Monte Carlo methodology
Parallel & distributed algorithms
Scalable data analysis
I am a Computational Statistician in the School of Mathematics at the University of Bristol, and Director of the Data Science at Scale Programme at the Alan Turing Institute, with Intel as Strategic Partner.
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.
I am often interested in algorithms that scale well in parallel and distributed computing environments, and in computational and statistical trade-offs when conducting inference.
I am an investigator on the Computational Statistical Inference for Engineering and Security (CoSInES) programme grant.
Associate Editor, Statistics and Computing.
Associate Editor, Journal of Computational and Graphical Statistics.
Turing Fellow, Alan Turing Institute, 2016--2017.
Assistant Professor, University of Warwick, 2013--2017.
CRiSM Research Fellow, University of Warwick, 2011--2013.
School of Mathematics
Bristol BS8 1TW
Email: anthony.lee "at" bristol.ac.uk
Email: alee "at" turing.ac.uk
Phone: +44 11792 87976