Anthony Lee

Cited by

	All	Since 2019
Citations	2401	1390
h-index	23	20
i10-index	35	28

260

130

195

20102011201220132014201520162017201820192020202120222023202415 28 54 73 110 147 155 142 241 185 256 231 245 240 233

Public access

View all

21 articles

2 articles

available

not available

Based on funding mandates

Co-authors

Christophe AndrieuProfessor of Statistics, University of BristolVerified email at bristol.ac.uk
Arnaud DoucetProfessor of Statistics, University of Oxford & Research Scientist, Google DeepMindVerified email at stats.ox.ac.uk
Nick WhiteleyUniversity of BristolVerified email at bristol.ac.uk
Christopher DrovandiProfessor of Statistics, Queensland University of TechnologyVerified email at qut.edu.au
Lawrence MurrayUber AIVerified email at uber.com
Matti ViholaDepartment of Mathematics and Statistics, University of JyväskyläVerified email at jyu.fi
Chris HolmesVerified email at stats.ox.ac.uk
Christopher YauUniversity of OxfordVerified email at wrh.ox.ac.uk
Pierre E. JacobESSEC Business SchoolVerified email at essec.edu
Sumeetpal Sidhu SinghTibra Foundation Chair in Mathematical Sciences, School of Mathematics, University of WollongongVerified email at uow.edu.au
David NottAssociate Professor of Statistics, National University of SingaporeVerified email at nus.edu.sg
Andi Qi WangUniversity of WarwickVerified email at warwick.ac.uk
Samuel PowerLecturer of Statistical Science, University of BristolVerified email at bristol.ac.uk
Michael B. GilesProfessor of Scientific Computing, University of OxfordVerified email at maths.ox.ac.uk
Adam M. JohansenUniversity of WarwickVerified email at warwick.ac.uk
Ajay JasraProfessor of Data Science, The Chinese University of Hong Kong, ShenzhenVerified email at cuhk.edu.cn
Christian RobertUniversité Paris Dauphine, PSL & University of WarwickVerified email at ceremade.dauphine.fr
David S. LeslieProfessor of Statistical Learning, Lancaster UniversityVerified email at lancaster.ac.uk
Krzysztof LatuszynskiUniversity of Warwick, Department of StatisticsVerified email at warwick.ac.uk
Chris SherlockLancaster UniversityVerified email at lancaster.ac.uk

Anthony Lee

School of Mathematics, University of Bristol

Verified email at bristol.ac.uk - Homepage

Computational Statistics Sequential Monte Carlo Markov chain Monte Carlo Bayesian Inference


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
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	379	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	244	2012
Bayesian synthetic likelihood LF Price, CC Drovandi, A Lee, DJ Nott Journal of Computational and Graphical Statistics 27 (1), 1-11, 2018	235	2018
Parallel resampling in the particle filter LM Murray, A Lee, PE Jacob Journal of Computational and Graphical Statistics 25 (3), 789-805, 2016	201	2016
The iterated auxiliary particle filter P Guarniero, AM Johansen, A Lee Journal of the American Statistical Association 112 (520), 1636-1647, 2017	116	2017
Bayesian indirect inference using a parametric auxiliary model CC Drovandi, AN Pettitt, A Lee	116	2015
Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers C Andrieu, A Lee, M Vihola	103	2018
On the role of interaction in sequential Monte Carlo algorithms N Whiteley, A Lee, K Heine	85	2016
Variance estimation in the particle filter A Lee, N Whiteley Biometrika 105 (3), 609--625, 2018	67	2018
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	62	2014
Twisted particle filters N Whiteley, A Lee	61	2014
Accelerating Metropolis-Hastings algorithms by delayed acceptance M Banterle, C Grazian, A Lee, CP Robert arXiv preprint arXiv:1503.00996, 2015	60	2015
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	53*	2015
Stability of noisy Metropolis–Hastings FJ Medina-Aguayo, A Lee, GO Roberts Statistics and Computing 26 (6), 1187-1211, 2016	52	2016
Global consensus Monte Carlo LJ Rendell, AM Johansen, A Lee, N Whiteley Journal of Computational and Graphical Statistics 30 (2), 249-259, 2020	50	2020
A hierarchical bayesian framework for constructing sparsity-inducing priors A Lee, F Caron, A Doucet, C Holmes Arxiv preprint arXiv:1009.1914, 2010	44	2010
Coupled conditional backward sampling particle filter A Lee, SS Singh, M Vihola	37	2020
Pseudo-marginal Metropolis–Hastings sampling using averages of unbiased estimators C Sherlock, AH Thiery, A Lee Biometrika 104 (3), 727-734, 2017	37	2017
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	35	2012
Forest resampling for distributed sequential Monte Carlo A Lee, N Whiteley Statistical Analysis and Data Mining: The ASA Data Science Journal 9 (4 …, 2016	34	2016

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors