Cancer Institute A national cancer institute
designated cancer center
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Tze Leung Lai

Academic Appointments

  • Professor of Statistics and, by courtesy, of Health Research and Policy

Contact Information

  • Academic Offices
    Personal Information
    Email Tel (650) 723-2620 Tel (650) 723-2622
    Alternate Contact
    Cindy Kirby Administrative Associate Tel Work 650.725.2229

Bio

Academic Appointments

Administrative Appointments

  • Director, Interdisciplinary Program in Financial Mathematics, Stanford University (1999 - present)
  • Chair, School of Statistics, Chinese Academy of Sciences (2003 - present)
  • Co-director, Biostatistics Core, Stanford University Cancer Center (2004 - present)
  • Steering Committee, Methods of Analysis Program in the Social Sciences, Stanford University (2005 - present)

Honors and Awards

  • COPSS Award, Committee of Presidents of Statistical Societies (1983)
  • Fellow, John Simon Guggenheim Foundation (1983)
  • Member, Academia Sinica (1994)
  • Fellow, Center for Advanced Study in Behavioral Sciences (1999)
  • Abraham Wald Prize, Sequential Analysis: Design Methods & Applications (2005)

Professional Education

B.A. with First Class Honors: University of Hong Kong, Mathematics (1967)
M.A.: Columbia University, Mathematical Statistics (1970)
Ph.D.: Columbia University, Mathematical Statistics (1971)

Research & Scholarship

Current Research and Scholarly Interests

Lai is widely recognized as a prolific leader in the field of sequential statistical analysis. Among his principal achievements is the development of a comprehensive theory of sequential tests of composite hypotheses, unifying previous approaches and providing far-reaching extensions to cope with the practical complexities that arise in the applications to group sequential clinical trials. In particular, this theory paved the way for his ground-breaking work with Shih on flexible and nearly-optimal group sequential tests that can “self-tune” to the unknown parameters during the course of the trial, under pre-specified constraints on the maximum sample size and significance level.

Other major breakthroughs include (a) accurate confidence intervals following sequential tests by using an innovative resampling approach, (b) a definitive solution to the long-standing “multi-armed bandit problem”, and (c) the development of statistically and computationally efficient sequential change-point detection procedures in multivariate time series and stochastic systems, for applications to industrial quality control, fault detection in engineering systems and segmentation in computational biology.

Besides sequential analysis, Lai has also made ground-breaking contributions to (i) stochastic approximation and recursive estimation, (ii) adaptive control of linear stochastic systems and Markov decision processes, (iii) saddlepoint approximations and boundary-crossing probabilities in Markov random walks and random fields, and (iv) survival analysis, in particular, rand- and M-estimators in regression models when the response variable is subject to censoring and truncation, and interim analysis of clinical trials with failure-time endpoints.

Teaching

Courses

2013-14

Prior Year Coursescourses of Tse Lai

Publications

Publications

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