Johnny MyungWon Lee

  / Edinburgh, United Kingdom

I am a PhD student at the University of Edinburgh affiliated with the School of Mathematic and Maxwell Institue for Mathematical Sciences. My supervisors are Dr. Daniel Paulin and Dr. Miguel de Carvalho. I am part of the Statistics group associated with Data and Decisions. I am currently funded by the School of Mathematics PhD Studentships.

My primary research interests lie in the field of Bayesian statistics, machine learning, statistical computation and meta learning, and they share the same goal of utilising the information and discovering insights through data. Currently, I am exploring Bayesian statistics framework that induces sparsity such as Baysian Lasso and shrinkage priors. I am also increasingly passionate about the intersection of our daily lives and statistics. This includes applications that draw inspiration from extreme events, finance, natural language processing that use machine learning to accelerate scientific discovery.

Interests
  • Bayesian Statistics
  • Bayesian Regularisation
  • Machine Learning
  • Statistical Computation
Education
  • PhD in Statistics,
    University of Edinburgh, UK

  • BSc (Hons.) in Mathematics and Statistics,
    University of Edinburgh, UK

I love being under pressure. Even the pressure put on me by the media.
That is how you outdo yourself.

- Tony Parker   [former NBA Legend]

Papers

Bayesian Regularisation with Smoothing for Tail Index Regression
(-)
Bayesian Regularisation for Tail Index Regression
(37th IWSM Proceedings)
Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems with Implementation in R
(-)

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Conferences & Talks

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Teaching

Johnny MyungWon Lee

Johnnie's Mansion