobility as
unpredictability,
*Economica*,**68**, 63-76. - B. Hillier and J.C. Rougier (1999), Real business cycles,
investment finance and multiple equilibria,
*Journal of Economic Theory*,**86**, 100-22. - J.C. Rougier (1996), An optimal price index for stock index
futures contracts,
*Journal of Futures Markets*,**16**, 189-99.

- J.C. Rougier (2006), Comment on the paper by Haslett et al.,
*Journal of the Royal Statistical Society, Series A*,**169(3)**, pp 432-433. - J.C. Rougier (2005), Literate programming for creating and
maintaining packages.
*R News*,**5(1)**, pp 35-39. This number available as a pdf file; a zipped tar file of the example package is also available. - J.C. Rougier (2005), A Statistical Approach to System Inference Using Models. Contributed to the floodrisknet.org.uk newsletter. Available as a pdf file (96Kb).
- J.C. Rougier (2001), Comment on the paper by Kennedy and
O'Hagan,
*Journal of the Royal Statistical Society, Series B*,**63**, page 453. - J.C. Rougier (2001), What's the point of `tensor'?,
*R News*,**1(2)**, pp 26-27. This number available as a pdf file.

Back to Papers Back to the top

- First Experiments with a New Climate Model (Workshop on probablistic future climate and climate impacts prediction, Edinburgh, September 2006), pdf file (3.8MB).
- Introduction to Emulators (Workshop on Inverse Problems, St Peter's College, Oxford, June 2006), pdf file (147KB).
- Uncertainty and Climate: A Statistician's View (RSS NE Group, Durham, December 2005). Revised version given at UCL (January 2006), pdf file (268KB).
- Using emulators to combine information from different climate simulators (CRU, UEA, November 2005). Available as a pdf file (942KB).
- Hurrah for proxy data! (Biology Dept, Durham, May 2005). Available as a pdf file (508KB).

- Royal Statistical Society (RSS). Fellow since 1997; Committee Member, Environmental Statistics Section; Secretary and Treasurer, North-East Local Group.
- International Society for Bayesian Analysis (ISBA). Member since 2001.
- Flood Risk Management Research Consortium (FRMRC). Committee Member, Advisory Group on Risk and Uncertainty.
- R project for statistical computing. Contributor base functions "match.fun", "aperm", "outer", "kronecker", "sprintf"; plus several packages on CRAN, including "tensor".
- Maths Study Groups with Industry, organised by the Smith Institute.

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