In the Analyze menu, select “Run Inspection by Name…”. In the search box, type “Anonymous” and select the one that says “Anonymous class may be replaced by lambda” or something to that effect. Select your scope and start the analysis.
In the results, you can inspect them individually and click the “Replace with lambda” link on the right to make the change, or, if you are brave, you can right click on the node at the top of the results and select the “apply fix” to update all of them.