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Tze Leung Lai
Research Interests
My present
research areas include sequential experimentation, adaptive design and
control, stochastic optimization, time series analysis and
forecasting, change-point detection, hidden Markov models and particle
filters, empirical Bayes modeling, multivariate survival analysis,
probability theory and stochastic processes, biostatistics,
econometrics, quantitative finance and risk management. My
methodological research in these areas has been motivated by and is
closely related to my applied interests in engineering, finance, and
the biomedical sciences. As director of the Financial Mathematics
Program and co-director of the Biostatistics Shared Resource of the
Stanford Cancer Institute, I am involved in several research projects
in these fields.
Personal Website
lait.web.stanford.edu
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