Chenlei Leng (冷琛雷)

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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

• Model selection and dimension reduction
  
• Penalized likelihood
  
• Smoothing spline ANOVA models
  
• Nonparametric and semiparametric models
  
• Computer intensive statistical methods
  

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

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.

Awards

• Young Scientist Award, Faculty of Science, NUS, 2009.
• Teaching Excellence Award, Faculty of Science, NUS, AY 2008/2009.

Statistics Publication

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

• Leng, C., Xia, Y. and Xu, J. (2009). An Adaptive Estimation Method for Semiparametric Models and Dimension Reduction (pdf). Exploration of a Nonlinear World: An Appreciation of Howell Tong's Contributions to Statistics, edited by Kung-Sik Chan. World Scientific.
• Xu, J., Zhao, L. and Leng, C. (2009). Statistical Inference for Induced L-Statistics: a Random Perturbation Approach. Journal of Nonparametric Statistics, 21, 863-876.
• Wang, H., Li, B. and Leng, C. (2009). Shrinkage Tuning Parameter Selection with a Diverging Number of Parameters (pdf). 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, 5277-5286.
• Wang, H. and Leng, C. (2007). Unified Lasso Estimation via Least Squares Approximation (pdf). Journal of the American Statistical Association, 102, 1039-1048. LSA Code and an example.
• Leng, C. and Ma, S. (2007). Accelerated Failure Time Models with Nonlinear Covariate Effects (pdf). Australian and New Zealand Journal of Statistics, 49, 155-172.
• Leng, C. and Ma, S. (2007). Path Consistent Model Selection in Additive Risk Model via Lasso (pdf). Statistics in Medicine, 26, 3753-3770.
• Leng, C. and Zhang, H. H. (2006). Model Selection in Nonparametric Hazard Regression (pdf). Journal of Nonparametric Statistics, 18, 417-429.
• Leng, C., Lin, Y., Wahba, G. (2006). A Note on the LASSO and Related Procedures in Model Selection (pdf). Statistica Sinica, 16, 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. (2008). On Variable Selection via Regularized Rank Regression (pdf). RRR Code and an example. Statistica Sinica, to appear.
• Leng, C., Zhang, W. and Pan, J. (2008). Semiparametric Mean-Covariance Regression Analysis for Longitudinal Data (pdf). R Code and an example (to be posted soon). Journal of the American Statistical Association, to appear.
• Xu, J., Leng, C. and Ying, Z. (2008). Rank-based Variable Selection in the Accelerated Failure Time Model. Statistics and Computing, to appear.
• Brown, B. M. and Leng, C. (2009). A Cramer-von Mises Penalty Function Smoother. Lecture Notes-Monograph Series of the Institute of Mathematical Statistics, to appear.
• Leng, C. and Leung, D. (2009). Model Selection in Validation Sampling: An Asymptotic Likelihood-based LASSO Approach. Statistica Sinica, to appear.
• Leng, C. and Li, B. (2009). Least Squares Approximation with a Diverging Number of Parameters. Statistics and Probability Letters, to appear.
• Nott, D. J. and Leng, C. (2009). Bayesian Projection Approaches to Variable Selection and Exploring Model Uncertainty.
• Tang, C. Y. and Leng, C. (2009). Penalized High Dimensional Empirical Likelihood.
• Leng, C. and Tang, C. Y. (2009). Improving Variance Function Estimation in Semiparametric Longitudinal Analysis.
• Leng, C. and Tang, C. Y. (2009). Penalized Empirical Likelihood for High Dimensional General Estimating Equations.

Teaching

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

Society

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

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