Chan Hock Peng

Office: S16-6-102.
Phone: (65) 6516-6750.
Fax: (65) 6872-3919.
E-mail: stachp@nus.edu.sg
Address: Department of Statistics and Applied Probability, National University of Singapore, Singapore 119260, Republic of Singapore

Education:

1998 Ph.D., Statistics, Stanford University.
1993 B.Sc.(Hons), Mathematics, National University of Singapore.

Experience:

2005- Associate Professor, National University of Singapore.
1998-04 Assistant Professor, National University of Singapore.
1993-98 Senior Tutor, National University of Singapore.

Courses taught in NUS:

ST5214 Advanced Probability Theory, 2009-10 Sem 1

ST3232 Design and Analysis of Experiments, 2008-09 Sem 2

ST4241 Design and Analysis of Clinical Trials, 2004-05, 2006-07, 2007-08, 2008-09 Sem 1

ST5208 Statistics for Quality and Productivity Improvement, 2007-08 Sem 2

ST5217 Statistical Methods for Genetic Analysis, 2006-07, Sem 2

ST2131/MA2216 Probability, 1999-2000 Sem 1 and 2, 2005-06 Sem 2

ST5241 Special Topics (Sequential Analysis), 2004-05 Sem 2

ST4242 Analysis of Longitudinal Data, 2003-04 Sem 2

ST4233 Linear Models, 2003-04 Sem 1

ST4238 Stochastic Processes II, 2002-03 Sem 2

ST5214 Advanced Probability, 2000-01 Sem 2.

ST3236/MA3238 Stochastic Processes I, 2000-01, 2001-02, 2002-03 Sem 1.

MA2217 Statistics, 1998-99 Sem 2.

ST5241 Special Topics (Nonparametric Statistics),1998-99 Sem 1.

Research interests:

Sequential analysis
Change-point problems
Quality control
Monte Carlo methods
Probability theory
Statistical genetics
Scan statistics

Research grants as PI:

Moderate deviations approximations and its applications to imaging, signal detection and bioinformatics 2006-9
Computation of rare events in complex models 2005-7
Techniques in change-point detection with applications in DNA sequence matching 2002-5
An analysis of change-point test statistics 2000-2

Invited conference and workshop presentations:

IMS-APRM Conference, Seoul, July 2009.
ICSA Applied Statistics Symposium, San Franciscon, June 2009.
ISBA Conference, Hamilton Island, August 2008.
International Workshop on Applied Probability, Compeigne, July 2008.
International Workshop on Applied Probability, Storrs, May 2006.
Conference on Probability with Applications to Finance and Insurance, Hong Kong, December 2005.
Sequential Analysis, Time-Series and Related Topics, Taipei, December 2004.
Insurance Mathematics, Ruin Theory and Monte Carlo methods, Hong Kong, June 2004.
ICSA Conference, Hong Kong, August 2001.
The Third World Congress of Nonlinear Analysts, Catania, July 2000.

Editorial Service:

Associate editor of Methodology and Computing in Applied Probability.
Associate editor of Sequential Analysis.

Publications:

"Maxima of moving sums in a Poisson random field" accepted for publication by Advances in Applied Probability.
"Detection of spatial clustering with average likelihood ratio test statistics" accepted for publication by Annals of Statistics.
"Boundary crossing probability computations in the analysis of scan statistics" (with I. Tu and N. Zhang) in Scan Statistics--Theory and Applications , eds J. Glaz and V. Pozdnyakov and S. Wallenstein, Birkhauser (2008).
Discussion on "Is average run length to false alarm always an informative criterion?" by Mei Yajun (with T.L. Lai) Sequential Analysis (2008).
"Scan statistics with weighted observations" (with N. Zhang) Journal of the American Statistical Association 102 (2007) 595-602.
"Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities" (with T.L. Lai) Annals of Applied Probability 17 (2007) 440-473.
"Some theoretical results on neural spike train probability models" (with W.L. Loh) Annals of Statistics 35 (2007) 2691-2733.
"Optimal strategies for a class of sequential control problems with precedence relations" (with C.D. Fuh and I. Hu) Annals of Statistics 35 (2007) 1722-1748.
"Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities for sums of random variables with multidimensional indices" (with T.L. Lai) Annals of Probability 34 (2006) 80-121.
"Sequential generalized likelihood ratios and adaptive treatment allocation for optimal sequential selection" (with T.L. Lai) Sequential Analysis 25 (2006) 179-202.
"Multi-armed bandit problem with precedence relations" (with C.D. Fuh and I. Hu) IMS-Lecture Notes 52 (2006) 223-235.
"Summation test for gap penalties and strong law of the local alignment score" Annals of Applied Probability 15 (2005) 1492-1505.
"Importance sampling for generalized likelihood ratio procedures in sequential analysis" (with T.L. Lai) Sequential Analysis 24 (2005) 259-278.
"Saddlepoint approximations for Markov random walks and nonlinear boundary crossing probabilities for Markov random walks" (with T.L. Lai) Annals of Applied Probability 13 (2003) 395-429.
"Upper bounds and importance sampling of p-values for DNA and protein sequence alignments" Bernoulli 9 (2003) 183-199.
"Boundary crossing probabilities for scan statistics and their applications to change-point detection" (with T.L. Lai) Methodology and Computing in Applied Probability 4 (2002) 317-336.
"A file linkage problem of DeGroot and Goel revisited" (with W.L. Loh) Statistica Sinica 11 (2001) 1031-1045.
"Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families" (with T.L. Lai) Annals of Statistics 8 (2000) 1638-1669.