Anthony Lee

13 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-7765-0616

School of Mathematics, University of Bristol

Publications

• Solving the Poisson equation using coupled Markov chains — The Annals of Statistics 2026 (name-matched, not ORCID-linked)
• Mixing time of the conditional backward sampling particle filter — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2026
• Pierre-Aurelien Gilliot, Christophe Andrieu, Anthony Lee, Song Liu, and Michael Whitehouse’s contribution to the Discussion of ‘the Discussion Meeting on Probabilistic and statistical aspects of machine learning’ — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2024
• Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC — The Annals of Statistics 2022
• ‘Variance estimation in the particle filter’ — Biometrika 2020
• Coupled conditional backward sampling particle filter — The Annals of Statistics 2020
• Unbiased approximations of products of expectations — Biometrika 2019
• Variance estimation in the particle filter — Biometrika 2018
• Pseudo-marginal Metropolis–Hastings sampling using averages of unbiased estimators — Biometrika 2017
• The Iterated Auxiliary Particle Filter — Journal of the American Statistical Association 2017
• Twisted particle filters — The Annals of Statistics 2014
• Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation — Biometrika 2014
• Optimistic Bayesian Sampling in Contextual-Bandit Problems — Journal of Machine Learning Research 2012 (name-matched, not ORCID-linked)