Anthony Lee

Anthony Lee

University of Bristol

H-index: 22

Europe-United Kingdom

About Anthony Lee

Anthony Lee, With an exceptional h-index of 22 and a recent h-index of 19 (since 2020), a distinguished researcher at University of Bristol, specializes in the field of Computational Statistics, Sequential Monte Carlo, Markov chain Monte Carlo, Bayesian Inference.

His recent articles reflect a diverse array of research interests and contributions to the field:

Pierre-Aurelien Gilliot, Christophe Andrieu, Anthony Lee, Song Liu, and Michael Whitehouse’s contribution to the Discussion of ‘the Discussion Meeting on Probabilistic and …

How to identify earth pressures on in-service tunnel linings: A Bayesian learning perspective

Adaptive tempered reversible jump algorithm for Bayesian curve fitting

Quantifying uncertainty in probabilistic volcanic ash hazard forecasts, with an application to weather pattern based wind field sampling

On the forgetting of particle filters

A Bayesian-based approach for inversion of earth pressures on in-service underground structures

Mixing time of the conditional backward sampling particle filter

Weak Poincar\'e Inequalities for Markov chains: theory and applications

Anthony Lee Information

University

Position

School of Mathematics

Citations(all)

2212

Citations(since 2020)

1178

Cited By

1561

hIndex(all)

22

hIndex(since 2020)

19

i10Index(all)

33

i10Index(since 2020)

24

Email

University Profile Page

University of Bristol

Google Scholar

View Google Scholar Profile

Anthony Lee Skills & Research Interests

Computational Statistics

Sequential Monte Carlo

Markov chain Monte Carlo

Bayesian Inference

Top articles of Anthony Lee

Title

Journal

Author(s)

Publication Date

Pierre-Aurelien Gilliot, Christophe Andrieu, Anthony Lee, Song Liu, and Michael Whitehouse’s contribution to the Discussion of ‘the Discussion Meeting on Probabilistic and …

Journal of the Royal Statistical Society Series B: Statistical Methodology

Pierre-Aurelien Gilliot

Christophe Andrieu

Anthony Lee

Song Liu

Michael Whitehouse

2024/4

How to identify earth pressures on in-service tunnel linings: A Bayesian learning perspective

arXiv preprint arXiv:2402.15217

Zhiyao Tian

Shunhua Zhou

Anthony Lee

Yao Shan

Bettina Detmann

2024/2/23

Adaptive tempered reversible jump algorithm for Bayesian curve fitting

Inverse Problems

Zhiyao Tian

Anthony Lee

Shunhua Zhou

2024/2/13

Quantifying uncertainty in probabilistic volcanic ash hazard forecasts, with an application to weather pattern based wind field sampling

Bulletin of Volcanology

Jeremy Phillips

Shannon Williams

Anthony Lee

Susanna Jenkins

2023/10/31

On the forgetting of particle filters

Joona Karjalainen

Anthony Lee

Sumeetpal S. Singh

Matti Vihola

2023/9

A Bayesian-based approach for inversion of earth pressures on in-service underground structures

Acta Geotechnica

Zhiyao Tian

Shunhua Zhou

Anthony Lee

Yu Zhao

Quanmei Gong

2023/7/10

Mixing time of the conditional backward sampling particle filter

arXiv preprint arXiv:2312.17572

Joona Karjalainen

Anthony Lee

Sumeetpal S Singh

Matti Vihola

2023/12/29

Weak Poincar\'e Inequalities for Markov chains: theory and applications

arXiv preprint arXiv:2312.11689

Christophe Andrieu

Anthony Lee

Sam Power

Andi Q Wang

2023/12/18

Variance Bounding of Delayed-Acceptance Kernels

Methodology and Computing in Applied Probability

Chris Sherlock

Anthony Lee

2022/9

Poincar\'e inequalities for Markov chains: a meeting with Cheeger, Lyapunov and Metropolis

arXiv preprint arXiv:2208.05239

Christophe Andrieu

Anthony Lee

Sam Power

Andi Q Wang

2022/8/10

Monte Carlo twisting for particle filters

arXiv preprint arXiv:2208.04288

Joshua J Bon

Christopher Drovandi

Anthony Lee

2022/8/8

Solving the Poisson equation using coupled Markov chains

arXiv preprint arXiv:2206.05691

Randal Douc

Pierre E Jacob

Anthony Lee

Dootika Vats

2022/6/12

Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC

The Annals of Statistics

Christophe Andrieu

Anthony Lee

Sam Power

Andi Q. Wang

2022

Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles

To appear in the Annals of Applied Probability

Christophe Andrieu

Anthony Lee

Sam Power

Andi Q. Wang

2022

Anytime monte carlo

Data-Centric Engineering

Lawrence Murray

Sumeetpal S. Singh

Anthony Lee

2021/6/29

Accelerating sequential Monte Carlo with surrogate likelihoods

Statistics and Computing

Joshua J Bon

Anthony Lee

Christopher Drovandi

2021/9

A general perspective on the Metropolis-Hastings kernel

arXiv preprint arXiv:2012.14881

Christophe Andrieu

Anthony Lee

Sam Livingstone

2020/12/29

Global consensus Monte Carlo

Journal of Computational and Graphical Statistics

Lewis J Rendell

Adam M Johansen

Anthony Lee

Nick Whiteley

2020/10/16

Coupled conditional backward sampling particle filter

Annals of Statistics

Anthony Lee

Sumeetpal S. Singh

Matti Vihola

2019

See List of Professors in Anthony Lee University(University of Bristol)

Co-Authors

H-index: 78
Christian Robert

Christian Robert

Université Paris-Dauphine

H-index: 67
Michael B. Giles

Michael B. Giles

University of Oxford

H-index: 47
Christophe Andrieu

Christophe Andrieu

University of Bristol

H-index: 38
Christopher Yau

Christopher Yau

Manchester University

H-index: 35
David Nott

David Nott

National University of Singapore

H-index: 33
Ajay Jasra

Ajay Jasra

King Abdullah University of Science and Technology

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