Education

BA Hons Mathematics

University of Cambridge (1998)

CASM (Part III)

University of Cambridge (1999)

PhD Mathematics

University of Bristol (2003)

Publications

Nonparametric estimation of the distribution function in contingent valuation models. (2009)
David S. Leslie, Robert Kohn, and Denzil G. Fiebig
Bayesian Analysis vol: 4 , Pages: 573 - 598
URL provided by the author

Posterior weighted reinforcement learning with state uncertainty (2010)
Tobias Larsen, David S. Leslie, E. J. Collins and Rafal Bogacz
Neural Computation vol: 22 , Pages: 1149 - 1179
URL provided by the author

Full list of publications

Research Interests

Multi-agent learning

Mathematical methods for coordinating independent agents through learning. In particular, reinforcement learning and fictitious play techniques to ensure convergence to appropriate behaviour when there is minimal information available to the agents.

Bayesian mixture modelling

The Dirichlet process in Bayesian semi-parametric models. Bayesian clustering using mixture models. Mixture models for latent variables. Markov chain Monte Carlo techniques.

Sequential Monte Carlo

Applying sequential Monte Carlo algorithms to real statistical problems. Developing adaptive sequential Monte Carlo algorithms.

Research Themes

• Complex Systems
• Applied Probability
• Bayesian Modelling & Analysis
• Monte Carlo Computation
• Optimisation under Uncertainty