Chenlei Leng

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Department of Statistics and Applied Probability National University of Singapore 6 Science Drive 2 Singapore, 117546 Phone: (65) 6516-4462 (Office) Fax: (65) 6872-3919 Email: stalc AT nus DOT edu DOT sg RESEARCH INTEREST Regularized statistical methods Machine learning Smoothing spline ANOVA models Biostatstics Econometrics EDUCATION Ph.D., Statistics, University of Wisconsin-Madison, 2004. Thesis advisors: Dr. Grace Wahba and Dr. Yi Lin. B.S., Mathematics and Economics, University of Science and Technology of China (USTC), 1998. Some photos of Hui and me.

Unification Hall, Saigon, Vietnam. Courtesy of Hui.

STATISTICS PUBLICATIONS

Acknowledgements: Research supported in part by NUS research grants. For published versions, please visit the corresponding journal websites.

• Wang, H. and Leng, C. (2007). Unified Lasso Estimation via Least Squares Approximation (pdf). Journal of the American Statistical Association. 102 (479), 1039-1048. LSA Code used in the paper and an example.
• Leng, C. and Ma, S. (2007). Accelerated Failure Time Models with Nonlinear Covariate Effects (pdf). Australia and New Zealand Journal of Statistics. 49 (2), 155-172.
• Leng, C. and Ma, S. (2007). Path Consistent Model Selection in Additive Risk Model via Lasso (pdf). Statistics in Medicine. 26 (20), 3753--3770.
• Leng, C. and Zhang, H. H. (2006). Model Selection in Nonparametric Hazard Regression (pdf). Journal of Nonparametric Statistics. 18 (7), 417-429.
• Leng, C., Lin, Y., Wahba, G. (2006). A Note on the LASSO and Related Procedures in Model Selection (pdf). Statistica Sinica. 16 (4), 1273-1284.
• Wahba, G., Lin, Y., and Leng, C. (2002). Penalized Log Likelihood Density Estimation via Smoothing-Spline ANOVA and ranGACV - Comments to Hansen and Kooperberg `Spline Adaptation in Extended Linear Models' (pdf). Statistical Science. 17, 33-37.

COLLABORATIVE RESEARCH

• Shankar, A., Leng, C., Chia, K., Koh, D., Tai, E., Saw, S., Lim, S., Wong, T. (2007). Association Between Body Mass Index and Chronic Kidney Disease in Men and Women: Population-Based Study of Malay Adults in Singapore. Nephrology Dialysis Transplantation. To appear.

MANUSCRIPTS

• Leng, C. and Wang, H. (2006). On Adaptive Sparse Principal Component Analysis (pdf). Technical Report No. 2/2006, DSAP, NUS.
• Wang, H. and Leng, C. (2006). Improving Grouped Variable Selection via agLasso (pdf). Technical Report No. 3/2006, DSAP, NUS.
• Leng, C. (2007). On Variable Selection via Regularized Rank Regression (pdf). RRR Code used in the paper and an example.
• Leng, C. (2007). The Residual Information Criterion, Corrected. arXiv.org

TEACHING

ST3240. ST4231. ST3131. ST5202. Teaching materials available on IVLE.

SOCIETY

• American Statistical Association (ASA). Institute of Mathematical Statistics (IMS).

QUOTE

• There are known knowns. These are things we know that we know. There are known unknowns. That is to say, there are things that we know we don't know. But there are also unknown unknowns. There are things we don't know we don't know. -- Donald Rumsfeld
  
• Now this is not the end. It is not even the beginning of the end. But it is, perhaps, the end of the beginning. -- Winston Churchill
  
• In theory, there is no difference between theory and practice. But, in practice, there is. -- Jan LA van de Snepscheut
  
• She decided that philosophy (statistics) was not something you can learn; but perhaps you can learn to think philosophically (statistically). -- Quoted from "Sophie's World" by Jostein Gaarder with statistical changes.
  
• When in doubt, smooth. -- Sir Harold Jeffreys
• There are three kinds of lies: lies, damned lies, and statistics. -- Mark Twain

OTHERS

• The Onion, the newspaper in Madison, WI, USA.

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