Anthony Lee

I am a Computational Statistician in the School of Mathematics at the University of Bristol.

My research is primarily in the area of stochastic algorithms for approximating intractable quantities that arise in data analysis. Examples of such algorithms are Markov chain and Sequential Monte Carlo. I work on both theory and methodology: research in this area is interdisciplinary, bringing together advances in applied probability, algorithms, and statistics.

Research Interests

• Bayesian inference
• Computational statistics
• Monte Carlo methodology
• Parallel & distributed algorithms
• Scalable data analysis

Education

D. Phil. (2011) Statistics
Clarendon Scholar & Oxford-Man Institute Scholarship
University of Oxford

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

B. Sc. (2006) Computer Science
Academic Award of Excellence (Honours CS)
University of British Columbia

Positions

• Heilbronn Chair in Data Science, School of Mathematics, University of Bristol, 2020–
• Associate Editor, Bernoulli, 2023–
• Associate Editor, Journal of Computational and Graphical Statistics, 2016–
• Associate Editor, Journal of Machine Learning Research, 2020–
• Associate Editor, Foundations of Data Science, 2019–

Previous roles

• Associate Editor, Statistics and Computing, 2015–2023
• Programme Director, Data Science at Scale, Alan Turing Institute, 2016–2022
• Associate Professor (Reader) in Statistical Science, University of Bristol, 2019–2020
• Senior Lecturer in Statistical Science, University of Bristol, 2018–2019
• Lecturer in Statistical Science, University of Bristol, 2017–2018
• Turing Fellow, Alan Turing Institute, 2016–2017.
• Assistant Professor, University of Warwick, 2013–2017.
• CRiSM Research Fellow, University of Warwick, 2011–2013.