Convection is the process by which heat is transmitted from one point to another due to the movement of heated particles of the substance.
During heating of the room by a heater, the air molecules in immediate contact with heater are heated up, they acquire sufficient energy and rise upward. The cool air particles near to the roof are dense and more down and in turn it is heated and the moves upwards. Hence by the movement of heated air particles, the entire room heats up.