Johnny Myung Won Lee
Me at Meadows 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 generative models. 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 Inference
  • Shrinkage Priors
  • Extreme Value Theory
  • Deep Learning
  • Generative Modelling

EDUCATION

  •   PhD in Statistics,
      University of Edinburgh, UK

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

Latest News

November 2026

New Preprint on arXiv (link)

My latest work on Generative Modeling for Cascading Extremes via Autoregressive Transformer is out as a preprint. Click the link to read!

July 2026

Best Poster Award @ ISBA 2026

I presented Bayesian Kolmogorovāˆ’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]