Dr Anthony Lee
From 2011--2013, I was a CRiSM Research Fellow at the University of Warwick.
I am an associate member of the Oxford-Man Institute of Quantitative Finance.
I am co-organizing Algorithms & Computationally Intensive Inference, an informal reading/discussion group.
There is a public lecture on Wednesday, April 30th, 2014 on Data and the Brain.
2012/13: ST414: Advanced Topics in Statistics.
During term these are in C0.16 on
Monday: 4.30pm--5.30pm, and
Outside of term, please email me at anthony.lee [at] warwick.ac.uk to arrange an appointment. If you need to speak to me urgently or are unable to make one of these times for any reason then please email me and I will try to make alternative arrangements.
Personal tutees: please book a time to see me on Tuesday, 26th November between 12pm and 6pm for our end of term meeting.
Monte Carlo Methodology
N. Whiteley, A. Lee & K. Heine. On the role of interaction in sequential Monte Carlo algorithms.
A. Jasra, A. Lee, C. Yau & X. Zhang. The alive particle filter.
L. M. Murray, A. Lee & P. E. Jacob. Rethinking resampling in the particle filter on graphics processing units.
P. Del Moral, P. E. Jacob, A. Lee, L. Murray & G. W. Peters. Feynman-Kac particle integration with geometric interacting jumps. Stochastic Analysis and Applications 31(5), 2013 [arXiv 1211.7191].
B. C. May, N. Korda, A. Lee & D. Leslie. Optimistic Bayesian sampling in contextual-bandit problems. JMLR 13(Jun) 2012.
A. Lee, C. Andrieu & A. Doucet. Two discussions of Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation by P. Fearnhead and D. Prangle. JRSS B 74(3), 2012.
A. Lee, F. Caron, A. Doucet & C. Holmes. Bayesian sparsity-path-analysis of genetic association signal using generalized t priors. Statistical Applications in Genetics and Molecular Biology 11(2), 2012 [arXiv 1106.0322].
A. Lee, F. Caron, A. Doucet & C. Holmes. A hierarchical Bayesian framework for constructing sparsity-inducing priors.
A. Lee, C. Yau, M. Giles, A. Doucet & C. Holmes. On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. JCGS 19(4), 2010 [arXiv 0905.2441]. Related Website.
A. Lee & C. Holmes. Discussion of Particle Markov chain Monte Carlo methods by C. Andrieu, A. Doucet and R. Holenstein. JRSS B 72(3), 2010.
A. Lee. Towards smooth particle filters for likelihood estimation with multivariate latent variables. M.Sc. Thesis, UBC, 2008.
01/14: Statistics Seminar, Newcastle University.
01/14: Statistics Seminar, University of Cambridge.
01/14: MCMSki IV, Chamonix.
09/13: RSS Int'l Conference 2013, Newcastle.
08/13: Joint Statistical Meeting 2013, Montreal.
07/13: European Meeting of Statisticians, Budapest.
05/13: ABC in Rome.
04/13: Compstats Talk, Lancaster University.
01/13: Statistics Seminar, National University of Singapore.
12/12: Winter Simulation Conference 2012, Berlin.
12/12: ERCIM 2012, Oviedo.
10/12: Statistics Seminar, University of Glasgow.
09/12: RSS Int'l Conference 2012, Telford.
07/12: CMIS Seminar, Perth.
06/12: ISBA 2012, Kyoto.
04/12: Statistics Seminar, University of Bristol.
04/12: Confronting Intractability in Statistical Inference, University of Bristol.
03/12: Statistics Seminar, University of Kent.
02/12: OeRC GPU Seminar, Unviersity of Oxford.
02/12: Recent Advances in Monte Carlo Methods, Royal Statistical Society.
01/12: Introduction, GPUs in Computational Statistics, University of Warwick.
08/11: JSM 2011, Miami.
06/11: Statistics Seminar, Imperial College London.
06/11: Greek Stochastics Meeting, Crete.
03/11: Monte Carlo Methods Workshop, University of Warwick.
08/10: Greek Stochastics Meeting, Lefkada.
06/10: Valencia 9, Benidorm (with Chris Holmes).
02/10: SIAM PP10, Seattle.
11/09: Signal Processing Seminar, University of Cambridge.
08/09: Greek Stochastics Meeting, Lefkada (Best Contributed Talk Award).
Department of Statistics
University of Warwick
Coventry CV4 7AL
Phone: +44 2476 150042
Fax: +44 2476 524532
anthony.lee [at] warwick.ac.uk
D. Phil. (2011)
University of Oxford
M. Sc. (2008)
University of British Columbia
B. Sc. (2006)
University of British Columbia