Chenlei Leng

Chenlei Leng (冷琛雷)

Assistant Professor
Department of Statistics and Applied Probability
National University of Singapore
6 Science Drive 2
Singapore, 117546

Office: S16-6-106
Phone: (65) 6516-4462 (Office)
Fax: (65) 6872-3919
Email: stalc AT nus DOT edu DOT sg

Some photos of Hui and me.

RESEARCH INTEREST

Regularized statistical methods
Machine learning
Smoothing spline ANOVA models
Biostatistics
Econometrics

Please send me an email if you are interested in short term visits/postdoc positions/collaboration.

Alishan, Taiwan, December 2008.

EMPLOYMENT

July 2004 - present, Assistant Professor, National University of Singapore.

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.

STATISTICS PUBLICATIONS

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

Wang, H., Li, B. and Leng, C. (2009). Shrinkage Tuning Parameter Selection with a Diverging Number of Parameters. J. Roy. Statist. Soc., Ser. B., 71, 671-683.
Leng, C. and Wang, H. (2009). On General Adaptive Sparse Principal Component Analysis (pdf). Journal of Computational and Graphical Statistics, 18, 201-215. GAS-PCA Code and an example.
Leng, C. (2009). A Simple Approach for Varying-Coefficient Model Selection (pdf). Journal of Statistical Planning and Inference, 139, 2138-2146.
Leng, C. (2008). Sparse Optimal Scoring for Multiclass Cancer Diagnosis and Biomarker Detection Using Microarray Data. Computational Biology and Chemistry, 32, 417-425. Supplementary Materials.
Leng, C., Shi, P. and Tsai, C.L. (2008). Clarification of Residual Information Criterion. J. Roy. Statist. Soc., Ser. B, 70, 1067.
Leng, C. and Wang, H. (2008). Discussion on "Sure Independence Screening for Ultra-high Dimensional Feature Space" by Fan and Lv, J. Roy. Statist. Soc., Ser. B, 70, 896-897.
Wang, H. and Leng, C. (2008). A Note on Adaptive Group Lasso (pdf). Computational Statistics and Data Analysis. 52 (12), 5277-5286.
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. (2008). Association Between Body Mass Index and Chronic Kidney Disease in Men and Women: Population-Based Study of Malay Adults in Singapore. Nephrology Dialysis Transplantation, 23 (6), 1910-1918.

MANUSCRIPTS

Leng, C. (2007). On Variable Selection via Regularized Rank Regression. RRR Code used in the paper and an example. Statistica Sinica, to appear.
Leng, C., Xia, Y. and Xu, J. (2008). An Adaptive Estimation Method for Semiparametric Models and Dimension Reduction. Nonlinear Time Series and Related Fields, Edited by Kung-Sik Chan, Springer, New York, to appear.
Leng, C, Zhang, W. and Pan, J. (2008). Semiparametric Mean-Covariance Regression Analysis for Longitudinal Data. Abstract.
Xu, J., Leng, C. and Ying, Z. (2008). Rank-based Variable Selection in the Accelerated Failure Time Model. Statistics and Computing, to appear.
Xu, J., Zhao, L. and Leng, C. (2008). Statistical Inference for Induced L-Statistics: a Random Perturbation Approach. Journal of Nonparametric Statistics, to appear.

TEACHING

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

SOCIETY

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