Dr Anthony Lee
CRiSM Research Fellow
I am co-organizing the CRiSM seminar series and the Algorithms & Computationally Intensive Inference seminar series.
I am teaching 1/3 of ST414: Advanced Topics in Statistics.
Monte Carlo Methodology
A. Jasra, A. Lee, C. Yau, X. Zhang. The alive particle filter. Submitted.
A. Lee, K. Łatuszyński. Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation. Submitted.
L. M. Murray, A. Lee & P. E. Jacob. Rethinking resampling in the particle filter on graphics processing units. Submitted.
P. Del Moral, P. E. Jacob, A. Lee, L. Murray & G. W. Peters. Feynman-Kac particle integration with geometric interacting jumps.
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 and 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 and C. Holmes. A hierarchical Bayesian framework for constructing sparsity-inducing priors.
A. Lee, C. Yau, M. Giles, A. Doucet and 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.
M.Sc. Thesis, UBC (2008). Towards smooth particle filters for likelihood estimation with multivariate latent variables.
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: Department of Engineering, University of Cambridge.
08/09: Greek Stochastics Meeting, Lefkada (Best Contributed Talk Award).
Department of Statistics
University of Warwick
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