Clement.Lee@newcastle.ac.uk | Research Associate
I am a Research Associate at the School of Mathematics and Statistics at Newcastle University, working as the statistical modeller at the Open Lab. I obtained my PhD in Statistics at Lancaster University, under the supervision of Emma Eastoe and Juhyun Park, with a focus on methodology related to extreme value theory and spatio-temporal statistics. Particular applications include combining a financial time series model and an extreme value mixture model to predict the Value-at-Risk of financial indices, and fitting a novel spatio-temporal model to repeat sales house price data, obtainable from e.g. the Land Registry, to construct the house price index.
Towards the end of my PhD, I took up a temporary Research Associate job at Lancaster University, working with Peter Neal on the development and application of computational statistics methodology, in particular Markov Chain Monte Carlo (MCMC). The optimality of the Independence Sampler, which is the main focus of the research project, is proved analytically in simple cases, and illustrated in applications to stochastic epidemic models, on which efficient MCMC algorithms are implemented.
Currently my work at the Open Lab involves exploring the App Movement data, in particular those for the Feed-Finder, and conducting research in social network analysis (SNA), to develop new analytical techniques for understanding of social media technologies for digital civics.