Research Interests

Monte Carlo Methodology

Computational Statistics

Bayesian Inference

Publications

M.Sc. Thesis, UBC (2008). Towards smooth particle filters for likelihood estimation with multivariate latent variables.

A. Lee, C. Holmes (2010). Discussion of Particle Markov chain Monte Carlo methods by C. Andrieu, A. Doucet and R. Holenstein. JRSS B.

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, F. Caron, A. Doucet and C. Holmes. A hierarchical Bayesian framework for constructing sparsity-inducing priors.

B. C. May, N. Korda, A. Lee, D. Leslie. Optimistic Bayesian sampling in contextual-bandit problems.

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].

Talks

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).

Contact Details

Room D0.01
Department of Statistics

University of Warwick
Coventry
CV4 7AL

anthony.lee [at] warwick.ac.uk

Education

D. Phil. (2011)
Statistics
University of Oxford

M. Sc. (2008)
Computer Science
University of British Columbia

B. Sc. (2006)
Computer Science
University of British Columbia