Associate Professor Dale Roberts

Statistics (RSFAS)

Dale graduated from the University of Technology, Sydney (UTS) with a first class Honours in Mathematics in 2006. After his honours, Dale spent some time working in the finance industry. In 2012, he completed his Ph.D. in Mathematics at the University of New South Wales on the topic of Stochastic Partial Differential Equations (SPDE). On completion of his PhD, Dale joined ANU jointly appointed in RSFAS and the Mathematical Sciences Institute (MSI). At the start of 2014, Dale left the MSI (Mathematics) and moved full-time to CBE/RSFAS (Statistics).

Notwithstanding a research load of only 40%, Dale has published extensively since 2012 with nearly 20 of his papers in A*/A top-tiered journals. He has also secured more than $2,900,000 in research funding through numerous competitive grants and external funded projects mostly as sole chief investigator.

Research interests

My research interests are in high-dimensional probability theory and stochastic processes, algorithms, and their application to very large scale data science problems (i.e., Petabyte or greater sized data).

As a teaching and research academic, (theoretically) my time is allocated 40% on each. I am a passionate educator and currently teach the following two courses each year that I sprinkle with my own interests and examples:

(1) A research-led course that looks at the application of random matrix theory in high-dimensional statistics and machine learning. Particular focus is on understanding how classic approaches break down when the dimensionality of the data becomes large and how these problems may be resolved using recent mathematical results; see [STAT3017 / STAT7017].

(2) An introductory graduate course on stochastic processes: Markov chains, Brownian motion, their properties and applications; see [STAT7004].

I also love programming, building my own research tools, and routinely release them on GitHub for others to use (see my profile). Many of my public projects are highly starred by the international community, my ranking is here.