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 Prof. 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, extreme value theory and Machine Learning. They share the same goal of utilising the information and discovering insights through data. Currently, I am modelling heavy-tailed distributions and exploring regression frameworks for extremes together with 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
  • Extreme Value Theory
  • Machine Learning
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

Discussion of «Inference for extreme spatial temperature events in a changing climate with application to Ireland» by Healy, D., Tawn, J., Thorne, P. & Parnell, A.
Journal of Royal Statistical Society: Series C (2024, to appear)
A Bayesian Lasso for Tail Index Regression
(Coming Soon)
Bayesian Regularisation for Tail Index Regression
37th IWSM Proceedings (2023)
Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems with Implementation in R
(Coming Soon)

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Conferences & Talks

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Teaching

Johnny MyungWon Lee

Johnnie's Mansion