Dr. Guy Nason

Biography

Guy Nason is a Professor and Chair of Statistics at Imperial College London. He has broad interests in statistics and machine learning, having conducted research in a wide variety of statistical areas including time series analysis, nonparametric regression, survival data, and multivariate analysis. His approach tends towards a 'hands-on' methodology, emphasizing computational statistics and machine learning. Nason has contributed significantly to the fields of statistical theory and applied statistics, with a key area of current interest being the analysis of data collected over time. His work includes the development of the generalized network autoregressive (GNAR) time series process, which is particularly notable for its ability to estimate parameters effectively using relatively small amounts of time series data, even in the presence of missing data. This frugality allows GNAR models to provide excellent forecasting results, especially for high-dimensional series, contrasting with traditional time series models. He is also the Director of the NeST Programme Grant, a major UKRI investment investigating network stochastic processes in time series, involving a collaborative research team of 40 people across six universities. Nason is actively engaged in multiple scientific advisory roles, including co-Chair of the Home Office Science Advisory Council and a member of the UK Statistics Authority's National Statistician's Expert Advisory User Committee. He is currently the President-elect of the Royal Statistical Society for the year 2026.

Research Interests

Experience