Professor David LeslieProfessor of Statistics
I am currently a Professor in the Mathematics and Statistics Department at Lancaster University. I research statistical learning, decision-making, and game theory. My research on bandit algorithms is used by many of the world's largest companies to balance exploration and exploitation in real time website optimisation. Prior to my position at Lancaster, I was a senior lecturer in the statistics group of the School of Mathematics, University of Bristol, where I was co-director of the EPSRC-funded cross-disciplinary decision-making research group at the University of Bristol. I was also a partner in the ALADDIN project, a large strategic partnership between BAE Systems and EPSRC, and involving researchers from Imperial College, Southampton, Oxford, Bristol and BAE Systems.
- statistical learning
- game theory, particularly learning in games
- reinforcement learning
- stochastic approximation
I have held numerous roles at the Royal Statistical Society. These include elected Council member, member of the long term strategy group, member of the Academic Affairs Advisory Group, and chair of the Applied Probability Section. I am currently a member of the Research Section Committee.
I am also on the programme committe of the London Mathematical Society.
PhD Supervisions Completed
I have had the privilege to supervise some great students. The following have finished and moved on:
- Archie Chapman
- Michalis Smyrnakis
- Harriet Mills
- Ben May
- Steve Perkins
- Kevin Lloyd
- Matthew Arnold
- Simon Smith
I am always on the lookout for the next good research student. However, note that it is essentially impossible for me to find financial support for students from outside the EU.
A small amount of further information is available on my personal webpage
Selected Publications Show all 30 publications
Mixed-strategy learning with continuous action sets
Perkins, S., Mertikopoulos, P., Leslie, D.S. 23/12/2015 In: IEEE Transactions on Automatic Control. 6 p.
Threshold FlipThem: when the winner does not need to take all
Leslie, D., Sherfield, C.L., Smart, N.P. 12/11/2015 In: Decision and Game Theory for Security . Cham : Springer p. 74-92. 19 p.
Convergent learning algorithms for unknown reward games
Chapman, A.C., Leslie, D.S., Rogers, A., Jennings, N.R. 1/01/2013 In: SIAM Journal on Control and Optimization. 51, 4, p. 3154-3180. 27 p.
Optimistic Bayesian sampling in contextual-bandit problems
May, B.C., Korda, N., Lee, A., Leslie, D.S. 06/2012 In: Journal of Machine Learning Research. 13, p. 2069-2106. 37 p.