Professor David Leslie

Professor 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.

Selected Publications Show all 29 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.
Journal article

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.
Journal article

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.
Journal article