ProfessorGuy Nason, FAcadMathSci

I am Chair in Statistics at Imperial College London. I have broad interests in statistics, machine learning and artificial intelligence and have conducted research in a wide variety of statistical areas including time series analysis, nonparametric regression, survival data and multivariate analysis. My approach tends to be `hands-on’ via methodology, computational statistics and machine learning, but I have also contributed to statistical theory and applied statistics.

A key area of current interest is the analysis of data collected over time. Recently, this has included time spent thinking about network time series; that is, time series augmented by a real, synthetic or random network. I co-created the generalised network autoregressive (GNAR) time series process, which is a particularly interesting family of time series models that tend to have (relatively) few parameters. Consequently, GNAR models can be well-estimated from surprisingly small amounts of time series data and are robust to missing data. The frugality of GNAR models means that they are highly efficient and fast, and also often provide truly excellent forecasting results. They also tend to work well with high-dimensional series, and in contrast to classical time series models, dimensionality is your friend. Much of my network time series work is displayed on the NeST Programme Grant website (https://nest-programme.ac.uk)

I am Director of the NeST Programme Grant, a major UKRI investment into the area of network stochastic processes and time series that involves nine investigators located across six universities (Bath, Edinburgh, Imperial College, London School of Economics and Political Science, Oxford and York) with an overall research team of over 40 people.

I was until recently co-Chair of the Home Office Science Advisory Council, which provides scientific advice to the UK Government’s Home Office. Our Council offers a wide range of advice across all areas of science to the Home Office department including ministers. We both respond to commissions from the Department, but also offer independent advice from time to time and act as a conduit to the wider UK scientific ecosystem.

I was also until recently a member of the UK Statistics Authority's National Statistician's Expert Advisory User Committee.

I am currently President-elect of the Royal Statistical Society for 2026.

I was elected as a Fellow of the Academy for the Mathematical Sciences in 2026.

See https://www.ma.ic.ac.uk/~gnason/publications.html for a list of publications (or click on the link to the left)