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Details for Dr David Leslie

Personal details
Name Dr David Leslie
Job title Visiting Fellow
Department School of Mathematics University of Bristol
Personal web page
Contact details This expert can be contacted via the University of Bristol Public Relations Office.

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work+44 (0)117 331 8092
Qualifications MA(Cantab), CASM, PhD(Bristol)
Professional details
Membership of professional bodies Council Member of the Royal Statistical Society
Member of the Institute of Mathematical Statistics
Keywords multi-agent learning
learning in games
stochastic approximation
game theory
reinforcement learning
Bayesian modelling
Dirichlet process
sequential Monte Carlo
Areas of expertise 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.