Link to my real home page
Please note that this webpage is out of date, following my move to Bristol.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.
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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
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From 1 January:
Lecturer in Statistics
Department of Mathematics
Bristol University
1 February - 31 May:
University Fellow
ISDS, Duke University
Visiting SAMSI
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"[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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Navigation:
Research interests
Current projects
Selected papers
Recent talks
Memberships
(orange background shows links on this page)
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).
These projects have a climate focus
- 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).
These projects are more general
- 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.
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Navigation:
Work in progress
Forthcoming
Statistics
Economics
Other
A more complete list of academic papers is available on my official
university webpage.
Work in progress
- 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.
Forthcoming
- 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
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- 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).
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Last modified: Fri Oct 13 11:32:33 BST 2006
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