Anthony Lee
Anthony Lee
School of Mathematics, University of Bristol
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On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods
A Lee, C Yau, MB Giles, A Doucet, CC Holmes
Journal of Computational and Graphical Statistics 19 (4), 769-789, 2010
Optimistic Bayesian Sampling in Contextual-Bandit Problems
BC May, N Korda, A Lee, DS Leslie
Journal of Machine Learning Research 13, 2069-2106, 2012
Parallel resampling in the particle filter
LM Murray, A Lee, PE Jacob
Journal of Computational and Graphical Statistics 25 (3), 789-805, 2016
Bayesian synthetic likelihood
LF Price, CC Drovandi, A Lee, DJ Nott
Journal of Computational and Graphical Statistics 27 (1), 1-11, 2018
Bayesian indirect inference using a parametric auxiliary model
CC Drovandi, AN Pettitt, A Lee
Statistical Science, 72-95, 2015
On the role of interaction in sequential Monte Carlo algorithms
N Whiteley, A Lee, K Heine
Bernoulli 22 (1), 494-529, 2016
Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
C Andrieu, A Lee, M Vihola
arXiv preprint arXiv:1312.6432, 2013
The iterated auxiliary particle filter
P Guarniero, AM Johansen, A Lee
Journal of the American Statistical Association 112 (520), 1636-1647, 2017
Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
A Lee, K Latuszynski
Biometrika 101 (3), 655--671, 2014
A hierarchical bayesian framework for constructing sparsity-inducing priors
A Lee, F Caron, A Doucet, C Holmes
Arxiv preprint arXiv:1009.1914, 2010
The alive particle filter and its use in particle Markov chain Monte Carlo
PD Moral, A Jasra, A Lee, C Yau, X Zhang
Stochastic Analysis and Applications 33 (6), 943-974, 2015
Twisted particle filters
N Whiteley, A Lee
The Annals of Statistics 42 (1), 115-141, 2014
Stability of noisy Metropolis–Hastings
FJ Medina-Aguayo, A Lee, GO Roberts
Statistics and Computing 26 (6), 1187-1211, 2016
Accelerating Metropolis-Hastings algorithms by delayed acceptance
M Banterle, C Grazian, A Lee, CP Robert
arXiv preprint arXiv:1503.00996, 2015
Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors
A Lee, F Caron, A Doucet, C Holmes
Arxiv preprint arXiv:1106.0322, 2011
Forest resampling for distributed sequential Monte Carlo
A Lee, N Whiteley
Statistical Analysis and Data Mining: The ASA Data Science Journal 9 (4 …, 2016
On the choice of MCMC kernels for approximate Bayesian computation with SMC samplers
A Lee
Proceedings of the 2012 Winter Simulation Conference (WSC), 1-12, 2012
Variance estimation in the particle filter
A Lee, N Whiteley
arXiv preprint arXiv:1509.00394, 2015
Pseudo-marginal Metropolis–Hastings sampling using averages of unbiased estimators
C Sherlock, AH Thiery, A Lee
Biometrika 104 (3), 727-734, 2017
Feynman-Kac particle integration with geometric interacting jumps
P Del Moral, PE Jacob, A Lee, L Murray, GW Peters
Stochastic Analysis and Applications 31 (5), 830-871, 2013
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