Professor David Leslie

Professor

Profile

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. I continue to be 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.

Threshold FlipThem: when the winner does not need to take all
Leslie, D., Sherfield, C.L., Smart, N.P. 4/11/2015 In: Decision and Game Theory for Security - GameSec 2015. Springer
Paper

Game-theoretical control with continuous action sets
Perkins, S., Mertikopoulos, P., Leslie, D.S. 1/12/2014 , 19 p.
Working paper

Stochastic fictitious play with continuous action sets
Perkins, S., Leslie, D.S. 07/2014 In: Journal of Economic Theory. 152, p. 179-213. 35 p.
Journal article

Learning in unknown reward games: application to sensor networks
Chapman, A.C., Leslie, D.S., Rogers, A., Jennings, N.R. 1/06/2014 In: The Computer Journal. 57, 6, p. 875-892. 18 p.
Journal article

Context-dependent decision-making: a simple Bayesian model
Lloyd, K., Leslie, D.S. 20/02/2013 In: Interface. 10, 82, p. 1-13. 13 p.
Journal article

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

Coarse resistance tree methods for stochastic stability analysis
Borowski, H., Marden, J.R., Leslie, D.S., Frew, E.W. 2013 In: Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on. IEEE p. 1860-1865. 6 p.
Paper

Respondent driven sampling and community structure in a population of injecting drug users, Bristol, UK
Mills, H., Colijn, C., Vickerman, P., Leslie, D.S., Hope, V., Hickman, M. 1/12/2012 In: Drug and Alcohol Dependence. 126, 3, p. 324-332. 8 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

Asynchronous stochastic approximation with differential inclusions
Perkins, S., Leslie, D.S. 2012 In: Stochastic Systems. 2, p. 409-446. 37 p.
Journal article

Information theory and observational limitations in decision making
Wolpert, D., Leslie, D.S. 2012 In: The B.E. Journal of Theoretical Economics. 12, 1
Journal article

Adaptive forgetting factor fictitious play
Smyrnakis, M., S. Leslie, D. 11/12/2011 In: arxiv.org.
Journal article

A unifying framework for iterative approximate best-response algorithms for distributed constraint optimization problems
Chapman, A.C., Rogers, A., Jennings, N.R., Leslie, D.S. 1/12/2011 In: Knowledge Engineering Review. 26, 04, p. 411-444. 34 p.
Journal article

Equilibrium selection in potential games with noisy rewards
Leslie, D.S., Marden, J.R. 2011 In: Network Games, Control and Optimization (NetGCooP), 2011 5th International Conference on. IEEE p. 1-4. 4 p.
Paper

Dynamic opponent modelling in fictitious play
Smyrnakis, M., Leslie, D.S. 1/11/2010 In: The Computer Journal. 53, 9, p. 1344-1359. 15 p.
Journal article

Posterior weighted reinforcement learning with state uncertainty
Larsen, T., Leslie, D.S., Collins, E.J., Bogacz, R. 1/05/2010 In: Neural Computation. 22, 5, p. 1149-1179. 30 p.
Journal article

Convergence of probability collectives with adaptive choice of temperature parameters
Smyrnakis, M., Leslie, D.S. 2010 In: Learning and intelligent optimization. Berlin : Springer p. 200-203. 4 p.
Paper

Nonparametric estimation of the distribution function in contingent valuation models
Leslie, D.S., Kohn, R., Fiebig, D.G. 1/09/2009 In: Bayesian Analysis. 4, 3, p. 573-598. 15 p.
Journal article

Sequentially updated probability collectives
Smyrnakis, M., Leslie, D.S. 2009 In: Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on. IEEE p. 5774-5779. 6 p.
Paper

Generalised linear mixed model analysis via sequential Monte Carlo sampling
Fan, Y., Leslie, D.S., Wand, M.P. 1/01/2008 In: Electronic Journal of Statistics. 2, p. 916-938. 22 p.
Journal article

On similarities between inference in game theory and machine learning
Rezek, I., Leslie, D.S., Reece, S., Roberts, S.J., Rogers, A., Dash, R.K., Jennings, N.R. 2008 In: Journal of Artificial Intelligence Research. 33, p. 259-283. 24 p.
Journal article

Stochastic Fictitious Play using Particle Filters to update the beliefs of opponents strategies
Smyrnakis, M., Leslie, D.S. 2008 In: Optimization in Multi-Agent Systems workshop OptMas, 17th International Conference on Autonomous Agents and Multiagent Systems AAMAS 2008.. INESC-ID 8 p. ISBN: 9780981738109.
Conference contribution

The ALADDIN project: intelligent agents for disaster management
Adams, N.M., Field, M., Gelenbe, E., Hand, D.J., Jennings, N.R., Leslie, D.S., Nicholson, D., Ramchurn, S.D., Roberts, S.J., Rogers, A. 2008 In: International Workshop on Robotics for Risky Interventions and Surveillance of the Environment. International Advanced Robotics Programme 9 p.
Conference contribution

A general approach to heteroscedastic linear regression
Leslie, D.S., Kohn, R., Nott, D.J. 25/05/2007 In: Statistics and Computing. 17, 2, p. 131-146. 15 p.
Journal article

Discussion on the paper by Handcock, Raftery and Tantrum
Leslie, D.S. 1/03/2007 In: Journal of the Royal Statistical Society: Series A (Statistics in Society). 170, 2, 2 p.
Comment/debate

Generalised weakened fictitious play
Leslie, D.S., Collins, E.J. 1/08/2006 In: Games and Economic Behavior. 56, 2, p. 285-298. 13 p.
Journal article

Individual Q-learning in normal form games
Leslie, D.S., Collins, E.J. 1/01/2005 In: SIAM Journal on Control and Optimization. 44, 2, p. 495-514. 20 p.
Journal article

Convergent multiple-timescales reinforcement learning algorithms in normal form games
Leslie, D.S. 2003 In: Annals of Applied Probability. 13, 4, p. 1231-1251. 21 p.
Journal article

Population-level reinforcement learning resulting in smooth best response dynamics
Leslie, D.S., Collins, E.J. 2002 , 14 p.
Working paper