Johnny Myung Won Lee

My name is Myung Won (pronounced as M'yung Won) a.k.a Johnny Lee and I am a final year PhD researcher at the University of Edinburgh affiliated with the School of Mathematics, Maxwell Institute for Mathematical Sciences and Edinburgh Centre for Financial Innovation. Under the supervision of Prof. Miguel de Carvalho, Dr. Daniel Paulin and Dr. Fengxiang He, I belong to the Statistics group associated with Data and Decisions. My research is currently funded by the School of Mathematics PhD Studentships.

My primary research interests lie in the field of Bayesian Statistics, Extreme Value Theory, shrinkage priors, deep learning and transformers. They share the same goal of utilising the information and discovering insights through data. Currently, I am modelling heavy-tailed distributions and exploring regression frameworks for extremes together with shrinkage priors. I am also increasingly passionate about the intersection of our daily lives and statistics. This includes applications that draw inspiration from extreme events, finance, natural language processing that use machine learning to accelerate scientific discovery.

INTERESTS

Bayesian Statistics
Shrinkage Priors
Extreme Value Theory
Deep Learning

EDUCATION

PhD in Statistics,
University of Edinburgh, UK
BSc (Hons.) in Mathematics and Statistics,
University of Edinburgh, UK

Latest News

8-11 September 2026

GAMEX - Edinburgh Summer School on Generative AI for Extremes (link)

Join us in Edinburgh for the GAMEX Summer School. I will be leading a session on "Neural Generative Models in Practice" and "Transformer-Based Approaches for Extremes".

July 2026

Best Poster Award @ ISBA 2026

I presented Bayesian Kolmogorov–Arnold Neural Model with Picking-and-Pruning Prior and received the Best Poster Award at the ISBA World Meeting 2026 in Nagoya, Japan.

I love being under pressure. Even the pressure put on me by the media. That is how you outdo yourself.
- Tony Parker [former NBA Champion & Legend]