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The Australian National University

Dr Dale Roberts

Ph.D. in Mathematics (UNSW), B.Sc. 1st Class Honours in Mathematics (UTS)

Director of Research Engagement
ANU College of Business and Economics

Senior Lecturer
Research School of Finance, Actuarial Studies and Statistics (RSFAS)
ANU College of Business and Economics
T: +61 2 612 57336

Research interests

My research interests are in probability theory, stochastic processes, and their applications. In addition to my own mathematical research program, I also actively engage and collaborate with Australian industry and government on real-world problems, recent funded projects include:

  • Machine learning and high-dimensional statistics applied to satellite imagery, with Geoscience Australia (multiple funded).
  • Dynamics on random (social) networks, with Defense Science Technology Group (multiple funded).
  • Preventing railway suicide: an open-systems perspective, with Sydney Trains (ARC Linkage ~$850K).

In S2 2017, I will teach the new research-led course I have developed call 'Big Data Statistics' (STAT3017) that looks at the application of random matrix theory and streaming algorithms (online learning) in statistics and machine learning. Particular focus is on understanding how standard approaches break down when the dimensionality of the data becomes large and how these problems may be resolved.

I love programming, building my own research tools, and routinely release them on GitHub for others to use (see my profile). I love coming up with quirky ideas that no one has thought about doing before. Many of my public projects are highly starred by the international community, my ranking is here.

I built and manage the high-performance computing cluster for the Statistics research group. Each of the nodes in the cluster is equipped with 2 x Intel Xeon E5-2660 CPUs, an NVidia Tesla K80 GPU, 512GB RAM, 1.5TB of SSD disk, and interconnected by 56Gb/s Mellanox Infiniband with GPUDirect support. Perfect for machine learning, deep learning, and statistical model research. Contact me to discuss access.

Biography

I completed my Ph.D. in Mathematics in 2012 at the University of New South Wales on the topic of Stochastic Partial Differential Equations (SPDE). Before UNSW, I spent some time working in the finance industry and graduated from the University of Technology, Sydney (UTS) with a first class Honours in Mathematics in 2006. After my PhD, I joined ANU as a Lecturer jointly appointed in RSFAS and the Mathematical Sciences Institute (MSI). At the start of 2014, I left the MSI and moved full-time to RSFAS. I was promoted to Senior Lecturer in 2014. 

In May 2017, I was appointed Director of Research Engagement for the College of Business and Economics with aim to develop and promote external engagements between the College and Industry/Government.

Current student projects

Past student projects

  1. Remy Hamilton-Smith. Statistical Learning applied to Burnscar Classification and Natural Hazard Insurance. First class Honours in Actuarial Studies.
  2. Omar Ghattas. Stochastic Portfolio Theory and Information-theoretical Portfolio Tracking. First class Honours in Statistics.
  3. Chaturi Bhaskaran. Overshoots of random walks and Lévy processes. First class Honours in Mathematics.
  4. Nam Ho. Batch and sequential learning with complexity measures. First class Honours in Mathematics.
  5. Emma Ai. Multiwindowed barrier options under stochastic volatility. M.Phil. in Mathematics.
  6. Yang Liu. Existence and uniqueness of solutions to ODEs and SDEs with irregular coefficients. First class Honours in Mathematics.
  7. Anjisht Gosain. Pricing of Himalaya options under the Heston stochastic volatility model. First class Honours in Finance.
  8. Lindon Roberts. Wavelet methods for variational inequalities. First class Honours in Mathematics & University medal.

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Updated:  14 December 2017 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers